Central Pattana (Thailand) Market Value
| CPN Stock | THB 50.50 0.25 0.50% |
| Symbol | Central |
Central Pattana '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 Central Pattana'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 Central Pattana.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Central Pattana on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Central Pattana Public or generate 0.0% return on investment in Central Pattana over 90 days. Central Pattana is related to or competes with CP ALL, Bangkok Dusit, Airports, Advanced Info, and Kasikornbank Public. Central Pattana Public Company Limited develops and manages real estate properties primarily in Thailand More
Central Pattana 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 Central Pattana'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 Central Pattana Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 10.21 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 3.96 |
Central Pattana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Central Pattana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Central Pattana's standard deviation. In reality, there are many statistical measures that can use Central Pattana historical prices to predict the future Central Pattana's volatility.| Risk Adjusted Performance | 0.0413 | |||
| Jensen Alpha | 0.045 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.3573 |
Central Pattana Public Backtested Returns
As of now, Central Stock is very steady. Central Pattana Public secures Sharpe Ratio (or Efficiency) of 0.0382, which signifies that the company had a 0.0382 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Central Pattana Public, which you can use to evaluate the volatility of the firm. Please confirm Central Pattana's Downside Deviation of 2.09, mean deviation of 1.61, and Risk Adjusted Performance of 0.0413 to double-check if the risk estimate we provide is consistent with the expected return of 0.0826%. Central Pattana has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Central Pattana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Central Pattana is expected to be smaller as well. Central Pattana Public right now shows a risk of 2.16%. Please confirm Central Pattana Public standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Central Pattana Public will be following its price patterns.
Auto-correlation | -0.9 |
Excellent reverse predictability
Central Pattana Public has excellent reverse predictability. Overlapping area represents the amount of predictability between Central Pattana time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Central Pattana Public price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current Central Pattana price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 5.83 |
Central Pattana Public lagged returns against current returns
Autocorrelation, which is Central Pattana 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 Central Pattana's stock expected returns. We can calculate the autocorrelation of Central Pattana returns to help us make a trade decision. For example, suppose you find that Central Pattana 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 |
Central Pattana 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 Central Pattana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Central Pattana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Central Pattana stock over time.
Current vs Lagged Prices |
| Timeline |
Central Pattana Lagged Returns
When evaluating Central Pattana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Central Pattana stock have on its future price. Central Pattana 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, Central Pattana autocorrelation shows the relationship between Central Pattana stock current value and its past values and can show if there is a momentum factor associated with investing in Central Pattana Public.
Regressed Prices |
| Timeline |
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Central Pattana financial ratios help investors to determine whether Central 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 Central with respect to the benefits of owning Central Pattana security.