Singer Thailand (Thailand) Market Value
| SINGER Stock | THB 5.20 0.05 0.97% |
| Symbol | Singer |
Singer Thailand '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 Singer Thailand'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 Singer Thailand.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Singer Thailand on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Singer Thailand Public or generate 0.0% return on investment in Singer Thailand over 90 days. Singer Thailand is related to or competes with Jay Mart, JMT Network, KCE Electronics, Srisawad Power, and Com7 PCL. Singer Thailand Public Company Limited sells electronic appliances, commercial products, and mobile phones in Thailand More
Singer Thailand 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 Singer Thailand'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 Singer Thailand Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.58 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.71 | |||
| Value At Risk | (4.62) | |||
| Potential Upside | 5.65 |
Singer Thailand Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Singer Thailand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Singer Thailand's standard deviation. In reality, there are many statistical measures that can use Singer Thailand historical prices to predict the future Singer Thailand's volatility.| Risk Adjusted Performance | 0.0141 | |||
| Jensen Alpha | 0.0182 | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Singer Thailand'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.
Singer Thailand Public Backtested Returns
Singer Thailand Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0713, which indicates the firm had a -0.0713 % return per unit of risk over the last 3 months. Singer Thailand Public exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Singer Thailand's Coefficient Of Variation of 13505.04, semi deviation of 3.23, and Risk Adjusted Performance of 0.0141 to confirm the risk estimate we provide. The entity has a beta of -0.0295, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Singer Thailand are expected to decrease at a much lower rate. During the bear market, Singer Thailand is likely to outperform the market. At this point, Singer Thailand Public has a negative expected return of -0.23%. Please make sure to validate Singer Thailand's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Singer Thailand Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.07 |
Virtually no predictability
Singer Thailand Public has virtually no predictability. Overlapping area represents the amount of predictability between Singer Thailand time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Singer Thailand Public price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Singer Thailand price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Singer Thailand Public lagged returns against current returns
Autocorrelation, which is Singer Thailand 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 Singer Thailand's stock expected returns. We can calculate the autocorrelation of Singer Thailand returns to help us make a trade decision. For example, suppose you find that Singer Thailand 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 |
Singer Thailand 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 Singer Thailand stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Singer Thailand stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Singer Thailand stock over time.
Current vs Lagged Prices |
| Timeline |
Singer Thailand Lagged Returns
When evaluating Singer Thailand's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Singer Thailand stock have on its future price. Singer Thailand 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, Singer Thailand autocorrelation shows the relationship between Singer Thailand stock current value and its past values and can show if there is a momentum factor associated with investing in Singer Thailand Public.
Regressed Prices |
| Timeline |
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Singer Thailand financial ratios help investors to determine whether Singer 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 Singer with respect to the benefits of owning Singer Thailand security.