Teera Mongkol (Thailand) Market Value
| TMI Stock | THB 0.49 0.02 4.26% |
| Symbol | Teera |
Teera Mongkol '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 Teera Mongkol'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 Teera Mongkol.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in Teera Mongkol on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding Teera Mongkol Industry Public or generate 0.0% return on investment in Teera Mongkol over 30 days. Teera Mongkol is related to or competes with Takuni Group, Power Line, Premier Products, TMC Industrial, SiamEast Solutions, Asian Marine, and Index International. Teera-Mongkol Industry Public Company Limited, together with its subsidiaries, manufactures and distributes electrical e... More
Teera Mongkol 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 Teera Mongkol'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 Teera Mongkol Industry Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 18.9 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 4.26 |
Teera Mongkol Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teera Mongkol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teera Mongkol's standard deviation. In reality, there are many statistical measures that can use Teera Mongkol historical prices to predict the future Teera Mongkol's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | 2.9 |
Teera Mongkol Industry Backtested Returns
Teera Mongkol Industry owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0554, which indicates the firm had a -0.0554 % return per unit of risk over the last 3 months. Teera Mongkol Industry Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Teera Mongkol's Variance of 9.45, coefficient of variation of (1,177), and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of -0.0934, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Teera Mongkol are expected to decrease at a much lower rate. During the bear market, Teera Mongkol is likely to outperform the market. At this point, Teera Mongkol Industry has a negative expected return of -0.18%. Please make sure to validate Teera Mongkol's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Teera Mongkol Industry performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Teera Mongkol Industry Public has good predictability. Overlapping area represents the amount of predictability between Teera Mongkol time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th 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 Teera Mongkol Industry price movement. The serial correlation of 0.75 indicates that around 75.0% of current Teera Mongkol price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Teera Mongkol Industry lagged returns against current returns
Autocorrelation, which is Teera Mongkol 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 Teera Mongkol's stock expected returns. We can calculate the autocorrelation of Teera Mongkol returns to help us make a trade decision. For example, suppose you find that Teera Mongkol 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 |
Teera Mongkol 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 Teera Mongkol stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teera Mongkol stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teera Mongkol stock over time.
Current vs Lagged Prices |
| Timeline |
Teera Mongkol Lagged Returns
When evaluating Teera Mongkol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teera Mongkol stock have on its future price. Teera Mongkol 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, Teera Mongkol autocorrelation shows the relationship between Teera Mongkol stock current value and its past values and can show if there is a momentum factor associated with investing in Teera Mongkol Industry Public.
Regressed Prices |
| Timeline |
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Teera Mongkol financial ratios help investors to determine whether Teera 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 Teera with respect to the benefits of owning Teera Mongkol security.