Thai Airways International Stock Market Value
| TAWNF Stock | USD 0.23 0.01 4.55% |
| Symbol | Thai |
Thai Airways '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 Thai Airways' pink sheet 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 Thai Airways.
| 07/26/2025 |
| 01/22/2026 |
If you would invest 0.00 in Thai Airways on July 26, 2025 and sell it all today you would earn a total of 0.00 from holding Thai Airways International or generate 0.0% return on investment in Thai Airways over 180 days. Thai Airways is related to or competes with Cathay Pacific, Japan Airlines, Fraport AG, ANA Holdings, Fraport AG, Auckland International, and ANA Holdings. Thai Airways International Public Company Limited, together with its subsidiaries, engages in the operation of airlines More
Thai Airways 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 Thai Airways' pink sheet 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 Thai Airways International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 23.54 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Thai Airways Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thai Airways' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thai Airways' standard deviation. In reality, there are many statistical measures that can use Thai Airways historical prices to predict the future Thai Airways' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.98) | |||
| Treynor Ratio | (0.47) |
Thai Airways Interna Backtested Returns
Thai Airways Interna owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0607, which indicates the firm had a -0.0607 % return per unit of risk over the last 3 months. Thai Airways International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Thai Airways' Variance of 21.18, risk adjusted performance of (0.05), and Coefficient Of Variation of (1,164) to confirm the risk estimate we provide. The entity has a beta of 0.86, which indicates possible diversification benefits within a given portfolio. Thai Airways returns are very sensitive to returns on the market. As the market goes up or down, Thai Airways is expected to follow. At this point, Thai Airways Interna has a negative expected return of -0.28%. Please make sure to validate Thai Airways' jensen alpha and the relationship between the potential upside and price action indicator , to decide if Thai Airways Interna performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Thai Airways International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Thai Airways time series from 26th of July 2025 to 24th of October 2025 and 24th of October 2025 to 22nd 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 Thai Airways Interna price movement. The serial correlation of -0.17 indicates that over 17.0% of current Thai Airways price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Thai Airways Interna lagged returns against current returns
Autocorrelation, which is Thai Airways pink sheet'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 Thai Airways' pink sheet expected returns. We can calculate the autocorrelation of Thai Airways returns to help us make a trade decision. For example, suppose you find that Thai Airways has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Thai Airways 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 Thai Airways pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Thai Airways pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Thai Airways pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Thai Airways Lagged Returns
When evaluating Thai Airways' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Thai Airways pink sheet have on its future price. Thai Airways 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, Thai Airways autocorrelation shows the relationship between Thai Airways pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Thai Airways International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Thai Pink Sheet
Thai Airways financial ratios help investors to determine whether Thai Pink Sheet 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 Thai with respect to the benefits of owning Thai Airways security.