S Hotels (Thailand) Market Value
| SHR Stock | THB 2.20 0.04 1.79% |
| Symbol | SHR |
S Hotels '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 S Hotels' 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 S Hotels.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in S Hotels on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding S Hotels and or generate 0.0% return on investment in S Hotels over 30 days. S Hotels is related to or competes with Central Plaza, Erawan, Minor International, Advanced Info, and Asset World. S Hotels and Resorts Public Company Limited engages in the investment, hospitality, and related businesses in Thailand a... More
S Hotels 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 S Hotels' 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 S Hotels and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.0249 | |||
| Maximum Drawdown | 11.71 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.88 |
S Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for S Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as S Hotels' standard deviation. In reality, there are many statistical measures that can use S Hotels historical prices to predict the future S Hotels' volatility.| Risk Adjusted Performance | 0.0687 | |||
| Jensen Alpha | 0.2134 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0287 | |||
| Treynor Ratio | (0.47) |
S Hotels Backtested Returns
As of now, SHR Stock is unstable. S Hotels owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0849, which indicates the company had a 0.0849% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for S Hotels and, which you can use to evaluate the volatility of the entity. Please validate S Hotels' Downside Deviation of 1.94, risk adjusted performance of 0.0687, and Market Risk Adjusted Performance of (0.46) to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. S Hotels has a performance score of 6 on a scale of 0 to 100. The firm has a beta of -0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning S Hotels are expected to decrease at a much lower rate. During the bear market, S Hotels is likely to outperform the market. S Hotels today has a risk of 2.22%. Please validate S Hotels coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if S Hotels will be following its existing price patterns.
Auto-correlation | -0.32 |
Poor reverse predictability
S Hotels and has poor reverse predictability. Overlapping area represents the amount of predictability between S Hotels time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 S Hotels price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current S Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
S Hotels lagged returns against current returns
Autocorrelation, which is S Hotels 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 S Hotels' stock expected returns. We can calculate the autocorrelation of S Hotels returns to help us make a trade decision. For example, suppose you find that S Hotels 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 |
S Hotels 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 S Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if S Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in S Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
S Hotels Lagged Returns
When evaluating S Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of S Hotels stock have on its future price. S Hotels 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, S Hotels autocorrelation shows the relationship between S Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in S Hotels and.
Regressed Prices |
| Timeline |
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S Hotels financial ratios help investors to determine whether SHR 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 SHR with respect to the benefits of owning S Hotels security.