Bangkok Union (Thailand) Market Value
| BUI Stock | THB 12.80 0.10 0.78% |
| Symbol | Bangkok |
Bangkok Union '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 Bangkok Union'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 Bangkok Union.
| 08/03/2023 |
| 07/23/2025 |
If you would invest 0.00 in Bangkok Union on August 3, 2023 and sell it all today you would earn a total of 0.00 from holding Bangkok Union Insurance or generate 0.0% return on investment in Bangkok Union over 720 days. Bangkok Union is related to or competes with Synergetic Auto, Chow Steel, Unique Mining, Asia Sermkij, Ratchthani Leasing, and E For. Bangkok Union Insurance Public Company Limited provides non-life insurance products in Thailand More
Bangkok Union 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 Bangkok Union'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 Bangkok Union Insurance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 14.39 | |||
| Value At Risk | (5.52) | |||
| Potential Upside | 2.94 |
Bangkok Union Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bangkok Union's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bangkok Union's standard deviation. In reality, there are many statistical measures that can use Bangkok Union historical prices to predict the future Bangkok Union's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.97) | |||
| Treynor Ratio | (0.96) |
Bangkok Union Insurance Backtested Returns
Bangkok Union Insurance secures Sharpe Ratio (or Efficiency) of -0.0594, which signifies that the company had a -0.0594 % return per unit of risk over the last 3 months. Bangkok Union Insurance exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bangkok Union's Mean Deviation of 1.98, standard deviation of 2.94, and Risk Adjusted Performance of (0.12) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bangkok Union's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bangkok Union is expected to be smaller as well. At this point, Bangkok Union Insurance has a negative expected return of -0.15%. Please make sure to confirm Bangkok Union's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Bangkok Union Insurance performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Bangkok Union Insurance has very weak reverse predictability. Overlapping area represents the amount of predictability between Bangkok Union time series from 3rd of August 2023 to 28th of July 2024 and 28th of July 2024 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 Bangkok Union Insurance price movement. The serial correlation of -0.01 indicates that just 1.0% of current Bangkok Union price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 2.26 |
Bangkok Union Insurance lagged returns against current returns
Autocorrelation, which is Bangkok Union 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 Bangkok Union's stock expected returns. We can calculate the autocorrelation of Bangkok Union returns to help us make a trade decision. For example, suppose you find that Bangkok Union 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 |
Bangkok Union 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 Bangkok Union stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bangkok Union stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bangkok Union stock over time.
Current vs Lagged Prices |
| Timeline |
Bangkok Union Lagged Returns
When evaluating Bangkok Union's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bangkok Union stock have on its future price. Bangkok Union 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, Bangkok Union autocorrelation shows the relationship between Bangkok Union stock current value and its past values and can show if there is a momentum factor associated with investing in Bangkok Union Insurance.
Regressed Prices |
| Timeline |
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Bangkok Union financial ratios help investors to determine whether Bangkok 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 Bangkok with respect to the benefits of owning Bangkok Union security.