Seafco Public (Thailand) Market Value
| SEAFCO Stock | THB 1.93 0.02 1.03% |
| Symbol | Seafco |
Seafco Public '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 Seafco Public'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 Seafco Public.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Seafco Public on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Seafco Public or generate 0.0% return on investment in Seafco Public over 720 days. Seafco Public is related to or competes with Pylon Public, CH Karnchang, Siri Prime, and Ratchthani Leasing. Seafco Public Company Limited, together with its subsidiaries, engages in the contractual construction of foundation and... More
Seafco Public 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 Seafco Public'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 Seafco Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 13.94 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 2.75 |
Seafco Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seafco Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seafco Public's standard deviation. In reality, there are many statistical measures that can use Seafco Public historical prices to predict the future Seafco Public's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (1.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Seafco Public's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Seafco Public Backtested Returns
Seafco Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the firm had a -0.1% return per unit of risk over the last 3 months. Seafco Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Seafco Public's Variance of 4.59, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,465) to confirm the risk estimate we provide. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Seafco Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seafco Public is expected to be smaller as well. At this point, Seafco Public has a negative expected return of -0.22%. Please make sure to validate Seafco Public's treynor ratio, kurtosis, and the relationship between the jensen alpha and potential upside , to decide if Seafco Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Seafco Public has below average predictability. Overlapping area represents the amount of predictability between Seafco Public time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Seafco Public price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Seafco Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Seafco Public lagged returns against current returns
Autocorrelation, which is Seafco Public 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 Seafco Public's stock expected returns. We can calculate the autocorrelation of Seafco Public returns to help us make a trade decision. For example, suppose you find that Seafco Public 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 |
Seafco Public 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 Seafco Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seafco Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seafco Public stock over time.
Current vs Lagged Prices |
| Timeline |
Seafco Public Lagged Returns
When evaluating Seafco Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seafco Public stock have on its future price. Seafco Public 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, Seafco Public autocorrelation shows the relationship between Seafco Public stock current value and its past values and can show if there is a momentum factor associated with investing in Seafco Public.
Regressed Prices |
| Timeline |
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Seafco Public financial ratios help investors to determine whether Seafco 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 Seafco with respect to the benefits of owning Seafco Public security.