SG Capital (Thailand) Market Value
| SGC Stock | 1.26 0.04 3.08% |
| Symbol | SGC |
SG Capital '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 SG Capital'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 SG Capital.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in SG Capital on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding SG Capital PCL or generate 0.0% return on investment in SG Capital over 30 days. SG Capital is related to or competes with Delta Electronics, Delta Electronics, Airports, Airports, PTT Public, PTT Public, and Intouch Holdings. More
SG Capital 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 SG Capital'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 SG Capital PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.34 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.26 | |||
| Value At Risk | (5.45) | |||
| Potential Upside | 5.0 |
SG Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SG Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SG Capital's standard deviation. In reality, there are many statistical measures that can use SG Capital historical prices to predict the future SG Capital's volatility.| Risk Adjusted Performance | 0.0201 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0781 |
SG Capital PCL Backtested Returns
As of now, SGC Stock is dangerous. SG Capital PCL retains Efficiency (Sharpe Ratio) of 0.0039, which indicates the firm had a 0.0039% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for SG Capital, which you can use to evaluate the volatility of the company. Please validate SG Capital's Downside Deviation of 3.34, risk adjusted performance of 0.0201, and Mean Deviation of 2.53 to confirm if the risk estimate we provide is consistent with the expected return of 0.0121%. The entity owns a Beta (Systematic Risk) of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SG Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding SG Capital is expected to be smaller as well. SG Capital PCL today owns a risk of 3.13%. Please validate SG Capital PCL market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if SG Capital PCL will be following its current price history.
Auto-correlation | 0.17 |
Very weak predictability
SG Capital PCL has very weak predictability. Overlapping area represents the amount of predictability between SG Capital time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SG Capital PCL price movement. The serial correlation of 0.17 indicates that over 17.0% of current SG Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SG Capital PCL lagged returns against current returns
Autocorrelation, which is SG Capital 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 SG Capital's stock expected returns. We can calculate the autocorrelation of SG Capital returns to help us make a trade decision. For example, suppose you find that SG Capital 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 |
SG Capital 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 SG Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SG Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SG Capital stock over time.
Current vs Lagged Prices |
| Timeline |
SG Capital Lagged Returns
When evaluating SG Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SG Capital stock have on its future price. SG Capital 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, SG Capital autocorrelation shows the relationship between SG Capital stock current value and its past values and can show if there is a momentum factor associated with investing in SG Capital PCL.
Regressed Prices |
| Timeline |
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SG Capital financial ratios help investors to determine whether SGC 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 SGC with respect to the benefits of owning SG Capital security.