Stars Microelectronics (Thailand) Market Value
| SMT Stock | THB 1.07 0.02 1.83% |
| Symbol | Stars |
Stars Microelectronics '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 Stars Microelectronics' 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 Stars Microelectronics.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Stars Microelectronics on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Stars Microelectronics Public or generate 0.0% return on investment in Stars Microelectronics over 30 days. Stars Microelectronics is related to or competes with Silicon Craft, ALT Telecom, AJ Advance, Copperwired Public, Communication System, SVOA Public, and DTC Enterprise. Stars Microelectronics Public Company Limited, together with its subsidiaries, provides electronics manufacturing servic... More
Stars Microelectronics 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 Stars Microelectronics' 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 Stars Microelectronics Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 12.07 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.75 |
Stars Microelectronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stars Microelectronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stars Microelectronics' standard deviation. In reality, there are many statistical measures that can use Stars Microelectronics historical prices to predict the future Stars Microelectronics' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (2.67) |
Stars Microelectronics Backtested Returns
Stars Microelectronics owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the firm had a -0.21 % return per unit of risk over the last 3 months. Stars Microelectronics Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stars Microelectronics' Variance of 3.71, coefficient of variation of (484.07), and Risk Adjusted Performance of (0.14) to confirm the risk estimate we provide. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stars Microelectronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Stars Microelectronics is expected to be smaller as well. At this point, Stars Microelectronics has a negative expected return of -0.4%. Please make sure to validate Stars Microelectronics' standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Stars Microelectronics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
Stars Microelectronics Public has very weak predictability. Overlapping area represents the amount of predictability between Stars Microelectronics 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 Stars Microelectronics price movement. The serial correlation of 0.18 indicates that over 18.0% of current Stars Microelectronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stars Microelectronics lagged returns against current returns
Autocorrelation, which is Stars Microelectronics 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 Stars Microelectronics' stock expected returns. We can calculate the autocorrelation of Stars Microelectronics returns to help us make a trade decision. For example, suppose you find that Stars Microelectronics 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 |
Stars Microelectronics 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 Stars Microelectronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stars Microelectronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stars Microelectronics stock over time.
Current vs Lagged Prices |
| Timeline |
Stars Microelectronics Lagged Returns
When evaluating Stars Microelectronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stars Microelectronics stock have on its future price. Stars Microelectronics 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, Stars Microelectronics autocorrelation shows the relationship between Stars Microelectronics stock current value and its past values and can show if there is a momentum factor associated with investing in Stars Microelectronics Public.
Regressed Prices |
| Timeline |
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Stars Microelectronics financial ratios help investors to determine whether Stars 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 Stars with respect to the benefits of owning Stars Microelectronics security.