Scan Inter (Thailand) Market Value
| SCN Stock | THB 0.39 0.01 2.50% |
| Symbol | Scan |
Scan Inter 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Scan Inter's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Scan Inter.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Scan Inter on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Scan Inter PCL or generate 0.0% return on investment in Scan Inter over 30 days. Scan Inter is related to or competes with Green Resources, Asia Biomass, Sakol Energy, Thai Solar, Eastern Power, and TPC Power. Scan Inter Public Company Limited primarily engages in trading gas through vehicle service stations in Thailand More
Scan Inter Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Scan Inter's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Scan Inter PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 15.13 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 4.17 |
Scan Inter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scan Inter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scan Inter's standard deviation. In reality, there are many statistical measures that can use Scan Inter historical prices to predict the future Scan Inter's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (0.84) | |||
| Treynor Ratio | (2.04) |
Scan Inter PCL Backtested Returns
Scan Inter PCL owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12 % return per unit of risk over the last 3 months. Scan Inter PCL exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Scan Inter's Variance of 8.94, risk adjusted performance of (0.11), and Coefficient Of Variation of (628.86) to confirm the risk estimate we provide. The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Scan Inter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Scan Inter is expected to be smaller as well. At this point, Scan Inter PCL has a negative expected return of -0.35%. Please make sure to validate Scan Inter's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Scan Inter PCL performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Scan Inter PCL has good predictability. Overlapping area represents the amount of predictability between Scan Inter time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Scan Inter PCL price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Scan Inter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Scan Inter PCL lagged returns against current returns
Autocorrelation, which is Scan Inter stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Scan Inter's stock expected returns. We can calculate the autocorrelation of Scan Inter returns to help us make a trade decision. For example, suppose you find that Scan Inter has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Scan Inter regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Scan Inter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scan Inter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Scan Inter stock over time.
Current vs Lagged Prices |
| Timeline |
Scan Inter Lagged Returns
When evaluating Scan Inter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scan Inter stock have on its future price. Scan Inter autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Scan Inter autocorrelation shows the relationship between Scan Inter stock current value and its past values and can show if there is a momentum factor associated with investing in Scan Inter PCL.
Regressed Prices |
| Timeline |
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Scan Inter financial ratios help investors to determine whether Scan Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Scan with respect to the benefits of owning Scan Inter security.