Surapon Foods (Thailand) Market Value
| SSF Stock | THB 5.40 0.10 1.82% |
| Symbol | Surapon |
Surapon Foods '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 Surapon Foods' 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 Surapon Foods.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Surapon Foods on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Surapon Foods Public or generate 0.0% return on investment in Surapon Foods over 90 days. Surapon Foods is related to or competes with Beyond Meat, Lee Feed, GFPT Public, Thai Vegetable, and Thaitheparos Public. Surapon Foods Public Company Limited manufactures, distributes, and exports seafood products, and finished and semi-fini... More
Surapon Foods 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 Surapon Foods' 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 Surapon Foods Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.99 | |||
| Information Ratio | 9.0E-4 | |||
| Maximum Drawdown | 23.85 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 3.67 |
Surapon Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Surapon Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Surapon Foods' standard deviation. In reality, there are many statistical measures that can use Surapon Foods historical prices to predict the future Surapon Foods' volatility.| Risk Adjusted Performance | 0.0525 | |||
| Jensen Alpha | 0.0552 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 9.0E-4 | |||
| Treynor Ratio | 0.2261 |
Surapon Foods Public Backtested Returns
As of now, Surapon Stock is slightly risky. Surapon Foods Public owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Surapon Foods Public, which you can use to evaluate the volatility of the company. Please validate Surapon Foods' Semi Deviation of 1.89, risk adjusted performance of 0.0525, and Coefficient Of Variation of 2044.72 to confirm if the risk estimate we provide is consistent with the expected return of 0.0228%. The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Surapon Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Surapon Foods is expected to be smaller as well. Surapon Foods Public right now has a risk of 2.95%. Please validate Surapon Foods maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Surapon Foods will be following its existing price patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Surapon Foods Public has virtually no predictability. Overlapping area represents the amount of predictability between Surapon Foods 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 Surapon Foods Public price movement. The serial correlation of 0.02 indicates that only 2.0% of current Surapon Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Surapon Foods Public lagged returns against current returns
Autocorrelation, which is Surapon Foods 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 Surapon Foods' stock expected returns. We can calculate the autocorrelation of Surapon Foods returns to help us make a trade decision. For example, suppose you find that Surapon Foods 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 |
Surapon Foods 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 Surapon Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Surapon Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Surapon Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Surapon Foods Lagged Returns
When evaluating Surapon Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Surapon Foods stock have on its future price. Surapon Foods 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, Surapon Foods autocorrelation shows the relationship between Surapon Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Surapon Foods Public.
Regressed Prices |
| Timeline |
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Surapon Foods financial ratios help investors to determine whether Surapon 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 Surapon with respect to the benefits of owning Surapon Foods security.