Grande Asset (Thailand) Market Value
| GRAND Stock | THB 0.03 0.01 25.00% |
| Symbol | Grande |
Grande Asset '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 Grande Asset'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 Grande Asset.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Grande Asset on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Grande Asset Hotels or generate 0.0% return on investment in Grande Asset over 90 days. Grande Asset is related to or competes with 2S Metal, Techno Medical, Mena Transport, and Winnergy Medical. Grande Asset Hotels and Property Public Company Limited, together with its subsidiaries, engages in the hotel, property ... More
Grande Asset 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 Grande Asset'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 Grande Asset Hotels upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.75 | |||
| Information Ratio | 0.073 | |||
| Maximum Drawdown | 75.0 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Grande Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grande Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grande Asset's standard deviation. In reality, there are many statistical measures that can use Grande Asset historical prices to predict the future Grande Asset's volatility.| Risk Adjusted Performance | 0.0852 | |||
| Jensen Alpha | 1.74 | |||
| Total Risk Alpha | (2.63) | |||
| Sortino Ratio | 0.0529 | |||
| Treynor Ratio | (1.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grande Asset's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Grande Asset Hotels Backtested Returns
Grande Asset is out of control given 3 months investment horizon. Grande Asset Hotels holds Efficiency (Sharpe) Ratio of 0.085, which attests that the entity had a 0.085 % return per unit of standard deviation over the last 3 months. We have analyzed twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.53% are justified by taking the suggested risk. Use Grande Asset Hotels market risk adjusted performance of (1.37), and Risk Adjusted Performance of 0.0852 to evaluate company specific risk that cannot be diversified away. Grande Asset holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -1.1, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Grande Asset are expected to decrease slowly. On the other hand, during market turmoil, Grande Asset is expected to outperform it slightly. Use Grande Asset Hotels sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to analyze future returns on Grande Asset Hotels.
Auto-correlation | -0.06 |
Very weak reverse predictability
Grande Asset Hotels has very weak reverse predictability. Overlapping area represents the amount of predictability between Grande Asset time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 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 Grande Asset Hotels price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Grande Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Grande Asset Hotels lagged returns against current returns
Autocorrelation, which is Grande Asset 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 Grande Asset's stock expected returns. We can calculate the autocorrelation of Grande Asset returns to help us make a trade decision. For example, suppose you find that Grande Asset 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 |
Grande Asset 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 Grande Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grande Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grande Asset stock over time.
Current vs Lagged Prices |
| Timeline |
Grande Asset Lagged Returns
When evaluating Grande Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grande Asset stock have on its future price. Grande Asset 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, Grande Asset autocorrelation shows the relationship between Grande Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Grande Asset Hotels.
Regressed Prices |
| Timeline |
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Grande Asset financial ratios help investors to determine whether Grande 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 Grande with respect to the benefits of owning Grande Asset security.