AIM Commercial (Thailand) Market Value
| AIMCG Stock | 3.06 0.04 1.32% |
| Symbol | AIM |
AIM Commercial '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 AIM Commercial'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 AIM Commercial.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in AIM Commercial on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding AIM Commercial Growth or generate 0.0% return on investment in AIM Commercial over 720 days. AIM Commercial is related to or competes with Delta Electronics, Delta Electronics, Airports, Airports, PTT Public, PTT Public, and Intouch Holdings. More
AIM Commercial 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 AIM Commercial'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 AIM Commercial Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 8.09 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.49 |
AIM Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AIM Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AIM Commercial's standard deviation. In reality, there are many statistical measures that can use AIM Commercial historical prices to predict the future AIM Commercial's volatility.| Risk Adjusted Performance | (0.0006) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.10) |
AIM Commercial Growth Backtested Returns
At this point, AIM Commercial is slightly risky. AIM Commercial Growth secures Sharpe Ratio (or Efficiency) of 0.0069, which signifies that the company had a 0.0069% return per unit of return volatility over the last 3 months. We have found twenty-three technical indicators for AIM Commercial Growth, which you can use to evaluate the volatility of the firm. Please confirm AIM Commercial's Mean Deviation of 0.9975, coefficient of variation of (14,671), and Risk Adjusted Performance of (0.0006) to double-check if the risk estimate we provide is consistent with the expected return of 0.0097%. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AIM Commercial's returns are expected to increase less than the market. However, during the bear market, the loss of holding AIM Commercial is expected to be smaller as well. AIM Commercial Growth at this time shows a risk of 1.41%. Please confirm AIM Commercial Growth treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if AIM Commercial Growth will be following its price patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
AIM Commercial Growth has weak reverse predictability. Overlapping area represents the amount of predictability between AIM Commercial time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AIM Commercial Growth price movement. The serial correlation of -0.23 indicates that over 23.0% of current AIM Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
AIM Commercial Growth lagged returns against current returns
Autocorrelation, which is AIM Commercial 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 AIM Commercial's stock expected returns. We can calculate the autocorrelation of AIM Commercial returns to help us make a trade decision. For example, suppose you find that AIM Commercial 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 |
AIM Commercial 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 AIM Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIM Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AIM Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
AIM Commercial Lagged Returns
When evaluating AIM Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AIM Commercial stock have on its future price. AIM Commercial 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, AIM Commercial autocorrelation shows the relationship between AIM Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in AIM Commercial Growth.
Regressed Prices |
| Timeline |
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AIM Commercial financial ratios help investors to determine whether AIM 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 AIM with respect to the benefits of owning AIM Commercial security.