Siam Cement Pcl Stock Market Value
| SCVPY Stock | USD 4.90 0.00 0.00% |
| Symbol | Siam |
Siam Cement '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 Siam Cement's pink sheet 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 Siam Cement.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Siam Cement on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Siam Cement PCL or generate 0.0% return on investment in Siam Cement over 30 days. Siam Cement is related to or competes with American Battery, and Holmen AB. The Siam Cement Public Company Limited, together with its subsidiaries, engages in the cement and building materials, ch... More
Siam Cement 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 Siam Cement's pink sheet 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 Siam Cement PCL upside and downside potential and time the market with a certain degree of confidence.
Siam Cement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siam Cement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siam Cement's standard deviation. In reality, there are many statistical measures that can use Siam Cement historical prices to predict the future Siam Cement's volatility.Siam Cement PCL Backtested Returns
We have found three technical indicators for Siam Cement PCL, which you can use to evaluate the volatility of the company. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Siam Cement are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
Siam Cement PCL has perfect predictability. Overlapping area represents the amount of predictability between Siam Cement time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Siam Cement PCL price movement. The serial correlation of 1.0 indicates that 100.0% of current Siam Cement price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Siam Cement PCL lagged returns against current returns
Autocorrelation, which is Siam Cement pink sheet'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 Siam Cement's pink sheet expected returns. We can calculate the autocorrelation of Siam Cement returns to help us make a trade decision. For example, suppose you find that Siam Cement has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Siam Cement 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 Siam Cement pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siam Cement pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siam Cement pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Siam Cement Lagged Returns
When evaluating Siam Cement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siam Cement pink sheet have on its future price. Siam Cement 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, Siam Cement autocorrelation shows the relationship between Siam Cement pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Siam Cement PCL.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Siam Pink Sheet Analysis
When running Siam Cement's price analysis, check to measure Siam Cement's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Siam Cement is operating at the current time. Most of Siam Cement's value examination focuses on studying past and present price action to predict the probability of Siam Cement's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siam Cement's price. Additionally, you may evaluate how the addition of Siam Cement to your portfolios can decrease your overall portfolio volatility.