Villa Kunalai (Thailand) Market Value
| KUN Stock | THB 1.22 0.01 0.81% |
| Symbol | Villa |
Villa Kunalai '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 Villa Kunalai'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 Villa Kunalai.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in Villa Kunalai on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Villa Kunalai Public or generate 0.0% return on investment in Villa Kunalai over 720 days. Villa Kunalai is related to or competes with Dhouse Pattana, Index International, Home Pottery, and . Villa Kunalai Public Company Limited engages in the property development business in Thailand More
Villa Kunalai 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 Villa Kunalai'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 Villa Kunalai Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 5.52 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 0.7752 |
Villa Kunalai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Villa Kunalai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Villa Kunalai's standard deviation. In reality, there are many statistical measures that can use Villa Kunalai historical prices to predict the future Villa Kunalai's volatility.| Risk Adjusted Performance | (0.28) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | 5.87 |
Villa Kunalai Public Backtested Returns
Villa Kunalai Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.33, which indicates the firm had a -0.33% return per unit of risk over the last 3 months. Villa Kunalai Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Villa Kunalai's Coefficient Of Variation of (278.48), risk adjusted performance of (0.28), and Variance of 0.74 to confirm the risk estimate we provide. The entity has a beta of -0.0543, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Villa Kunalai are expected to decrease at a much lower rate. During the bear market, Villa Kunalai is likely to outperform the market. At this point, Villa Kunalai Public has a negative expected return of -0.26%. Please make sure to validate Villa Kunalai's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Villa Kunalai Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.76 |
Good predictability
Villa Kunalai Public has good predictability. Overlapping area represents the amount of predictability between Villa Kunalai time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 Villa Kunalai Public price movement. The serial correlation of 0.76 indicates that around 76.0% of current Villa Kunalai price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Villa Kunalai Public lagged returns against current returns
Autocorrelation, which is Villa Kunalai 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 Villa Kunalai's stock expected returns. We can calculate the autocorrelation of Villa Kunalai returns to help us make a trade decision. For example, suppose you find that Villa Kunalai 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 |
Villa Kunalai 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 Villa Kunalai stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Villa Kunalai stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Villa Kunalai stock over time.
Current vs Lagged Prices |
| Timeline |
Villa Kunalai Lagged Returns
When evaluating Villa Kunalai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Villa Kunalai stock have on its future price. Villa Kunalai 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, Villa Kunalai autocorrelation shows the relationship between Villa Kunalai stock current value and its past values and can show if there is a momentum factor associated with investing in Villa Kunalai Public.
Regressed Prices |
| Timeline |
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Villa Kunalai financial ratios help investors to determine whether Villa 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 Villa with respect to the benefits of owning Villa Kunalai security.