Sub Sri (Thailand) Market Value
| SSTRT Stock | THB 4.32 0.02 0.47% |
| 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.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Sub Sri on November 7, 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 Grande Hospitality, Raimon Land, Country Group, Villa Kunalai, Chaoprayamahanakorn, Eastern Star, and MK Real. Sub Sri Thai Real Estate Investment Trust is a real estate investment trust externally managed by SST REIT Management Co... 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.
| Downside Deviation | 0.7872 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.31 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.9569 |
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 | 0.009 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sub Sri's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sub Sri February 5, 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 | 0.009 | |||
| Market Risk Adjusted Performance | (0.0008) | |||
| Mean Deviation | 0.4376 | |||
| Semi Deviation | 0.4966 | |||
| Downside Deviation | 0.7872 | |||
| Coefficient Of Variation | 7153.58 | |||
| Standard Deviation | 0.6526 | |||
| Variance | 0.4258 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 3.31 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.9569 | |||
| Downside Variance | 0.6196 | |||
| Semi Variance | 0.2466 | |||
| Expected Short fall | (0.77) | |||
| Skewness | 0.6568 | |||
| Kurtosis | 2.11 |
Sub Sri Thai Backtested Returns
At this point, Sub Sri is not too volatile. Sub Sri Thai owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0271, which indicates the firm had a 0.0271 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sub Sri Thai, which you can use to evaluate the volatility of the company. Please validate Sub Sri's Coefficient Of Variation of 7153.58, risk adjusted performance of 0.009, and Semi Deviation of 0.4966 to confirm if the risk estimate we provide is consistent with the expected return of 0.0179%. Sub Sri has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.0811, which indicates not very significant fluctuations relative to the market. 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. Sub Sri Thai right now has a risk of 0.66%. Please validate Sub Sri total risk alpha, as well as the relationship between the downside variance and daily balance of power , to decide if Sub Sri will be following its existing price patterns.
Auto-correlation | -0.3 |
Weak reverse predictability
Sub Sri Thai has weak reverse predictability. Overlapping area represents the amount of predictability between Sub Sri time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 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 -0.3 indicates that nearly 30.0% of current Sub Sri price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.55 | |
| 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.