BPS TECHNOLOGY (Thailand) Market Value
| BPS Stock | 0.55 0.02 3.77% |
| Symbol | BPS |
BPS TECHNOLOGY '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 BPS TECHNOLOGY'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 BPS TECHNOLOGY.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in BPS TECHNOLOGY on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding BPS TECHNOLOGY PUBLIC or generate 0.0% return on investment in BPS TECHNOLOGY over 90 days.
BPS TECHNOLOGY 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 BPS TECHNOLOGY'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 BPS TECHNOLOGY PUBLIC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.0259 | |||
| Maximum Drawdown | 11.89 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 6.0 |
BPS TECHNOLOGY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BPS TECHNOLOGY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BPS TECHNOLOGY's standard deviation. In reality, there are many statistical measures that can use BPS TECHNOLOGY historical prices to predict the future BPS TECHNOLOGY's volatility.| Risk Adjusted Performance | 0.0834 | |||
| Jensen Alpha | 0.2183 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0248 | |||
| Treynor Ratio | (1.10) |
BPS TECHNOLOGY PUBLIC Backtested Returns
As of now, BPS Stock is extremely dangerous. BPS TECHNOLOGY PUBLIC secures Sharpe Ratio (or Efficiency) of 0.0761, which signifies that the company had a 0.0761 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BPS TECHNOLOGY PUBLIC, which you can use to evaluate the volatility of the firm. Please confirm BPS TECHNOLOGY's mean deviation of 1.72, and Risk Adjusted Performance of 0.0834 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. BPS TECHNOLOGY has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BPS TECHNOLOGY are expected to decrease at a much lower rate. During the bear market, BPS TECHNOLOGY is likely to outperform the market. BPS TECHNOLOGY PUBLIC currently shows a risk of 2.53%. Please confirm BPS TECHNOLOGY PUBLIC sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if BPS TECHNOLOGY PUBLIC will be following its price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
BPS TECHNOLOGY PUBLIC has insignificant reverse predictability. Overlapping area represents the amount of predictability between BPS TECHNOLOGY time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 BPS TECHNOLOGY PUBLIC price movement. The serial correlation of -0.16 indicates that over 16.0% of current BPS TECHNOLOGY price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BPS TECHNOLOGY PUBLIC lagged returns against current returns
Autocorrelation, which is BPS TECHNOLOGY 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 BPS TECHNOLOGY's stock expected returns. We can calculate the autocorrelation of BPS TECHNOLOGY returns to help us make a trade decision. For example, suppose you find that BPS TECHNOLOGY 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 |
BPS TECHNOLOGY 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 BPS TECHNOLOGY stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BPS TECHNOLOGY stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BPS TECHNOLOGY stock over time.
Current vs Lagged Prices |
| Timeline |
BPS TECHNOLOGY Lagged Returns
When evaluating BPS TECHNOLOGY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BPS TECHNOLOGY stock have on its future price. BPS TECHNOLOGY 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, BPS TECHNOLOGY autocorrelation shows the relationship between BPS TECHNOLOGY stock current value and its past values and can show if there is a momentum factor associated with investing in BPS TECHNOLOGY PUBLIC.
Regressed Prices |
| Timeline |
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