E For (Thailand) Market Value
| EFORL Stock | THB 0.15 0.01 6.25% |
| Symbol | EFORL |
E For '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 E For'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 E For.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in E For on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding E for L or generate 0.0% return on investment in E For over 90 days. E For is related to or competes with Dohome Public, Humanica Public, Jay Mart, and Siam Global. E for L Aim Public Company Limited, together with its subsidiaries, distributes medical devices and in Thailand and inte... More
E For 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 E For'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 E for L upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.83 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 23.53 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.14 |
E For Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for E For's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as E For's standard deviation. In reality, there are many statistical measures that can use E For historical prices to predict the future E For's volatility.| Risk Adjusted Performance | 0.0316 | |||
| Jensen Alpha | 0.1412 | |||
| Total Risk Alpha | (0.60) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.67) |
E for L Backtested Returns
E For appears to be out of control, given 3 months investment horizon. E for L secures Sharpe Ratio (or Efficiency) of 0.048, which denotes the company had a 0.048 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for E for L, which you can use to evaluate the volatility of the entity. Please utilize E For's Mean Deviation of 3.73, downside deviation of 6.83, and Coefficient Of Variation of 3980.67 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, E For holds a performance score of 3. The firm shows a Beta (market volatility) of -0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning E For are expected to decrease at a much lower rate. During the bear market, E For is likely to outperform the market. Please check E For's jensen alpha and the relationship between the value at risk and day median price , to make a quick decision on whether E For's price patterns will revert.
Auto-correlation | 0.16 |
Very weak predictability
E for L has very weak predictability. Overlapping area represents the amount of predictability between E For time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 E for L price movement. The serial correlation of 0.16 indicates that over 16.0% of current E For price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
E for L lagged returns against current returns
Autocorrelation, which is E For 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 E For's stock expected returns. We can calculate the autocorrelation of E For returns to help us make a trade decision. For example, suppose you find that E For 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 |
E For 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 E For stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if E For stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in E For stock over time.
Current vs Lagged Prices |
| Timeline |
E For Lagged Returns
When evaluating E For's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of E For stock have on its future price. E For 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, E For autocorrelation shows the relationship between E For stock current value and its past values and can show if there is a momentum factor associated with investing in E for L.
Regressed Prices |
| Timeline |
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E For financial ratios help investors to determine whether EFORL 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 EFORL with respect to the benefits of owning E For security.