KPN Property (Thailand) Market Value
KPN Property's market value is the price at which a share of KPN Property trades on a public exchange. It measures the collective expectations of KPN Property investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of KPN Property and determine expected loss or profit from investing in KPN Property over a given investment horizon. Check out KPN Property Correlation, KPN Property Volatility and KPN Property Alpha and Beta module to complement your research on KPN Property.
| Symbol | KPN |
KPN Property '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 KPN Property'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 KPN Property.
| 11/27/2024 |
| 12/27/2024 |
If you would invest 0.00 in KPN Property on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding KPN Property or generate 0.0% return on investment in KPN Property over 30 days. KPN Property is related to or competes with LH Shopping, Impact Growth, Golden Ventures, MFC Nichada, and HEMARAJ INDUSTRIAL. KPN Property Fund is a real estate investment fund launched and managed by Kasikorn Asset Management Co More
KPN Property 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 KPN Property'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 KPN Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.26 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 33.27 | |||
| Value At Risk | (4.93) | |||
| Potential Upside | 3.6 |
KPN Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KPN Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KPN Property's standard deviation. In reality, there are many statistical measures that can use KPN Property historical prices to predict the future KPN Property's volatility.| Risk Adjusted Performance | 0.0162 | |||
| Jensen Alpha | 0.0244 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.4307 |
KPN Property Backtested Returns
KPN Property has Sharpe Ratio of -0.12, which conveys that the firm had a -0.12% return per unit of volatility over the last 3 months. KPN Property exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KPN Property's mean deviation of 1.29, and Risk Adjusted Performance of 0.0162 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.063, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KPN Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding KPN Property is expected to be smaller as well. At this point, KPN Property has a negative expected return of -1.63%. Please make sure to verify KPN Property's treynor ratio, as well as the relationship between the downside variance and kurtosis , to decide if KPN Property performance from the past will be repeated at future time.
Auto-correlation | -0.25 |
Weak reverse predictability
KPN Property has weak reverse predictability. Overlapping area represents the amount of predictability between KPN Property time series from 27th of November 2024 to 12th of December 2024 and 12th of December 2024 to 27th 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 KPN Property price movement. The serial correlation of -0.25 indicates that over 25.0% of current KPN Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
KPN Property lagged returns against current returns
Autocorrelation, which is KPN Property 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 KPN Property's stock expected returns. We can calculate the autocorrelation of KPN Property returns to help us make a trade decision. For example, suppose you find that KPN Property 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 |
KPN Property 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 KPN Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KPN Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KPN Property stock over time.
Current vs Lagged Prices |
| Timeline |
KPN Property Lagged Returns
When evaluating KPN Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KPN Property stock have on its future price. KPN Property 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, KPN Property autocorrelation shows the relationship between KPN Property stock current value and its past values and can show if there is a momentum factor associated with investing in KPN Property.
Regressed Prices |
| Timeline |
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KPN Property financial ratios help investors to determine whether KPN 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 KPN with respect to the benefits of owning KPN Property security.