Sirisoft Public (Thailand) Market Value
| SRS Stock | 1.85 0.01 0.54% |
| Symbol | Sirisoft |
Sirisoft Public '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 Sirisoft Public'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 Sirisoft Public.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Sirisoft Public on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Sirisoft Public or generate 0.0% return on investment in Sirisoft Public over 30 days.
Sirisoft Public 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 Sirisoft Public'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 Sirisoft Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 20.02 | |||
| Value At Risk | (3.82) | |||
| Potential Upside | 3.45 |
Sirisoft Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sirisoft Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sirisoft Public's standard deviation. In reality, there are many statistical measures that can use Sirisoft Public historical prices to predict the future Sirisoft Public's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | 4.02 |
Sirisoft Public Backtested Returns
Sirisoft Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the firm had a -0.17 % return per unit of risk over the last 3 months. Sirisoft Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sirisoft Public's Risk Adjusted Performance of (0.11), variance of 9.43, and Coefficient Of Variation of (614.05) to confirm the risk estimate we provide. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sirisoft Public are expected to decrease at a much lower rate. During the bear market, Sirisoft Public is likely to outperform the market. At this point, Sirisoft Public has a negative expected return of -0.53%. Please make sure to validate Sirisoft Public's daily balance of power, price action indicator, and the relationship between the kurtosis and day median price , to decide if Sirisoft Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Sirisoft Public has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sirisoft Public time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Sirisoft Public price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Sirisoft Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sirisoft Public lagged returns against current returns
Autocorrelation, which is Sirisoft Public 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 Sirisoft Public's stock expected returns. We can calculate the autocorrelation of Sirisoft Public returns to help us make a trade decision. For example, suppose you find that Sirisoft Public 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 |
Sirisoft Public 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 Sirisoft Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sirisoft Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sirisoft Public stock over time.
Current vs Lagged Prices |
| Timeline |
Sirisoft Public Lagged Returns
When evaluating Sirisoft Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sirisoft Public stock have on its future price. Sirisoft Public 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, Sirisoft Public autocorrelation shows the relationship between Sirisoft Public stock current value and its past values and can show if there is a momentum factor associated with investing in Sirisoft 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 Prophet