Phatra Leasing (Thailand) Market Value
| PL Stock | THB 1.23 0.01 0.82% |
| Symbol | Phatra |
Phatra Leasing '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 Phatra Leasing'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 Phatra Leasing.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Phatra Leasing on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Phatra Leasing Public or generate 0.0% return on investment in Phatra Leasing over 90 days. Phatra Leasing is related to or competes with KGI Securities, Pacific Pipe, Peoples Garment, Power Line, and Pato Chemical. Phatra Leasing Public Company Limited provides leasing services primarily to corporate enterprises in Thailand More
Phatra Leasing 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 Phatra Leasing'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 Phatra Leasing Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.42 | |||
| Information Ratio | 0.0658 | |||
| Maximum Drawdown | 30.74 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 3.03 |
Phatra Leasing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Phatra Leasing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Phatra Leasing's standard deviation. In reality, there are many statistical measures that can use Phatra Leasing historical prices to predict the future Phatra Leasing's volatility.| Risk Adjusted Performance | 0.1053 | |||
| Jensen Alpha | 0.4012 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.1012 | |||
| Treynor Ratio | (2.59) |
Phatra Leasing Public Backtested Returns
Phatra Leasing appears to be dangerous, given 3 months investment horizon. Phatra Leasing Public maintains Sharpe Ratio (i.e., Efficiency) of 0.0863, which implies the firm had a 0.0863 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Phatra Leasing Public, which you can use to evaluate the volatility of the company. Please evaluate Phatra Leasing's Risk Adjusted Performance of 0.1053, semi deviation of 1.75, and Coefficient Of Variation of 953.34 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Phatra Leasing holds a performance score of 6. The company holds a Beta of -0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Phatra Leasing are expected to decrease at a much lower rate. During the bear market, Phatra Leasing is likely to outperform the market. Please check Phatra Leasing's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Phatra Leasing's historical price patterns will revert.
Auto-correlation | -0.67 |
Very good reverse predictability
Phatra Leasing Public has very good reverse predictability. Overlapping area represents the amount of predictability between Phatra Leasing 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 Phatra Leasing Public price movement. The serial correlation of -0.67 indicates that around 67.0% of current Phatra Leasing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Phatra Leasing Public lagged returns against current returns
Autocorrelation, which is Phatra Leasing 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 Phatra Leasing's stock expected returns. We can calculate the autocorrelation of Phatra Leasing returns to help us make a trade decision. For example, suppose you find that Phatra Leasing 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 |
Phatra Leasing 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 Phatra Leasing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Phatra Leasing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Phatra Leasing stock over time.
Current vs Lagged Prices |
| Timeline |
Phatra Leasing Lagged Returns
When evaluating Phatra Leasing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Phatra Leasing stock have on its future price. Phatra Leasing 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, Phatra Leasing autocorrelation shows the relationship between Phatra Leasing stock current value and its past values and can show if there is a momentum factor associated with investing in Phatra Leasing Public.
Regressed Prices |
| Timeline |
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Phatra Leasing financial ratios help investors to determine whether Phatra 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 Phatra with respect to the benefits of owning Phatra Leasing security.