TEAM Consulting (Thailand) Market Value
| TEAMG Stock | THB 2.68 0.04 1.47% |
| Symbol | TEAM |
TEAM Consulting '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 TEAM Consulting'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 TEAM Consulting.
| 10/02/2023 |
| 12/25/2024 |
If you would invest 0.00 in TEAM Consulting on October 2, 2023 and sell it all today you would earn a total of 0.00 from holding TEAM Consulting Engineering or generate 0.0% return on investment in TEAM Consulting over 450 days. TEAM Consulting is related to or competes with Sabuy Technology, Takuni Group, Ngern Tid, and SVI Public. TEAM Consulting Engineering and Management Public Company Limited, together with its subsidiaries, provides integrated e... More
TEAM Consulting 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 TEAM Consulting'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 TEAM Consulting Engineering upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 11.1 | |||
| Value At Risk | (4.29) | |||
| Potential Upside | 3.88 |
TEAM Consulting Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TEAM Consulting's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TEAM Consulting's standard deviation. In reality, there are many statistical measures that can use TEAM Consulting historical prices to predict the future TEAM Consulting's volatility.| Risk Adjusted Performance | (0.29) | |||
| Jensen Alpha | (0.89) | |||
| Total Risk Alpha | (1.00) | |||
| Treynor Ratio | 4.0 |
TEAM Consulting Engi Backtested Returns
TEAM Consulting Engi retains Efficiency (Sharpe Ratio) of -0.35, which indicates the firm had a -0.35% return per unit of risk over the last 3 months. TEAM Consulting exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TEAM Consulting's standard deviation of 2.44, and Risk Adjusted Performance of (0.29) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TEAM Consulting are expected to decrease at a much lower rate. During the bear market, TEAM Consulting is likely to outperform the market. At this point, TEAM Consulting Engi has a negative expected return of -0.88%. Please make sure to validate TEAM Consulting's potential upside, and the relationship between the jensen alpha and daily balance of power , to decide if TEAM Consulting Engi performance from the past will be repeated in the future.
Auto-correlation | 0.24 |
Weak predictability
TEAM Consulting Engineering has weak predictability. Overlapping area represents the amount of predictability between TEAM Consulting time series from 2nd of October 2023 to 14th of May 2024 and 14th of May 2024 to 25th 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 TEAM Consulting Engi price movement. The serial correlation of 0.24 indicates that over 24.0% of current TEAM Consulting price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
TEAM Consulting Engi lagged returns against current returns
Autocorrelation, which is TEAM Consulting 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 TEAM Consulting's stock expected returns. We can calculate the autocorrelation of TEAM Consulting returns to help us make a trade decision. For example, suppose you find that TEAM Consulting 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 |
TEAM Consulting 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 TEAM Consulting stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TEAM Consulting stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TEAM Consulting stock over time.
Current vs Lagged Prices |
| Timeline |
TEAM Consulting Lagged Returns
When evaluating TEAM Consulting's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TEAM Consulting stock have on its future price. TEAM Consulting 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, TEAM Consulting autocorrelation shows the relationship between TEAM Consulting stock current value and its past values and can show if there is a momentum factor associated with investing in TEAM Consulting Engineering.
Regressed Prices |
| Timeline |
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TEAM Consulting financial ratios help investors to determine whether TEAM 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 TEAM with respect to the benefits of owning TEAM Consulting security.