Matching Maximize (Thailand) Market Value
| MATCH Stock | THB 1.50 0.02 1.32% |
| Symbol | Matching |
Matching Maximize '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 Matching Maximize'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 Matching Maximize.
| 11/03/2023 |
| 05/01/2024 |
If you would invest 0.00 in Matching Maximize on November 3, 2023 and sell it all today you would earn a total of 0.00 from holding Matching Maximize Solution or generate 0.0% return on investment in Matching Maximize over 180 days. Matching Maximize is related to or competes with Land, Krung Thai, and Charoen Pokphand. Matching Maximize Solution Public Company Limited, together with its subsidiaries, engages in television program product... More
Matching Maximize 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 Matching Maximize'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 Matching Maximize Solution upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.75 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 2.74 |
Matching Maximize Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Matching Maximize's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Matching Maximize's standard deviation. In reality, there are many statistical measures that can use Matching Maximize historical prices to predict the future Matching Maximize's volatility.| Risk Adjusted Performance | 0.0114 | |||
| Jensen Alpha | 0.0221 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Matching Maximize'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.
Matching Maximize Backtested Returns
Matching Maximize has Sharpe Ratio of -0.0176, which conveys that the firm had a -0.0176% return per unit of risk over the last 3 months. Matching Maximize exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Matching Maximize's Risk Adjusted Performance of 0.0114, mean deviation of 1.17, and Downside Deviation of 2.07 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Matching Maximize are expected to decrease at a much lower rate. During the bear market, Matching Maximize is likely to outperform the market. Matching Maximize has an expected return of -0.0301%. Please make sure to verify Matching Maximize Solution expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Matching Maximize performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Matching Maximize Solution has very weak reverse predictability. Overlapping area represents the amount of predictability between Matching Maximize time series from 3rd of November 2023 to 1st of February 2024 and 1st of February 2024 to 1st of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Matching Maximize price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Matching Maximize price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Matching Maximize lagged returns against current returns
Autocorrelation, which is Matching Maximize 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 Matching Maximize's stock expected returns. We can calculate the autocorrelation of Matching Maximize returns to help us make a trade decision. For example, suppose you find that Matching Maximize 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 |
Matching Maximize 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 Matching Maximize stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Matching Maximize stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Matching Maximize stock over time.
Current vs Lagged Prices |
| Timeline |
Matching Maximize Lagged Returns
When evaluating Matching Maximize's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Matching Maximize stock have on its future price. Matching Maximize 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, Matching Maximize autocorrelation shows the relationship between Matching Maximize stock current value and its past values and can show if there is a momentum factor associated with investing in Matching Maximize Solution.
Regressed Prices |
| Timeline |
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Complementary Tools for Matching Stock analysis
When running Matching Maximize's price analysis, check to measure Matching Maximize's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Matching Maximize is operating at the current time. Most of Matching Maximize's value examination focuses on studying past and present price action to predict the probability of Matching Maximize's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Matching Maximize's price. Additionally, you may evaluate how the addition of Matching Maximize to your portfolios can decrease your overall portfolio volatility.
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Matching Maximize technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.