CP ALL (Thailand) Market Value
| CPALL-R Stock | THB 65.25 1.75 2.76% |
| Symbol | CPALL-R |
CP ALL '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 CP ALL'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 CP ALL.
| 08/10/2024 |
| 09/09/2024 |
If you would invest 0.00 in CP ALL on August 10, 2024 and sell it all today you would earn a total of 0.00 from holding CP ALL Public or generate 0.0% return on investment in CP ALL over 30 days. CP ALL is related to or competes with Airports, CP ALL, Charoen Pokphand, Bangkok Dusit, and PTT Public. CP ALL Public Company Limited operates and franchises convenience stores under the 7Eleven name in Thailand. More
CP ALL 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 CP ALL'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 CP ALL Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.0985 | |||
| Maximum Drawdown | 8.3 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 2.76 |
CP ALL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CP ALL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CP ALL's standard deviation. In reality, there are many statistical measures that can use CP ALL historical prices to predict the future CP ALL's volatility.| Risk Adjusted Performance | 0.1167 | |||
| Jensen Alpha | 0.1942 | |||
| Total Risk Alpha | 0.0951 | |||
| Sortino Ratio | 0.1157 | |||
| Treynor Ratio | 2.47 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CP ALL'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.
CP ALL Public Backtested Returns
CP ALL appears to be very steady, given 3 months investment horizon. CP ALL Public retains Efficiency (Sharpe Ratio) of 0.16, which signifies that the company had a 0.16% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for CP ALL, which you can use to evaluate the volatility of the firm. Please makes use of CP ALL's Market Risk Adjusted Performance of 2.48, coefficient of variation of 695.48, and Standard Deviation of 1.45 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CP ALL holds a performance score of 12. The firm owns a Beta (Systematic Risk) of 0.0804, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CP ALL's returns are expected to increase less than the market. However, during the bear market, the loss of holding CP ALL is expected to be smaller as well. Please check CP ALL's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether CP ALL's current price history will revert.
Auto-correlation | 0.70 |
Good predictability
CP ALL Public has good predictability. Overlapping area represents the amount of predictability between CP ALL time series from 10th of August 2024 to 25th of August 2024 and 25th of August 2024 to 9th of September 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 CP ALL Public price movement. The serial correlation of 0.7 indicates that around 70.0% of current CP ALL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 2.98 |
CP ALL Public lagged returns against current returns
Autocorrelation, which is CP ALL 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 CP ALL's stock expected returns. We can calculate the autocorrelation of CP ALL returns to help us make a trade decision. For example, suppose you find that CP ALL 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 |
CP ALL 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 CP ALL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CP ALL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CP ALL stock over time.
Current vs Lagged Prices |
| Timeline |
CP ALL Lagged Returns
When evaluating CP ALL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CP ALL stock have on its future price. CP ALL 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, CP ALL autocorrelation shows the relationship between CP ALL stock current value and its past values and can show if there is a momentum factor associated with investing in CP ALL Public.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional Tools for CPALL-R Stock Analysis
When running CP ALL's price analysis, check to measure CP ALL's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CP ALL is operating at the current time. Most of CP ALL's value examination focuses on studying past and present price action to predict the probability of CP ALL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CP ALL's price. Additionally, you may evaluate how the addition of CP ALL to your portfolios can decrease your overall portfolio volatility.