Siam Cement (Thailand) Market Value
| SCC Stock | THB 189.00 1.00 0.53% |
| Symbol | Siam |
Siam Cement '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 Siam Cement'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 Siam Cement.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Siam Cement on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding The Siam Cement or generate 0.0% return on investment in Siam Cement over 90 days. Siam Cement is related to or competes with Thai Nakarin, AAPICO Hitech, Silicon Craft, Rajthanee Hospital, Advanced Information, and Power Solution. The Siam Cement Public Company Limited, together with its subsidiaries, engages in cement, building materials, chemicals... More
Siam Cement 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 Siam Cement'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 The Siam Cement upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.1689 | |||
| Maximum Drawdown | 14.43 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 5.61 |
Siam Cement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siam Cement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siam Cement's standard deviation. In reality, there are many statistical measures that can use Siam Cement historical prices to predict the future Siam Cement's volatility.| Risk Adjusted Performance | 0.2121 | |||
| Jensen Alpha | 0.6499 | |||
| Total Risk Alpha | 0.2101 | |||
| Sortino Ratio | 0.1977 | |||
| Treynor Ratio | (1.43) |
Siam Cement Backtested Returns
Siam Cement appears to be very steady, given 3 months investment horizon. Siam Cement owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for The Siam Cement, which you can use to evaluate the volatility of the company. Please review Siam Cement's Coefficient Of Variation of 454.44, semi deviation of 1.77, and Risk Adjusted Performance of 0.2121 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Siam Cement holds a performance score of 13. The entity has a beta of -0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Siam Cement are expected to decrease at a much lower rate. During the bear market, Siam Cement is likely to outperform the market. Please check Siam Cement's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Siam Cement's existing price patterns will revert.
Auto-correlation | 0.13 |
Insignificant predictability
The Siam Cement has insignificant predictability. Overlapping area represents the amount of predictability between Siam Cement 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 Siam Cement price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Siam Cement price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 39.6 |
Siam Cement lagged returns against current returns
Autocorrelation, which is Siam Cement 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 Siam Cement's stock expected returns. We can calculate the autocorrelation of Siam Cement returns to help us make a trade decision. For example, suppose you find that Siam Cement 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 |
Siam Cement 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 Siam Cement stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siam Cement stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siam Cement stock over time.
Current vs Lagged Prices |
| Timeline |
Siam Cement Lagged Returns
When evaluating Siam Cement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siam Cement stock have on its future price. Siam Cement 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, Siam Cement autocorrelation shows the relationship between Siam Cement stock current value and its past values and can show if there is a momentum factor associated with investing in The Siam Cement.
Regressed Prices |
| Timeline |
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Siam Cement financial ratios help investors to determine whether Siam 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 Siam with respect to the benefits of owning Siam Cement security.