SG Capital (Thailand) Market Value
| SGC Stock | 1.20 0.03 2.56% |
| Symbol | SGC |
SG Capital '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 SG Capital'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 SG Capital.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in SG Capital on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding SG Capital PCL or generate 0.0% return on investment in SG Capital over 30 days. SG Capital is related to or competes with Jay Mart, Singer Thailand, JMT Network, Muangthai Capital, and Forth Public. More
SG Capital 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 SG Capital'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 SG Capital PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 13.39 | |||
| Value At Risk | (4.38) | |||
| Potential Upside | 3.5 |
SG Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SG Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SG Capital's standard deviation. In reality, there are many statistical measures that can use SG Capital historical prices to predict the future SG Capital's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.52) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (1.29) |
SG Capital PCL Backtested Returns
SG Capital PCL retains Efficiency (Sharpe Ratio) of -0.14, which indicates the firm had a -0.14% return per unit of price deviation over the last 3 months. SG Capital exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SG Capital's Standard Deviation of 2.6, mean deviation of 2.05, and Risk Adjusted Performance of (0.15) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SG Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding SG Capital is expected to be smaller as well. At this point, SG Capital PCL has a negative expected return of -0.37%. Please make sure to validate SG Capital's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if SG Capital PCL performance from the past will be repeated sooner or later.
Auto-correlation | -0.27 |
Weak reverse predictability
SG Capital PCL has weak reverse predictability. Overlapping area represents the amount of predictability between SG Capital time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 SG Capital PCL price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current SG Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SG Capital PCL lagged returns against current returns
Autocorrelation, which is SG Capital 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 SG Capital's stock expected returns. We can calculate the autocorrelation of SG Capital returns to help us make a trade decision. For example, suppose you find that SG Capital 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 |
SG Capital 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 SG Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SG Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SG Capital stock over time.
Current vs Lagged Prices |
| Timeline |
SG Capital Lagged Returns
When evaluating SG Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SG Capital stock have on its future price. SG Capital 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, SG Capital autocorrelation shows the relationship between SG Capital stock current value and its past values and can show if there is a momentum factor associated with investing in SG Capital PCL.
Regressed Prices |
| Timeline |
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SG Capital financial ratios help investors to determine whether SGC 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 SGC with respect to the benefits of owning SG Capital security.