Turnkey Communication (Thailand) Market Value
| TKC Stock | 9.85 0.05 0.51% |
| Symbol | Turnkey |
Turnkey Communication '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 Turnkey Communication'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 Turnkey Communication.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Turnkey Communication on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Turnkey Communication Services or generate 0.0% return on investment in Turnkey Communication over 90 days. Turnkey Communication is related to or competes with Sabuy Technology, SVI Public, Takuni Group, and Ngern Tid. More
Turnkey Communication 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 Turnkey Communication'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 Turnkey Communication Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.22 | |||
| Information Ratio | 0.1106 | |||
| Maximum Drawdown | 19.21 | |||
| Value At Risk | (5.21) | |||
| Potential Upside | 5.81 |
Turnkey Communication Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Turnkey Communication's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turnkey Communication's standard deviation. In reality, there are many statistical measures that can use Turnkey Communication historical prices to predict the future Turnkey Communication's volatility.| Risk Adjusted Performance | 0.1501 | |||
| Jensen Alpha | 0.5741 | |||
| Total Risk Alpha | 0.0332 | |||
| Sortino Ratio | 0.1141 | |||
| Treynor Ratio | (0.86) |
Turnkey Communication Backtested Returns
Turnkey Communication appears to be slightly risky, given 3 months investment horizon. Turnkey Communication owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. By inspecting Turnkey Communication's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review Turnkey Communication's Semi Deviation of 2.35, risk adjusted performance of 0.1501, and Coefficient Of Variation of 653.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Turnkey Communication holds a performance score of 12. The entity has a beta of -0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Turnkey Communication are expected to decrease at a much lower rate. During the bear market, Turnkey Communication is likely to outperform the market. Please check Turnkey Communication's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Turnkey Communication's existing price patterns will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
Turnkey Communication Services has very weak reverse predictability. Overlapping area represents the amount of predictability between Turnkey Communication time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Turnkey Communication price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Turnkey Communication price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Turnkey Communication lagged returns against current returns
Autocorrelation, which is Turnkey Communication 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 Turnkey Communication's stock expected returns. We can calculate the autocorrelation of Turnkey Communication returns to help us make a trade decision. For example, suppose you find that Turnkey Communication 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 |
Turnkey Communication 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 Turnkey Communication stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turnkey Communication stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turnkey Communication stock over time.
Current vs Lagged Prices |
| Timeline |
Turnkey Communication Lagged Returns
When evaluating Turnkey Communication's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Turnkey Communication stock have on its future price. Turnkey Communication 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, Turnkey Communication autocorrelation shows the relationship between Turnkey Communication stock current value and its past values and can show if there is a momentum factor associated with investing in Turnkey Communication Services.
Regressed Prices |
| Timeline |
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Turnkey Communication financial ratios help investors to determine whether Turnkey 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 Turnkey with respect to the benefits of owning Turnkey Communication security.