PTT OILRETBUS (Germany) Market Value
| 7F8 Stock | EUR 0.31 0.01 3.33% |
| Symbol | PTT |
PTT OILRETBUS '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 PTT OILRETBUS'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 PTT OILRETBUS.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in PTT OILRETBUS on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding PTT OILRETBUS FOR BA10 or generate 0.0% return on investment in PTT OILRETBUS over 90 days. PTT OILRETBUS is related to or competes with Reliance Industries, Marathon Petroleum, Valero Energy, Phillips, NESTE OYJ, ENEOS Holdings, and PTT OILRETBUS. PTT Oil and Retail Business Public Company Limited, together with its subsidiaries, engages in the retail and commercial... More
PTT OILRETBUS 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 PTT OILRETBUS'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 PTT OILRETBUS FOR BA10 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.69 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.96 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 4.0 |
PTT OILRETBUS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PTT OILRETBUS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PTT OILRETBUS's standard deviation. In reality, there are many statistical measures that can use PTT OILRETBUS historical prices to predict the future PTT OILRETBUS's volatility.| Risk Adjusted Performance | 0.0353 | |||
| Jensen Alpha | 0.0486 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.519 |
PTT OILRETBUS FOR Backtested Returns
At this point, PTT OILRETBUS is out of control. PTT OILRETBUS FOR maintains Sharpe Ratio (i.e., Efficiency) of 0.0124, which implies the firm had a 0.0124 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for PTT OILRETBUS FOR, which you can use to evaluate the volatility of the company. Please check PTT OILRETBUS's Risk Adjusted Performance of 0.0353, semi deviation of 1.93, and Market Risk Adjusted Performance of 0.529 to confirm if the risk estimate we provide is consistent with the expected return of 0.0313%. The company holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, PTT OILRETBUS's returns are expected to increase less than the market. However, during the bear market, the loss of holding PTT OILRETBUS is expected to be smaller as well. PTT OILRETBUS FOR presently holds a risk of 2.53%. Please check PTT OILRETBUS FOR total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if PTT OILRETBUS FOR will be following its historical price patterns.
Auto-correlation | -0.55 |
Good reverse predictability
PTT OILRETBUS FOR BA10 has good reverse predictability. Overlapping area represents the amount of predictability between PTT OILRETBUS time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PTT OILRETBUS FOR price movement. The serial correlation of -0.55 indicates that about 55.0% of current PTT OILRETBUS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PTT OILRETBUS FOR lagged returns against current returns
Autocorrelation, which is PTT OILRETBUS 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 PTT OILRETBUS's stock expected returns. We can calculate the autocorrelation of PTT OILRETBUS returns to help us make a trade decision. For example, suppose you find that PTT OILRETBUS 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 |
PTT OILRETBUS 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 PTT OILRETBUS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PTT OILRETBUS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PTT OILRETBUS stock over time.
Current vs Lagged Prices |
| Timeline |
PTT OILRETBUS Lagged Returns
When evaluating PTT OILRETBUS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PTT OILRETBUS stock have on its future price. PTT OILRETBUS 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, PTT OILRETBUS autocorrelation shows the relationship between PTT OILRETBUS stock current value and its past values and can show if there is a momentum factor associated with investing in PTT OILRETBUS FOR BA10.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PTT Stock
PTT OILRETBUS financial ratios help investors to determine whether PTT 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 PTT with respect to the benefits of owning PTT OILRETBUS security.