Bhiraj Office (Thailand) Market Value
| BOFFICE Stock | THB 4.86 0.02 0.41% |
| Symbol | Bhiraj |
Bhiraj Office '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 Bhiraj Office'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 Bhiraj Office.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Bhiraj Office on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Bhiraj Office Leasehold or generate 0.0% return on investment in Bhiraj Office over 90 days. Bhiraj Office is related to or competes with WHA Premium, Amata Summit, Impact Growth, AIM Industrial, and Golden Ventures. More
Bhiraj Office 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 Bhiraj Office'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 Bhiraj Office Leasehold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.97 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.48 |
Bhiraj Office Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bhiraj Office's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bhiraj Office's standard deviation. In reality, there are many statistical measures that can use Bhiraj Office historical prices to predict the future Bhiraj Office's volatility.| Risk Adjusted Performance | 0.0899 | |||
| Jensen Alpha | 0.106 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (1.27) |
Bhiraj Office Leasehold Backtested Returns
At this point, Bhiraj Office is somewhat reliable. Bhiraj Office Leasehold secures Sharpe Ratio (or Efficiency) of 0.0869, which signifies that the company had a 0.0869 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bhiraj Office Leasehold, which you can use to evaluate the volatility of the firm. Please confirm Bhiraj Office's Mean Deviation of 0.7943, risk adjusted performance of 0.0899, and Downside Deviation of 1.18 to double-check if the risk estimate we provide is consistent with the expected return of 0.0937%. Bhiraj Office has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0759, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bhiraj Office are expected to decrease at a much lower rate. During the bear market, Bhiraj Office is likely to outperform the market. Bhiraj Office Leasehold right now shows a risk of 1.08%. Please confirm Bhiraj Office Leasehold value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to decide if Bhiraj Office Leasehold will be following its price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Bhiraj Office Leasehold has modest reverse predictability. Overlapping area represents the amount of predictability between Bhiraj Office time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Bhiraj Office Leasehold price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Bhiraj Office price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bhiraj Office Leasehold lagged returns against current returns
Autocorrelation, which is Bhiraj Office 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 Bhiraj Office's stock expected returns. We can calculate the autocorrelation of Bhiraj Office returns to help us make a trade decision. For example, suppose you find that Bhiraj Office 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 |
Bhiraj Office 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 Bhiraj Office stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bhiraj Office stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bhiraj Office stock over time.
Current vs Lagged Prices |
| Timeline |
Bhiraj Office Lagged Returns
When evaluating Bhiraj Office's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bhiraj Office stock have on its future price. Bhiraj Office 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, Bhiraj Office autocorrelation shows the relationship between Bhiraj Office stock current value and its past values and can show if there is a momentum factor associated with investing in Bhiraj Office Leasehold.
Regressed Prices |
| Timeline |
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Bhiraj Office financial ratios help investors to determine whether Bhiraj 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 Bhiraj with respect to the benefits of owning Bhiraj Office security.