Sivarom Real (Thailand) Market Value
| SVR Stock | 0.30 0.02 6.25% |
| Symbol | Sivarom |
Sivarom Real '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 Sivarom Real'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 Sivarom Real.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Sivarom Real on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Sivarom Real Estate or generate 0.0% return on investment in Sivarom Real over 30 days.
Sivarom Real 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 Sivarom Real'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 Sivarom Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 16.93 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 3.23 |
Sivarom Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sivarom Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sivarom Real's standard deviation. In reality, there are many statistical measures that can use Sivarom Real historical prices to predict the future Sivarom Real's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (1.12) | |||
| Treynor Ratio | 1.57 |
Sivarom Real Estate Backtested Returns
Sivarom Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the firm had a -0.21 % return per unit of risk over the last 3 months. Sivarom Real Estate exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sivarom Real's Variance of 10.14, risk adjusted performance of (0.14), and Coefficient Of Variation of (461.56) to confirm the risk estimate we provide. The entity has a beta of -0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sivarom Real are expected to decrease at a much lower rate. During the bear market, Sivarom Real is likely to outperform the market. At this point, Sivarom Real Estate has a negative expected return of -0.7%. Please make sure to validate Sivarom Real's kurtosis and the relationship between the daily balance of power and price action indicator , to decide if Sivarom Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.52 |
Modest predictability
Sivarom Real Estate has modest predictability. Overlapping area represents the amount of predictability between Sivarom Real time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Sivarom Real Estate price movement. The serial correlation of 0.52 indicates that about 52.0% of current Sivarom Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sivarom Real Estate lagged returns against current returns
Autocorrelation, which is Sivarom Real 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 Sivarom Real's stock expected returns. We can calculate the autocorrelation of Sivarom Real returns to help us make a trade decision. For example, suppose you find that Sivarom Real 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 |
Sivarom Real 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 Sivarom Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sivarom Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sivarom Real stock over time.
Current vs Lagged Prices |
| Timeline |
Sivarom Real Lagged Returns
When evaluating Sivarom Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sivarom Real stock have on its future price. Sivarom Real 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, Sivarom Real autocorrelation shows the relationship between Sivarom Real stock current value and its past values and can show if there is a momentum factor associated with investing in Sivarom Real Estate.
Regressed Prices |
| Timeline |
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