Rabbit Holdings (Thailand) Market Value
| RABBIT Stock | 0.43 0.01 2.38% |
| Symbol | Rabbit |
Rabbit Holdings '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 Rabbit Holdings' 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 Rabbit Holdings.
| 11/24/2024 |
| 12/24/2024 |
If you would invest 0.00 in Rabbit Holdings on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding Rabbit Holdings PCL or generate 0.0% return on investment in Rabbit Holdings over 30 days. Rabbit Holdings is related to or competes with Jay Mart, Krungthai Card, Erawan, Autocorp Holding, Ditto Public, Eastern Technical, and Pylon Public. More
Rabbit Holdings 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 Rabbit Holdings' 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 Rabbit Holdings PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 20.23 | |||
| Value At Risk | (4.48) | |||
| Potential Upside | 2.38 |
Rabbit Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rabbit Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rabbit Holdings' standard deviation. In reality, there are many statistical measures that can use Rabbit Holdings historical prices to predict the future Rabbit Holdings' volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 1.86 |
Rabbit Holdings PCL Backtested Returns
Rabbit Holdings PCL maintains Sharpe Ratio (i.e., Efficiency) of -0.16, which implies the firm had a -0.16% return per unit of risk over the last 3 months. Rabbit Holdings PCL exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rabbit Holdings' Coefficient Of Variation of (667.78), risk adjusted performance of (0.11), and Variance of 7.69 to confirm the risk estimate we provide. The company holds a Beta of -0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rabbit Holdings are expected to decrease at a much lower rate. During the bear market, Rabbit Holdings is likely to outperform the market. At this point, Rabbit Holdings PCL has a negative expected return of -0.45%. Please make sure to check Rabbit Holdings' skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Rabbit Holdings PCL performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
Rabbit Holdings PCL has modest predictability. Overlapping area represents the amount of predictability between Rabbit Holdings time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 Rabbit Holdings PCL price movement. The serial correlation of 0.5 indicates that about 50.0% of current Rabbit Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rabbit Holdings PCL lagged returns against current returns
Autocorrelation, which is Rabbit Holdings 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 Rabbit Holdings' stock expected returns. We can calculate the autocorrelation of Rabbit Holdings returns to help us make a trade decision. For example, suppose you find that Rabbit Holdings 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 |
Rabbit Holdings 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 Rabbit Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rabbit Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rabbit Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Rabbit Holdings Lagged Returns
When evaluating Rabbit Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rabbit Holdings stock have on its future price. Rabbit Holdings 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, Rabbit Holdings autocorrelation shows the relationship between Rabbit Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Rabbit Holdings PCL.
Regressed Prices |
| Timeline |
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Rabbit Holdings financial ratios help investors to determine whether Rabbit 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 Rabbit with respect to the benefits of owning Rabbit Holdings security.