NEP Realty (Thailand) Market Value
| NEP Stock | THB 0.19 0.01 5.00% |
| Symbol | NEP |
NEP Realty '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 NEP Realty'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 NEP Realty.
| 03/03/2024 |
| 05/02/2024 |
If you would invest 0.00 in NEP Realty on March 3, 2024 and sell it all today you would earn a total of 0.00 from holding NEP Realty and or generate 0.0% return on investment in NEP Realty over 60 days. NEP Realty is related to or competes with 2S Metal, Agripure Holdings, and Global Connections. NEP Realty and Industry Public Company Limited engages in the production and distribution of plastic packaging products ... More
NEP Realty 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 NEP Realty'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 NEP Realty and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.76 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 5.0 |
NEP Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NEP Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NEP Realty's standard deviation. In reality, there are many statistical measures that can use NEP Realty historical prices to predict the future NEP Realty's volatility.| Risk Adjusted Performance | 0.0011 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 2.88 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NEP Realty'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.
NEP Realty Backtested Returns
NEP Realty has Sharpe Ratio of -0.0675, which conveys that the firm had a -0.0675% return per unit of volatility over the last 3 months. NEP Realty exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NEP Realty's mean deviation of 1.67, and Risk Adjusted Performance of 0.0011 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0143, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NEP Realty are expected to decrease at a much lower rate. During the bear market, NEP Realty is likely to outperform the market. NEP Realty has an expected return of -0.2%. Please make sure to verify NEP Realty and total risk alpha, potential upside, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if NEP Realty performance from the past will be repeated at future time.
Auto-correlation | 0.26 |
Poor predictability
NEP Realty and has poor predictability. Overlapping area represents the amount of predictability between NEP Realty time series from 3rd of March 2024 to 2nd of April 2024 and 2nd of April 2024 to 2nd of May 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 NEP Realty price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current NEP Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NEP Realty lagged returns against current returns
Autocorrelation, which is NEP Realty 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 NEP Realty's stock expected returns. We can calculate the autocorrelation of NEP Realty returns to help us make a trade decision. For example, suppose you find that NEP Realty 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 |
NEP Realty 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 NEP Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NEP Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NEP Realty stock over time.
Current vs Lagged Prices |
| Timeline |
NEP Realty Lagged Returns
When evaluating NEP Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NEP Realty stock have on its future price. NEP Realty 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, NEP Realty autocorrelation shows the relationship between NEP Realty stock current value and its past values and can show if there is a momentum factor associated with investing in NEP Realty and.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards NEP Realty in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, NEP Realty's short interest history, or implied volatility extrapolated from NEP Realty options trading.
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Complementary Tools for NEP Stock analysis
When running NEP Realty's price analysis, check to measure NEP Realty'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 NEP Realty is operating at the current time. Most of NEP Realty's value examination focuses on studying past and present price action to predict the probability of NEP Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NEP Realty's price. Additionally, you may evaluate how the addition of NEP Realty to your portfolios can decrease your overall portfolio volatility.
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NEP Realty technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.