RPCG Public (Thailand) Market Value
| RPC Stock | THB 0.30 0.02 7.14% |
| Symbol | RPCG |
RPCG Public '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 RPCG Public'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 RPCG Public.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in RPCG Public on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding RPCG Public or generate 0.0% return on investment in RPCG Public over 90 days. RPCG Public is related to or competes with Bangkok Chain, Wattanapat Hospital, Halcyon Technology, Chularat Hospital, Rajthanee Hospital, Bioscience Animal, and Kiattana Transport. RPCG Public Company Limited, through its subsidiaries, engages in the energy and real estate businesses in Thailand More
RPCG Public 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 RPCG Public'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 RPCG Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.88 | |||
| Information Ratio | 0.1 | |||
| Maximum Drawdown | 20.74 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 7.69 |
RPCG Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RPCG Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RPCG Public's standard deviation. In reality, there are many statistical measures that can use RPCG Public historical prices to predict the future RPCG Public's volatility.| Risk Adjusted Performance | 0.1346 | |||
| Jensen Alpha | 0.6765 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.1039 | |||
| Treynor Ratio | (0.53) |
RPCG Public Backtested Returns
RPCG Public appears to be out of control, given 3 months investment horizon. RPCG Public retains Efficiency (Sharpe Ratio) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for RPCG Public, which you can use to evaluate the volatility of the company. Please evaluate RPCG Public's market risk adjusted performance of (0.52), and Semi Deviation of 2.51 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RPCG Public holds a performance score of 8. The company owns a Beta (Systematic Risk) of -1.01, which implies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning RPCG Public are expected to decrease slowly. On the other hand, during market turmoil, RPCG Public is expected to outperform it slightly. Please check RPCG Public's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether RPCG Public's current price history will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
RPCG Public has poor reverse predictability. Overlapping area represents the amount of predictability between RPCG Public 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 RPCG Public price movement. The serial correlation of -0.4 indicates that just about 40.0% of current RPCG Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RPCG Public lagged returns against current returns
Autocorrelation, which is RPCG Public 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 RPCG Public's stock expected returns. We can calculate the autocorrelation of RPCG Public returns to help us make a trade decision. For example, suppose you find that RPCG Public 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 |
RPCG Public 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 RPCG Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RPCG Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RPCG Public stock over time.
Current vs Lagged Prices |
| Timeline |
RPCG Public Lagged Returns
When evaluating RPCG Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RPCG Public stock have on its future price. RPCG Public 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, RPCG Public autocorrelation shows the relationship between RPCG Public stock current value and its past values and can show if there is a momentum factor associated with investing in RPCG Public.
Regressed Prices |
| Timeline |
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RPCG Public financial ratios help investors to determine whether RPCG 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 RPCG with respect to the benefits of owning RPCG Public security.