Super Energy (Thailand) Market Value
| SUPER Stock | THB 0.27 0.01 3.57% |
| Symbol | Super |
Super Energy '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 Super Energy'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 Super Energy.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Super Energy on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Super Energy or generate 0.0% return on investment in Super Energy over 360 days. Super Energy is related to or competes with Bangchak Public, Gulf Energy, Bangkok Expressway, and BGrimm Power. Super Energy Corporation Public Company Limited, together with its subsidiaries, generates and sells electricity in Thai... More
Super Energy 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 Super Energy'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 Super Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.61 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 17.86 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 3.7 |
Super Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Super Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Super Energy's standard deviation. In reality, there are many statistical measures that can use Super Energy historical prices to predict the future Super Energy's volatility.| Risk Adjusted Performance | 0.033 | |||
| Jensen Alpha | 0.1131 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.36) |
Super Energy Backtested Returns
At this point, Super Energy is out of control. Super Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0562, which indicates the firm had a 0.0562% return per unit of risk over the last 3 months. We have found thirty technical indicators for Super Energy, which you can use to evaluate the volatility of the company. Please validate Super Energy's Coefficient Of Variation of 2975.88, semi deviation of 1.66, and Risk Adjusted Performance of 0.033 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Super Energy has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Super Energy are expected to decrease at a much lower rate. During the bear market, Super Energy is likely to outperform the market. Super Energy right now has a risk of 2.87%. Please validate Super Energy value at risk and the relationship between the skewness and relative strength index , to decide if Super Energy will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Super Energy has no correlation between past and present. Overlapping area represents the amount of predictability between Super Energy time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Super Energy price movement. The serial correlation of 0.0 indicates that just 0.0% of current Super Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Super Energy lagged returns against current returns
Autocorrelation, which is Super Energy 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 Super Energy's stock expected returns. We can calculate the autocorrelation of Super Energy returns to help us make a trade decision. For example, suppose you find that Super Energy 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 |
Super Energy 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 Super Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Super Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Super Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Super Energy Lagged Returns
When evaluating Super Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Super Energy stock have on its future price. Super Energy 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, Super Energy autocorrelation shows the relationship between Super Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Super Energy.
Regressed Prices |
| Timeline |
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Super Energy financial ratios help investors to determine whether Super 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 Super with respect to the benefits of owning Super Energy security.