Thai Polycons (Thailand) Market Value
| TPOLY Stock | THB 0.23 0.01 4.55% |
| Symbol | Thai |
Thai Polycons '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 Polycons' 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 Polycons.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Thai Polycons on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Thai Polycons Public or generate 0.0% return on investment in Thai Polycons over 360 days. Thai Polycons is related to or competes with Thai Nondestructive, Prosper Engineering, Chiangmai Rimdoi, Project Planning, Thai Enger, AMR Asia, and NCL International. Thai Polycons Public Company Limited, together with its subsidiaries, provides construction services in Thailand More
Thai Polycons 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 Polycons' 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 Polycons Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 44.72 | |||
| Value At Risk | (7.89) | |||
| Potential Upside | 7.41 |
Thai Polycons Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thai Polycons' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thai Polycons' standard deviation. In reality, there are many statistical measures that can use Thai Polycons historical prices to predict the future Thai Polycons' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.76) | |||
| Total Risk Alpha | (1.55) | |||
| Treynor Ratio | (0.76) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Thai Polycons' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Thai Polycons Public Backtested Returns
Thai Polycons Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0974, which indicates the firm had a -0.0974 % return per unit of risk over the last 3 months. Thai Polycons Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Thai Polycons' Variance of 36.9, risk adjusted performance of (0.07), and Coefficient Of Variation of (913.53) to confirm the risk estimate we provide. The entity has a beta of 0.88, which indicates possible diversification benefits within a given portfolio. Thai Polycons returns are very sensitive to returns on the market. As the market goes up or down, Thai Polycons is expected to follow. At this point, Thai Polycons Public has a negative expected return of -0.63%. Please make sure to validate Thai Polycons' mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and daily balance of power , to decide if Thai Polycons Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.35 |
Below average predictability
Thai Polycons Public has below average predictability. Overlapping area represents the amount of predictability between Thai Polycons time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 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 Thai Polycons Public price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Thai Polycons price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Thai Polycons Public lagged returns against current returns
Autocorrelation, which is Thai Polycons 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 Polycons' stock expected returns. We can calculate the autocorrelation of Thai Polycons returns to help us make a trade decision. For example, suppose you find that Thai Polycons 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 Polycons 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 Polycons stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Thai Polycons stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Thai Polycons stock over time.
Current vs Lagged Prices |
| Timeline |
Thai Polycons Lagged Returns
When evaluating Thai Polycons' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Thai Polycons stock have on its future price. Thai Polycons 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 Polycons autocorrelation shows the relationship between Thai Polycons stock current value and its past values and can show if there is a momentum factor associated with investing in Thai Polycons Public.
Regressed Prices |
| Timeline |
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Thai Polycons 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 Polycons security.