Thai Setakij (Thailand) Technical Analysis
| TSI Stock | THB 0.06 0.01 20.00% |
As of the 24th of February, Thai Setakij has the Semi Deviation of 9.15, risk adjusted performance of 0.076, and Coefficient Of Variation of 1167.24. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Thai Setakij Insurance, as well as the relationship between them.
Thai Setakij Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Thai, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ThaiThai |
Thai Setakij '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 Setakij'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 Setakij.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Thai Setakij on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Thai Setakij Insurance or generate 0.0% return on investment in Thai Setakij over 90 days. Thai Setakij is related to or competes with Thai Reinsurance, Thai Rubber, and Thoresen Thai. The Thai Setakij Insurance Public Company Limited engages in the non-life insurance business in Thailand More
Thai Setakij 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 Setakij'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 Setakij Insurance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 21.22 | |||
| Information Ratio | 0.0803 | |||
| Maximum Drawdown | 50.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Thai Setakij Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thai Setakij's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thai Setakij's standard deviation. In reality, there are many statistical measures that can use Thai Setakij historical prices to predict the future Thai Setakij's volatility.| Risk Adjusted Performance | 0.076 | |||
| Jensen Alpha | 1.22 | |||
| Total Risk Alpha | 0.046 | |||
| Sortino Ratio | 0.0513 | |||
| Treynor Ratio | (1.13) |
Thai Setakij February 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.076 | |||
| Market Risk Adjusted Performance | (1.12) | |||
| Mean Deviation | 8.62 | |||
| Semi Deviation | 9.15 | |||
| Downside Deviation | 21.22 | |||
| Coefficient Of Variation | 1167.24 | |||
| Standard Deviation | 13.56 | |||
| Variance | 183.84 | |||
| Information Ratio | 0.0803 | |||
| Jensen Alpha | 1.22 | |||
| Total Risk Alpha | 0.046 | |||
| Sortino Ratio | 0.0513 | |||
| Treynor Ratio | (1.13) | |||
| Maximum Drawdown | 50.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 | |||
| Downside Variance | 450.28 | |||
| Semi Variance | 83.77 | |||
| Expected Short fall | (24.86) | |||
| Skewness | 0.3797 | |||
| Kurtosis | 0.1532 |
Thai Setakij Insurance Backtested Returns
Thai Setakij is out of control given 3 months investment horizon. Thai Setakij Insurance owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0858, which indicates the firm had a 0.0858 % return per unit of risk over the last 3 months. We were able to collect and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.08% are justified by taking the suggested risk. Use Thai Setakij Insurance Risk Adjusted Performance of 0.076, semi deviation of 9.15, and Coefficient Of Variation of 1167.24 to evaluate company specific risk that cannot be diversified away. Thai Setakij holds a performance score of 6 on a scale of zero to a hundred. The entity has a beta of -1.02, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Thai Setakij are expected to decrease slowly. On the other hand, during market turmoil, Thai Setakij is expected to outperform it slightly. Use Thai Setakij Insurance coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on Thai Setakij Insurance.
Auto-correlation | -0.25 |
Weak reverse predictability
Thai Setakij Insurance has weak reverse predictability. Overlapping area represents the amount of predictability between Thai Setakij time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th of February 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 Setakij Insurance price movement. The serial correlation of -0.25 indicates that over 25.0% of current Thai Setakij price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Thai Setakij technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Thai Setakij Insurance Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Normalized Average True Range is used to analyze tradable apportunities for Thai Setakij Insurance across different markets.
About Thai Setakij Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Thai Setakij Insurance on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Thai Setakij Insurance based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Thai Setakij Insurance price pattern first instead of the macroeconomic environment surrounding Thai Setakij Insurance. By analyzing Thai Setakij's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Thai Setakij's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Thai Setakij specific price patterns or momentum indicators. Please read more on our technical analysis page.
Thai Setakij February 24, 2026 Technical Indicators
Most technical analysis of Thai help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Thai from various momentum indicators to cycle indicators. When you analyze Thai charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.076 | |||
| Market Risk Adjusted Performance | (1.12) | |||
| Mean Deviation | 8.62 | |||
| Semi Deviation | 9.15 | |||
| Downside Deviation | 21.22 | |||
| Coefficient Of Variation | 1167.24 | |||
| Standard Deviation | 13.56 | |||
| Variance | 183.84 | |||
| Information Ratio | 0.0803 | |||
| Jensen Alpha | 1.22 | |||
| Total Risk Alpha | 0.046 | |||
| Sortino Ratio | 0.0513 | |||
| Treynor Ratio | (1.13) | |||
| Maximum Drawdown | 50.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 | |||
| Downside Variance | 450.28 | |||
| Semi Variance | 83.77 | |||
| Expected Short fall | (24.86) | |||
| Skewness | 0.3797 | |||
| Kurtosis | 0.1532 |
Thai Setakij February 24, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Thai stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 101,873 | ||
| Daily Balance Of Power | 1.00 | ||
| Rate Of Daily Change | 1.20 | ||
| Day Median Price | 0.06 | ||
| Day Typical Price | 0.06 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Thai Stock
Thai Setakij 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 Setakij security.