Tmb Bank Pcl Stock Market Value
| TMBBY Stock | USD 9.05 0.00 0.00% |
| Symbol | TMB |
TMB Bank '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 TMB Bank's 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 TMB Bank.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in TMB Bank on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding TMB Bank PCL or generate 0.0% return on investment in TMB Bank over 180 days. TMB Bank is related to or competes with Santander Bank, Bank of East Asia Limited, Bank of East Asia Limited, Fukuoka Financial, Jyske Bank, Bank Of Cyprus Holdings P, and EFG International. TMBThanachart Bank Public Company Limited, together with its subsidiaries, provides various commercial banking products ... More
TMB Bank 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 TMB Bank's 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 TMB Bank PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0302 | |||
| Maximum Drawdown | 5.97 |
TMB Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TMB Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TMB Bank's standard deviation. In reality, there are many statistical measures that can use TMB Bank historical prices to predict the future TMB Bank's volatility.| Risk Adjusted Performance | 0.0868 | |||
| Jensen Alpha | 0.0834 | |||
| Total Risk Alpha | 0.0194 | |||
| Treynor Ratio | (1.63) |
TMB Bank PCL Backtested Returns
At this stage we consider TMB Pink Sheet to be very steady. TMB Bank PCL retains Efficiency (Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of volatility over the last 3 months. We have found sixteen technical indicators for TMB Bank, which you can use to evaluate the volatility of the company. Please validate TMB Bank's risk adjusted performance of 0.0868, and Standard Deviation of 0.7351 to confirm if the risk estimate we provide is consistent with the expected return of 0.0933%. TMB Bank has a performance score of 9 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.0495, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TMB Bank are expected to decrease at a much lower rate. During the bear market, TMB Bank is likely to outperform the market. TMB Bank PCL currently owns a risk of 0.75%. Please validate TMB Bank PCL mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and day median price , to decide if TMB Bank PCL will be following its current price history.
Auto-correlation | -0.36 |
Poor reverse predictability
TMB Bank PCL has poor reverse predictability. Overlapping area represents the amount of predictability between TMB Bank time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 TMB Bank PCL price movement. The serial correlation of -0.36 indicates that just about 36.0% of current TMB Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
TMB Bank PCL lagged returns against current returns
Autocorrelation, which is TMB Bank 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 TMB Bank's pink sheet expected returns. We can calculate the autocorrelation of TMB Bank returns to help us make a trade decision. For example, suppose you find that TMB Bank 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 |
TMB Bank 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 TMB Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TMB Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TMB Bank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
TMB Bank Lagged Returns
When evaluating TMB Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TMB Bank pink sheet have on its future price. TMB Bank 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, TMB Bank autocorrelation shows the relationship between TMB Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in TMB Bank PCL.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for TMB Pink Sheet Analysis
When running TMB Bank's price analysis, check to measure TMB Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy TMB Bank is operating at the current time. Most of TMB Bank's value examination focuses on studying past and present price action to predict the probability of TMB Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TMB Bank's price. Additionally, you may evaluate how the addition of TMB Bank to your portfolios can decrease your overall portfolio volatility.