Sahakol Equipment (Thailand) Market Value
| SQ Stock | THB 0.35 0.01 2.78% |
| Symbol | Sahakol |
Sahakol Equipment '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 Sahakol Equipment'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 Sahakol Equipment.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in Sahakol Equipment on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding Sahakol Equipment Public or generate 0.0% return on investment in Sahakol Equipment over 30 days. Sahakol Equipment is related to or competes with Teka Construction, CAZ Public, Well Graded, Right Tunnelling, TRC Construction, Floyd Public, and Unimit Engineering. Sahakol Equipment Public Company Limited provides overburden and lignite removal services in Thailand and the Lao People... More
Sahakol Equipment 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 Sahakol Equipment'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 Sahakol Equipment Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 17.92 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 3.03 |
Sahakol Equipment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sahakol Equipment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sahakol Equipment's standard deviation. In reality, there are many statistical measures that can use Sahakol Equipment historical prices to predict the future Sahakol Equipment's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.73) | |||
| Treynor Ratio | (2.01) |
Sahakol Equipment Public Backtested Returns
Sahakol Equipment Public 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. Sahakol Equipment Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sahakol Equipment's Coefficient Of Variation of (952.84), variance of 8.37, and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sahakol Equipment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sahakol Equipment is expected to be smaller as well. At this point, Sahakol Equipment Public has a negative expected return of -0.35%. Please make sure to validate Sahakol Equipment's total risk alpha, accumulation distribution, period momentum indicator, as well as the relationship between the potential upside and day median price , to decide if Sahakol Equipment Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Sahakol Equipment Public has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sahakol Equipment time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th 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 Sahakol Equipment Public price movement. The serial correlation of -0.17 indicates that over 17.0% of current Sahakol Equipment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sahakol Equipment Public lagged returns against current returns
Autocorrelation, which is Sahakol Equipment 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 Sahakol Equipment's stock expected returns. We can calculate the autocorrelation of Sahakol Equipment returns to help us make a trade decision. For example, suppose you find that Sahakol Equipment 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 |
Sahakol Equipment 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 Sahakol Equipment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sahakol Equipment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sahakol Equipment stock over time.
Current vs Lagged Prices |
| Timeline |
Sahakol Equipment Lagged Returns
When evaluating Sahakol Equipment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sahakol Equipment stock have on its future price. Sahakol Equipment 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, Sahakol Equipment autocorrelation shows the relationship between Sahakol Equipment stock current value and its past values and can show if there is a momentum factor associated with investing in Sahakol Equipment Public.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetOther Information on Investing in Sahakol Stock
Sahakol Equipment financial ratios help investors to determine whether Sahakol 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 Sahakol with respect to the benefits of owning Sahakol Equipment security.