STPI Public (Thailand) Market Value
| STPI Stock | THB 6.00 0.15 2.56% |
| Symbol | STPI |
STPI 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 STPI 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 STPI Public.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in STPI Public on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding STPI Public or generate 0.0% return on investment in STPI Public over 90 days. STPI Public is related to or competes with Sahamitr Pressure, Bangkok Aviation, Thoresen Thai, Saha Union, BJC Heavy, and Business Online. STPI Public Company Limited engages in the steel fabrication works, and manufacture of boilers and pressure vessels prim... More
STPI 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 STPI 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 STPI Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.2208 | |||
| Maximum Drawdown | 10.07 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 6.7 |
STPI Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STPI Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STPI Public's standard deviation. In reality, there are many statistical measures that can use STPI Public historical prices to predict the future STPI Public's volatility.| Risk Adjusted Performance | 0.2006 | |||
| Jensen Alpha | 0.6622 | |||
| Total Risk Alpha | 0.4103 | |||
| Sortino Ratio | 0.3685 | |||
| Treynor Ratio | 1.27 |
STPI Public March 2, 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 | 0.2006 | |||
| Market Risk Adjusted Performance | 1.28 | |||
| Mean Deviation | 1.95 | |||
| Semi Deviation | 0.973 | |||
| Downside Deviation | 1.7 | |||
| Coefficient Of Variation | 396.05 | |||
| Standard Deviation | 2.84 | |||
| Variance | 8.05 | |||
| Information Ratio | 0.2208 | |||
| Jensen Alpha | 0.6622 | |||
| Total Risk Alpha | 0.4103 | |||
| Sortino Ratio | 0.3685 | |||
| Treynor Ratio | 1.27 | |||
| Maximum Drawdown | 10.07 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 6.7 | |||
| Downside Variance | 2.89 | |||
| Semi Variance | 0.9467 | |||
| Expected Short fall | (2.88) | |||
| Skewness | 2.03 | |||
| Kurtosis | 6.11 |
STPI Public Backtested Returns
STPI Public appears to be slightly risky, given 3 months investment horizon. STPI Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the firm had a 0.26 % return per unit of standard deviation over the last 3 months. By evaluating STPI Public's technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please review STPI Public's coefficient of variation of 396.05, and Risk Adjusted Performance of 0.2006 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STPI Public holds a performance score of 20. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STPI Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding STPI Public is expected to be smaller as well. Please check STPI Public's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether STPI Public's existing price patterns will revert.
Auto-correlation | 0.04 |
Virtually no predictability
STPI Public has virtually no predictability. Overlapping area represents the amount of predictability between STPI Public time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd 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 STPI Public price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current STPI Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 STPI Stock
STPI Public financial ratios help investors to determine whether STPI 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 STPI with respect to the benefits of owning STPI Public security.