Winner Group (Thailand) Market Value
| WINNER Stock | THB 2.06 0.02 0.98% |
| Symbol | Winner |
Winner Group '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 Winner Group'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 Winner Group.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Winner Group on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Winner Group Enterprise or generate 0.0% return on investment in Winner Group over 720 days. Winner Group is related to or competes with Chamni Eye, Siam Global, Erawan, Ditto Public, Airports, Eastern Technical, and Pylon Public. Winner Group Enterprise Public Company Limited manufactures, imports, and distributes raw materials, ingredients, food c... More
Winner Group 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 Winner Group'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 Winner Group Enterprise upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.95 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.0 |
Winner Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Winner Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Winner Group's standard deviation. In reality, there are many statistical measures that can use Winner Group historical prices to predict the future Winner Group's volatility.| Risk Adjusted Performance | 0.0568 | |||
| Jensen Alpha | 0.0556 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (3.77) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Winner Group's 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.
Winner Group Enterprise Backtested Returns
Winner Group is out of control given 3 months investment horizon. Winner Group Enterprise shows Sharpe Ratio of 0.11, which attests that the company had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 14.1% are justified by taking the suggested risk. Use Winner Group Enterprise Market Risk Adjusted Performance of (3.76), downside deviation of 1.14, and Mean Deviation of 0.67 to evaluate company specific risk that cannot be diversified away. Winner Group holds a performance score of 8 on a scale of zero to a hundred. The firm maintains a market beta of -0.0143, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Winner Group are expected to decrease at a much lower rate. During the bear market, Winner Group is likely to outperform the market. Use Winner Group Enterprise maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to analyze future returns on Winner Group Enterprise.
Auto-correlation | -0.23 |
Weak reverse predictability
Winner Group Enterprise has weak reverse predictability. Overlapping area represents the amount of predictability between Winner Group time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Winner Group Enterprise price movement. The serial correlation of -0.23 indicates that over 23.0% of current Winner Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Winner Group Enterprise lagged returns against current returns
Autocorrelation, which is Winner Group 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 Winner Group's stock expected returns. We can calculate the autocorrelation of Winner Group returns to help us make a trade decision. For example, suppose you find that Winner Group 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 |
Winner Group 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 Winner Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Winner Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Winner Group stock over time.
Current vs Lagged Prices |
| Timeline |
Winner Group Lagged Returns
When evaluating Winner Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Winner Group stock have on its future price. Winner Group 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, Winner Group autocorrelation shows the relationship between Winner Group stock current value and its past values and can show if there is a momentum factor associated with investing in Winner Group Enterprise.
Regressed Prices |
| Timeline |
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Winner Group financial ratios help investors to determine whether Winner 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 Winner with respect to the benefits of owning Winner Group security.