TERABYTE PLUS (Thailand) Market Value
| TERA Stock | 0.99 0.01 1.02% |
| Symbol | TERABYTE |
TERABYTE PLUS '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 TERABYTE PLUS'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 TERABYTE PLUS.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in TERABYTE PLUS on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding TERABYTE PLUS PUBLIC or generate 0.0% return on investment in TERABYTE PLUS over 30 days.
TERABYTE PLUS 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 TERABYTE PLUS'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 TERABYTE PLUS PUBLIC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.06 |
TERABYTE PLUS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TERABYTE PLUS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TERABYTE PLUS's standard deviation. In reality, there are many statistical measures that can use TERABYTE PLUS historical prices to predict the future TERABYTE PLUS's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.53) |
TERABYTE PLUS PUBLIC Backtested Returns
TERABYTE PLUS PUBLIC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0605, which indicates the firm had a -0.0605 % return per unit of standard deviation over the last 3 months. TERABYTE PLUS PUBLIC exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TERABYTE PLUS's variance of 1.97, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TERABYTE PLUS's returns are expected to increase less than the market. However, during the bear market, the loss of holding TERABYTE PLUS is expected to be smaller as well. At this point, TERABYTE PLUS PUBLIC has a negative expected return of -0.0851%. Please make sure to validate TERABYTE PLUS's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if TERABYTE PLUS PUBLIC performance from the past will be repeated at future time.
Auto-correlation | -0.69 |
Very good reverse predictability
TERABYTE PLUS PUBLIC has very good reverse predictability. Overlapping area represents the amount of predictability between TERABYTE PLUS time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TERABYTE PLUS PUBLIC price movement. The serial correlation of -0.69 indicates that around 69.0% of current TERABYTE PLUS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TERABYTE PLUS PUBLIC lagged returns against current returns
Autocorrelation, which is TERABYTE PLUS 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 TERABYTE PLUS's stock expected returns. We can calculate the autocorrelation of TERABYTE PLUS returns to help us make a trade decision. For example, suppose you find that TERABYTE PLUS 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 |
TERABYTE PLUS 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 TERABYTE PLUS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TERABYTE PLUS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TERABYTE PLUS stock over time.
Current vs Lagged Prices |
| Timeline |
TERABYTE PLUS Lagged Returns
When evaluating TERABYTE PLUS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TERABYTE PLUS stock have on its future price. TERABYTE PLUS 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, TERABYTE PLUS autocorrelation shows the relationship between TERABYTE PLUS stock current value and its past values and can show if there is a momentum factor associated with investing in TERABYTE PLUS PUBLIC.
Regressed Prices |
| Timeline |
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