G Capital (Thailand) Market Value
| GCAP Stock | THB 0.28 0.01 3.70% |
| Symbol | GCAP |
G Capital '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 G Capital'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 G Capital.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in G Capital on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding G Capital Public or generate 0.0% return on investment in G Capital over 90 days. G Capital is related to or competes with Akkhie Prakarn, East Coast, and Filter Vision. G Capital Public Company Limited provides credit for the hire purchase of agricultural machinery, and personal and retai... More
G Capital 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 G Capital'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 G Capital Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.01 | |||
| Information Ratio | 0.1212 | |||
| Maximum Drawdown | 37.84 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 9.52 |
G Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G Capital's standard deviation. In reality, there are many statistical measures that can use G Capital historical prices to predict the future G Capital's volatility.| Risk Adjusted Performance | 0.1462 | |||
| Jensen Alpha | 0.9453 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | 0.1316 | |||
| Treynor Ratio | (0.72) |
G Capital Public Backtested Returns
G Capital Public retains Efficiency (Sharpe Ratio) of -0.0132, which attests that the company had a -0.0132 % return per unit of return volatility over the last 3 months. G Capital exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out G Capital's Downside Deviation of 5.01, market risk adjusted performance of (0.71), and Semi Deviation of 2.88 to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -1.1, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning G Capital are expected to decrease slowly. On the other hand, during market turmoil, G Capital is expected to outperform it slightly. At this point, G Capital Public has a negative expected return of -0.0497%. Please make sure to check out G Capital's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if G Capital Public performance from the past will be repeated sooner or later.
Auto-correlation | -0.05 |
Very weak reverse predictability
G Capital Public has very weak reverse predictability. Overlapping area represents the amount of predictability between G Capital 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 G Capital Public price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current G Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
G Capital Public lagged returns against current returns
Autocorrelation, which is G Capital 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 G Capital's stock expected returns. We can calculate the autocorrelation of G Capital returns to help us make a trade decision. For example, suppose you find that G Capital 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 |
G Capital 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 G Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G Capital stock over time.
Current vs Lagged Prices |
| Timeline |
G Capital Lagged Returns
When evaluating G Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G Capital stock have on its future price. G Capital 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, G Capital autocorrelation shows the relationship between G Capital stock current value and its past values and can show if there is a momentum factor associated with investing in G Capital Public.
Regressed Prices |
| Timeline |
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G Capital financial ratios help investors to determine whether GCAP 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 GCAP with respect to the benefits of owning G Capital security.