Thai Plaspac (Thailand) Market Value
| TPAC Stock | THB 8.20 0.00 0.00% |
| Symbol | Thai |
Thai Plaspac '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 Plaspac'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 Thai Plaspac.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Thai Plaspac on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Thai Plaspac Public or generate 0.0% return on investment in Thai Plaspac over 30 days. Thai Plaspac is related to or competes with Crown Seal, Thantawan Industry, Srithai Superware, Hwa Fong, Fortune Parts, Thai Rung, and BG Container. Thai Plaspac Public Company Limited manufactures and distributes plastic packaging products in Thailand, India, and the ... More
Thai Plaspac 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 Plaspac'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 Thai Plaspac Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0492 | |||
| Maximum Drawdown | 10.74 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.04 |
Thai Plaspac Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thai Plaspac's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thai Plaspac's standard deviation. In reality, there are many statistical measures that can use Thai Plaspac historical prices to predict the future Thai Plaspac's volatility.| Risk Adjusted Performance | 0.0703 | |||
| Jensen Alpha | 0.1083 | |||
| Total Risk Alpha | 0.0096 | |||
| Sortino Ratio | 0.052 | |||
| Treynor Ratio | 0.3026 |
Thai Plaspac Public Backtested Returns
As of now, Thai Stock is not too volatile. Thai Plaspac Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0914, which indicates the firm had a 0.0914 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Thai Plaspac Public, which you can use to evaluate the volatility of the company. Please validate Thai Plaspac's Coefficient Of Variation of 1093.66, semi deviation of 1.02, and Risk Adjusted Performance of 0.0703 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Thai Plaspac has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Thai Plaspac's returns are expected to increase less than the market. However, during the bear market, the loss of holding Thai Plaspac is expected to be smaller as well. Thai Plaspac Public right now has a risk of 1.56%. Please validate Thai Plaspac coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Thai Plaspac will be following its existing price patterns.
Auto-correlation | 0.53 |
Modest predictability
Thai Plaspac Public has modest predictability. Overlapping area represents the amount of predictability between Thai Plaspac time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th 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 Plaspac Public price movement. The serial correlation of 0.53 indicates that about 53.0% of current Thai Plaspac price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Thai Plaspac Public lagged returns against current returns
Autocorrelation, which is Thai Plaspac 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 Thai Plaspac's stock expected returns. We can calculate the autocorrelation of Thai Plaspac returns to help us make a trade decision. For example, suppose you find that Thai Plaspac 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 |
Thai Plaspac 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 Plaspac stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Thai Plaspac stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Thai Plaspac stock over time.
Current vs Lagged Prices |
| Timeline |
Thai Plaspac Lagged Returns
When evaluating Thai Plaspac's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Thai Plaspac stock have on its future price. Thai Plaspac 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 Plaspac autocorrelation shows the relationship between Thai Plaspac stock current value and its past values and can show if there is a momentum factor associated with investing in Thai Plaspac Public.
Regressed Prices |
| Timeline |
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Thai Plaspac financial ratios help investors to determine whether Thai 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 Thai with respect to the benefits of owning Thai Plaspac security.