TEAM Consulting (Thailand) Market Value
| TEAMG Stock | THB 3.48 0.06 1.69% |
| Symbol | TEAM |
TEAM Consulting '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 TEAM Consulting'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 TEAM Consulting.
| 10/30/2023 |
| 11/23/2024 |
If you would invest 0.00 in TEAM Consulting on October 30, 2023 and sell it all today you would earn a total of 0.00 from holding TEAM Consulting Engineering or generate 0.0% return on investment in TEAM Consulting over 390 days. TEAM Consulting is related to or competes with Taokaenoi Food, Tipco Asphalt, Ratchthani Leasing, Thantawan Industry, and Thanachart Capital. TEAM Consulting Engineering and Management Public Company Limited, together with its subsidiaries, provides integrated e... More
TEAM Consulting 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 TEAM Consulting'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 TEAM Consulting Engineering upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.47 | |||
| Information Ratio | 0.0408 | |||
| Maximum Drawdown | 37.65 | |||
| Value At Risk | (4.22) | |||
| Potential Upside | 6.63 |
TEAM Consulting Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TEAM Consulting's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TEAM Consulting's standard deviation. In reality, there are many statistical measures that can use TEAM Consulting historical prices to predict the future TEAM Consulting's volatility.| Risk Adjusted Performance | 0.0605 | |||
| Jensen Alpha | 0.1594 | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | 0.0794 | |||
| Treynor Ratio | 0.2431 |
TEAM Consulting Engi Backtested Returns
TEAM Consulting Engi retains Efficiency (Sharpe Ratio) of -0.11, which indicates the firm had a -0.11% return per unit of risk over the last 3 months. TEAM Consulting exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TEAM Consulting's risk adjusted performance of 0.0605, and Downside Deviation of 2.47 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 1.3, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, TEAM Consulting will likely underperform. At this point, TEAM Consulting Engi has a negative expected return of -0.3%. Please make sure to validate TEAM Consulting's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if TEAM Consulting Engi performance from the past will be repeated in the future.
Auto-correlation | -0.46 |
Modest reverse predictability
TEAM Consulting Engineering has modest reverse predictability. Overlapping area represents the amount of predictability between TEAM Consulting time series from 30th of October 2023 to 12th of May 2024 and 12th of May 2024 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TEAM Consulting Engi price movement. The serial correlation of -0.46 indicates that about 46.0% of current TEAM Consulting price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
TEAM Consulting Engi lagged returns against current returns
Autocorrelation, which is TEAM Consulting 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 TEAM Consulting's stock expected returns. We can calculate the autocorrelation of TEAM Consulting returns to help us make a trade decision. For example, suppose you find that TEAM Consulting 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 |
TEAM Consulting 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 TEAM Consulting stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TEAM Consulting stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TEAM Consulting stock over time.
Current vs Lagged Prices |
| Timeline |
TEAM Consulting Lagged Returns
When evaluating TEAM Consulting's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TEAM Consulting stock have on its future price. TEAM Consulting 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, TEAM Consulting autocorrelation shows the relationship between TEAM Consulting stock current value and its past values and can show if there is a momentum factor associated with investing in TEAM Consulting Engineering.
Regressed Prices |
| Timeline |
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TEAM Consulting financial ratios help investors to determine whether TEAM 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 TEAM with respect to the benefits of owning TEAM Consulting security.