Com7 PCL (Thailand) Market Value
| COM7 Stock | THB 21.30 0.30 1.43% |
| Symbol | Com7 |
Com7 PCL '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 Com7 PCL'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 Com7 PCL.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Com7 PCL on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Com7 PCL or generate 0.0% return on investment in Com7 PCL over 90 days. Com7 PCL is related to or competes with CP ALL, Home Product, Minor International, Bangkok Dusit, and Gulf Energy. Com7 Public Company Limited, together with its subsidiaries, sells IT products, mobiles, and accessories in Thailand More
Com7 PCL 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 Com7 PCL'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 Com7 PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | 0.0843 | |||
| Maximum Drawdown | 13.95 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 5.64 |
Com7 PCL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Com7 PCL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Com7 PCL's standard deviation. In reality, there are many statistical measures that can use Com7 PCL historical prices to predict the future Com7 PCL's volatility.| Risk Adjusted Performance | 0.1365 | |||
| Jensen Alpha | 0.4053 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0984 | |||
| Treynor Ratio | (0.77) |
Com7 PCL Backtested Returns
Com7 PCL appears to be not too volatile, given 3 months investment horizon. Com7 PCL secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Com7 PCL, which you can use to evaluate the volatility of the firm. Please makes use of Com7 PCL's Risk Adjusted Performance of 0.1365, mean deviation of 1.89, and Downside Deviation of 2.19 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Com7 PCL holds a performance score of 8. The firm shows a Beta (market volatility) of -0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Com7 PCL are expected to decrease at a much lower rate. During the bear market, Com7 PCL is likely to outperform the market. Please check Com7 PCL's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Com7 PCL's price patterns will revert.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Com7 PCL has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Com7 PCL 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 Com7 PCL price movement. The serial correlation of -0.73 indicates that around 73.0% of current Com7 PCL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
Com7 PCL lagged returns against current returns
Autocorrelation, which is Com7 PCL 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 Com7 PCL's stock expected returns. We can calculate the autocorrelation of Com7 PCL returns to help us make a trade decision. For example, suppose you find that Com7 PCL 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 |
Com7 PCL 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 Com7 PCL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Com7 PCL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Com7 PCL stock over time.
Current vs Lagged Prices |
| Timeline |
Com7 PCL Lagged Returns
When evaluating Com7 PCL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Com7 PCL stock have on its future price. Com7 PCL 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, Com7 PCL autocorrelation shows the relationship between Com7 PCL stock current value and its past values and can show if there is a momentum factor associated with investing in Com7 PCL.
Regressed Prices |
| Timeline |
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Com7 PCL financial ratios help investors to determine whether Com7 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 Com7 with respect to the benefits of owning Com7 PCL security.