Jasmine Telecom (Thailand) Market Value
| JTS Stock | THB 37.25 0.25 0.67% |
| Symbol | Jasmine |
Jasmine Telecom '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 Jasmine Telecom'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 Jasmine Telecom.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Jasmine Telecom on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Jasmine Telecom Systems or generate 0.0% return on investment in Jasmine Telecom over 90 days. Jasmine Telecom is related to or competes with Jay Mart, Jasmine International, KCE Electronics, Delta Electronics, and Advanced Info. Jasmine Telecom Systems Public Company Limited engages in the design and installation of telecommunication systems, and ... More
Jasmine Telecom 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 Jasmine Telecom'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 Jasmine Telecom Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.33 | |||
| Information Ratio | 0.0198 | |||
| Maximum Drawdown | 18.87 | |||
| Value At Risk | (4.89) | |||
| Potential Upside | 8.59 |
Jasmine Telecom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jasmine Telecom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jasmine Telecom's standard deviation. In reality, there are many statistical measures that can use Jasmine Telecom historical prices to predict the future Jasmine Telecom's volatility.| Risk Adjusted Performance | 0.0584 | |||
| Jensen Alpha | 0.2057 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | 0.0243 | |||
| Treynor Ratio | 4.73 |
Jasmine Telecom Systems Backtested Returns
Jasmine Telecom appears to be not too volatile, given 3 months investment horizon. Jasmine Telecom Systems holds Efficiency (Sharpe) Ratio of 0.0543, which attests that the entity had a 0.0543 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Jasmine Telecom Systems, which you can use to evaluate the volatility of the firm. Please utilize Jasmine Telecom's Risk Adjusted Performance of 0.0584, market risk adjusted performance of 4.74, and Downside Deviation of 3.33 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Jasmine Telecom holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 0.0447, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jasmine Telecom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jasmine Telecom is expected to be smaller as well. Please check Jasmine Telecom's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Jasmine Telecom's current trending patterns will revert.
Auto-correlation | -0.23 |
Weak reverse predictability
Jasmine Telecom Systems has weak reverse predictability. Overlapping area represents the amount of predictability between Jasmine Telecom 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 Jasmine Telecom Systems price movement. The serial correlation of -0.23 indicates that over 23.0% of current Jasmine Telecom price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 6.01 |
Jasmine Telecom Systems lagged returns against current returns
Autocorrelation, which is Jasmine Telecom 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 Jasmine Telecom's stock expected returns. We can calculate the autocorrelation of Jasmine Telecom returns to help us make a trade decision. For example, suppose you find that Jasmine Telecom 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 |
Jasmine Telecom 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 Jasmine Telecom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jasmine Telecom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jasmine Telecom stock over time.
Current vs Lagged Prices |
| Timeline |
Jasmine Telecom Lagged Returns
When evaluating Jasmine Telecom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jasmine Telecom stock have on its future price. Jasmine Telecom 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, Jasmine Telecom autocorrelation shows the relationship between Jasmine Telecom stock current value and its past values and can show if there is a momentum factor associated with investing in Jasmine Telecom Systems.
Regressed Prices |
| Timeline |
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Jasmine Telecom financial ratios help investors to determine whether Jasmine 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 Jasmine with respect to the benefits of owning Jasmine Telecom security.