KK Superstore (Thailand) Market Value
| KK Stock | THB 0.61 0.01 1.61% |
| Symbol | KK Superstore |
KK Superstore '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 KK Superstore'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 KK Superstore.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in KK Superstore on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding KK Superstore Southern or generate 0.0% return on investment in KK Superstore over 90 days. KK Superstore is related to or competes with Bank of Ayudhya, Krung Thai, Land, Bangkok Bank, and Italian Thai. KK Superstore Southern Public Company Limited engages in the distribution of consumer products in Thailand More
KK Superstore 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 KK Superstore'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 KK Superstore Southern upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 19.51 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 5.26 |
KK Superstore Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KK Superstore's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KK Superstore's standard deviation. In reality, there are many statistical measures that can use KK Superstore historical prices to predict the future KK Superstore's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | 0.6156 |
KK Superstore Southern Backtested Returns
KK Superstore Southern retains Efficiency (Sharpe Ratio) of -0.0604, which conveys that the firm had a -0.0604 % return per unit of price deviation over the last 3 months. KK Superstore exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KK Superstore's Information Ratio of (0.11), market risk adjusted performance of 0.6256, and Mean Deviation of 2.11 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning KK Superstore are expected to decrease at a much lower rate. During the bear market, KK Superstore is likely to outperform the market. At this point, KK Superstore Southern has a negative expected return of -0.19%. Please make sure to verify KK Superstore's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if KK Superstore Southern performance from the past will be repeated sooner or later.
Auto-correlation | 0.53 |
Modest predictability
KK Superstore Southern has modest predictability. Overlapping area represents the amount of predictability between KK Superstore 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 KK Superstore Southern price movement. The serial correlation of 0.53 indicates that about 53.0% of current KK Superstore price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
KK Superstore Southern lagged returns against current returns
Autocorrelation, which is KK Superstore 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 KK Superstore's stock expected returns. We can calculate the autocorrelation of KK Superstore returns to help us make a trade decision. For example, suppose you find that KK Superstore 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 |
KK Superstore 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 KK Superstore stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KK Superstore stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KK Superstore stock over time.
Current vs Lagged Prices |
| Timeline |
KK Superstore Lagged Returns
When evaluating KK Superstore's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KK Superstore stock have on its future price. KK Superstore 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, KK Superstore autocorrelation shows the relationship between KK Superstore stock current value and its past values and can show if there is a momentum factor associated with investing in KK Superstore Southern.
Regressed Prices |
| Timeline |
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KK Superstore financial ratios help investors to determine whether KK Superstore 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 KK Superstore with respect to the benefits of owning KK Superstore security.