Samart Public (Thailand) Market Value
| SAMART Stock | THB 6.40 0.15 2.40% |
| Symbol | Samart |
Samart 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 Samart 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 Samart Public.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Samart Public on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Samart Public or generate 0.0% return on investment in Samart Public over 90 days. Samart Public is related to or competes with Hwa Fong, Inoue Rubber, JKN Global, DOHOME, Home Product, and Workpoint Entertainment. Samart Corporation Public Company Limited designs and installs telecommunications systems, and sells telecommunications ... More
Samart 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 Samart 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 Samart Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.37 | |||
| Information Ratio | 0.0071 | |||
| Maximum Drawdown | 9.32 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 2.92 |
Samart Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samart Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samart Public's standard deviation. In reality, there are many statistical measures that can use Samart Public historical prices to predict the future Samart Public's volatility.| Risk Adjusted Performance | 0.0803 | |||
| Jensen Alpha | 0.1385 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0058 | |||
| Treynor Ratio | 3.16 |
Samart Public Backtested Returns
At this point, Samart Public is somewhat reliable. Samart Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0367, which indicates the firm had a 0.0367 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Samart Public, which you can use to evaluate the volatility of the company. Please validate Samart Public's Risk Adjusted Performance of 0.0803, coefficient of variation of 1242.15, and Semi Deviation of 1.93 to confirm if the risk estimate we provide is consistent with the expected return of 0.0719%. Samart Public has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.0457, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Samart Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samart Public is expected to be smaller as well. Samart Public right now has a risk of 1.96%. Please validate Samart Public expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Samart Public will be following its existing price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Samart Public has insignificant reverse predictability. Overlapping area represents the amount of predictability between Samart Public time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Samart Public price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Samart Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Samart Public lagged returns against current returns
Autocorrelation, which is Samart 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 Samart Public's stock expected returns. We can calculate the autocorrelation of Samart Public returns to help us make a trade decision. For example, suppose you find that Samart 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 |
Samart 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 Samart Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samart Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samart Public stock over time.
Current vs Lagged Prices |
| Timeline |
Samart Public Lagged Returns
When evaluating Samart Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samart Public stock have on its future price. Samart 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, Samart Public autocorrelation shows the relationship between Samart Public stock current value and its past values and can show if there is a momentum factor associated with investing in Samart Public.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Samart Stock
Samart Public financial ratios help investors to determine whether Samart 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 Samart with respect to the benefits of owning Samart Public security.