JCK Hospitality (Thailand) Market Value

JCKH Stock   0.03  0.01  50.00%   
JCK Hospitality's market value is the price at which a share of JCK Hospitality trades on a public exchange. It measures the collective expectations of JCK Hospitality Public investors about its performance. JCK Hospitality is selling for 0.03 as of the 23rd of December 2024. This is a 50.00 percent increase since the beginning of the trading day. The stock's last reported lowest price was 0.02.
With this module, you can estimate the performance of a buy and hold strategy of JCK Hospitality Public and determine expected loss or profit from investing in JCK Hospitality over a given investment horizon. Check out JCK Hospitality Correlation, JCK Hospitality Volatility and JCK Hospitality Alpha and Beta module to complement your research on JCK Hospitality.
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Please note, there is a significant difference between JCK Hospitality's value and its price as these two are different measures arrived at by different means. Investors typically determine if JCK Hospitality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JCK Hospitality's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

JCK Hospitality '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 JCK Hospitality'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 JCK Hospitality.
0.00
11/23/2024
No Change 0.00  0.0 
In 30 days
12/23/2024
0.00
If you would invest  0.00  in JCK Hospitality on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding JCK Hospitality Public or generate 0.0% return on investment in JCK Hospitality over 30 days. JCK Hospitality is related to or competes with CP ALL, BTS Group, Minor International, Airports, and Home Product. More

JCK Hospitality 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 JCK Hospitality'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 JCK Hospitality Public upside and downside potential and time the market with a certain degree of confidence.

JCK Hospitality Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for JCK Hospitality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JCK Hospitality's standard deviation. In reality, there are many statistical measures that can use JCK Hospitality historical prices to predict the future JCK Hospitality's volatility.
Hype
Prediction
LowEstimatedHigh
0.000.0324.53
Details
Intrinsic
Valuation
LowRealHigh
0.000.0224.53
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JCK Hospitality Public Backtested Returns

JCK Hospitality is out of control given 3 months investment horizon. JCK Hospitality Public holds Efficiency (Sharpe) Ratio of 0.13, which attests that the company had a 0.13% return per unit of risk over the last 3 months. We were able to collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.28% are justified by taking the suggested risk. Use JCK Hospitality Public semi deviation of 13.33, and Downside Deviation of 38.32 to evaluate company specific risk that cannot be diversified away. JCK Hospitality holds a performance score of 10 on a scale of zero to a hundred. The firm retains a Market Volatility (i.e., Beta) of 1.67, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, JCK Hospitality will likely underperform. Use JCK Hospitality Public jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to analyze future returns on JCK Hospitality Public.

Auto-correlation

    
  0.25  

Poor predictability

JCK Hospitality Public has poor predictability. Overlapping area represents the amount of predictability between JCK Hospitality time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd 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 JCK Hospitality Public price movement. The serial correlation of 0.25 indicates that over 25.0% of current JCK Hospitality price fluctuation can be explain by its past prices.
Correlation Coefficient0.25
Spearman Rank Test0.68
Residual Average0.0
Price Variance0.0

JCK Hospitality Public lagged returns against current returns

Autocorrelation, which is JCK Hospitality 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 JCK Hospitality's stock expected returns. We can calculate the autocorrelation of JCK Hospitality returns to help us make a trade decision. For example, suppose you find that JCK Hospitality 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  

JCK Hospitality 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 JCK Hospitality stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JCK Hospitality stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JCK Hospitality stock over time.
   Current vs Lagged Prices   
       Timeline  

JCK Hospitality Lagged Returns

When evaluating JCK Hospitality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JCK Hospitality stock have on its future price. JCK Hospitality 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, JCK Hospitality autocorrelation shows the relationship between JCK Hospitality stock current value and its past values and can show if there is a momentum factor associated with investing in JCK Hospitality Public.
   Regressed Prices   
       Timeline  

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Other Information on Investing in JCK Stock

JCK Hospitality financial ratios help investors to determine whether JCK 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 JCK with respect to the benefits of owning JCK Hospitality security.