Amata Summit (Thailand) Market Value
| AMATAR Stock | THB 6.65 0.10 1.53% |
| Symbol | Amata |
Amata Summit '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 Amata Summit'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 Amata Summit.
| 04/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Amata Summit on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Amata Summit Growth or generate 0.0% return on investment in Amata Summit over 240 days. Amata Summit is related to or competes with WHA Premium, AIM Industrial, Bangkok Commercial, and Quality Houses. Amata Summit Growth Freehold and Leasehold Real Estate Investment Trust is a real estate investment trust externally man... More
Amata Summit 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 Amata Summit'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 Amata Summit Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0228 | |||
| Maximum Drawdown | 6.01 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.58 |
Amata Summit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amata Summit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amata Summit's standard deviation. In reality, there are many statistical measures that can use Amata Summit historical prices to predict the future Amata Summit's volatility.| Risk Adjusted Performance | 0.1217 | |||
| Jensen Alpha | 0.15 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0186 | |||
| Treynor Ratio | 15.75 |
Amata Summit Growth Backtested Returns
At this point, Amata Summit is not too volatile. Amata Summit Growth secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Amata Summit Growth, which you can use to evaluate the volatility of the firm. Please confirm Amata Summit's risk adjusted performance of 0.1217, and Mean Deviation of 0.7351 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Amata Summit has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0096, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amata Summit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amata Summit is expected to be smaller as well. Amata Summit Growth right now shows a risk of 1.05%. Please confirm Amata Summit Growth sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if Amata Summit Growth will be following its price patterns.
Auto-correlation | 0.29 |
Poor predictability
Amata Summit Growth has poor predictability. Overlapping area represents the amount of predictability between Amata Summit time series from 6th of April 2024 to 4th of August 2024 and 4th of August 2024 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 Amata Summit Growth price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Amata Summit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Amata Summit Growth lagged returns against current returns
Autocorrelation, which is Amata Summit 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 Amata Summit's stock expected returns. We can calculate the autocorrelation of Amata Summit returns to help us make a trade decision. For example, suppose you find that Amata Summit 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 |
Amata Summit 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 Amata Summit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amata Summit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amata Summit stock over time.
Current vs Lagged Prices |
| Timeline |
Amata Summit Lagged Returns
When evaluating Amata Summit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amata Summit stock have on its future price. Amata Summit 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, Amata Summit autocorrelation shows the relationship between Amata Summit stock current value and its past values and can show if there is a momentum factor associated with investing in Amata Summit Growth.
Regressed Prices |
| Timeline |
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Amata Summit financial ratios help investors to determine whether Amata 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 Amata with respect to the benefits of owning Amata Summit security.