Sub Sri (Thailand) Market Value
| SST Stock | THB 1.23 0.05 4.24% |
| Symbol | Sub |
Sub Sri '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 Sub Sri'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 Sub Sri.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Sub Sri on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Sub Sri Thai or generate 0.0% return on investment in Sub Sri over 90 days. Sub Sri is related to or competes with Seafresh Industry, DOD Biotech, JSP Property, Bioscience Animal, JD Food, Chiangmai Frozen, and T S. Sub Sri Thai Public Company Limited, together with its subsidiaries, engages in food and beverage, warehouse and wharf, ... More
Sub Sri 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 Sub Sri'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 Sub Sri Thai upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 30.42 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 2.42 |
Sub Sri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sub Sri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sub Sri's standard deviation. In reality, there are many statistical measures that can use Sub Sri historical prices to predict the future Sub Sri's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.44) |
Sub Sri March 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | (0.43) | |||
| Mean Deviation | 1.8 | |||
| Coefficient Of Variation | (1,616) | |||
| Standard Deviation | 3.78 | |||
| Variance | 14.31 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.44) | |||
| Maximum Drawdown | 30.42 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 2.42 | |||
| Skewness | 3.2 | |||
| Kurtosis | 24.11 |
Sub Sri Thai Backtested Returns
Sub Sri Thai owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.059, which indicates the firm had a -0.059 % return per unit of risk over the last 3 months. Sub Sri Thai exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sub Sri's Risk Adjusted Performance of (0.04), variance of 14.31, and Coefficient Of Variation of (1,616) to confirm the risk estimate we provide. The entity has a beta of 0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sub Sri's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sub Sri is expected to be smaller as well. At this point, Sub Sri Thai has a negative expected return of -0.24%. Please make sure to validate Sub Sri's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Sub Sri Thai performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
Sub Sri Thai has very weak predictability. Overlapping area represents the amount of predictability between Sub Sri time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 Sub Sri Thai price movement. The serial correlation of 0.18 indicates that over 18.0% of current Sub Sri price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Sub Sri financial ratios help investors to determine whether Sub 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 Sub with respect to the benefits of owning Sub Sri security.