Alucon Public (Thailand) Market Value

ALUCON Stock  THB 176.50  1.50  0.84%   
Alucon Public's market value is the price at which a share of Alucon Public trades on a public exchange. It measures the collective expectations of Alucon Public investors about its performance. Alucon Public is trading at 176.50 as of the 25th of July 2025, a 0.84 percent decrease since the beginning of the trading day. The stock's open price was 178.0.
With this module, you can estimate the performance of a buy and hold strategy of Alucon Public and determine expected loss or profit from investing in Alucon Public over a given investment horizon. Check out Alucon Public Correlation, Alucon Public Volatility and Alucon Public Alpha and Beta module to complement your research on Alucon Public.
Symbol

Please note, there is a significant difference between Alucon Public's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alucon Public is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alucon Public's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Alucon Public '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 Alucon Public'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 Alucon Public.
0.00
04/26/2025
No Change 0.00  0.0 
In 2 months and 31 days
07/25/2025
0.00
If you would invest  0.00  in Alucon Public on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Alucon Public or generate 0.0% return on investment in Alucon Public over 90 days. Alucon Public is related to or competes with Aikchol Hospital, Advanced Information, AJ Plast, and Bangkok Aviation. Alucon Public Company Limited produces and distributes aluminum containers primarily in Thailand More

Alucon Public 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 Alucon Public'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 Alucon Public upside and downside potential and time the market with a certain degree of confidence.

Alucon Public Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alucon Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alucon Public's standard deviation. In reality, there are many statistical measures that can use Alucon Public historical prices to predict the future Alucon Public's volatility.
Hype
Prediction
LowEstimatedHigh
175.96176.50177.04
Details
Intrinsic
Valuation
LowRealHigh
174.37174.91194.15
Details
Naive
Forecast
LowNextHigh
175.14175.68176.22
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
174.67177.25179.83
Details

Alucon Public Backtested Returns

At this point, Alucon Public is very steady. Alucon Public secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Alucon Public, which you can use to evaluate the volatility of the firm. Please confirm Alucon Public's Risk Adjusted Performance of 0.1299, downside deviation of 0.6284, and Mean Deviation of 0.4134 to double-check if the risk estimate we provide is consistent with the expected return of 0.0661%. Alucon Public has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0211, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alucon Public are expected to decrease at a much lower rate. During the bear market, Alucon Public is likely to outperform the market. Alucon Public right now shows a risk of 0.54%. Please confirm Alucon Public skewness, and the relationship between the value at risk and day median price , to decide if Alucon Public will be following its price patterns.

Auto-correlation

    
  0.89  

Very good predictability

Alucon Public has very good predictability. Overlapping area represents the amount of predictability between Alucon Public time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alucon Public price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Alucon Public price fluctuation can be explain by its past prices.
Correlation Coefficient0.89
Spearman Rank Test0.89
Residual Average0.0
Price Variance5.26

Alucon Public lagged returns against current returns

Autocorrelation, which is Alucon Public 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 Alucon Public's stock expected returns. We can calculate the autocorrelation of Alucon Public returns to help us make a trade decision. For example, suppose you find that Alucon Public 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  

Alucon Public 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 Alucon Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alucon Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alucon Public stock over time.
   Current vs Lagged Prices   
       Timeline  

Alucon Public Lagged Returns

When evaluating Alucon Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alucon Public stock have on its future price. Alucon Public 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, Alucon Public autocorrelation shows the relationship between Alucon Public stock current value and its past values and can show if there is a momentum factor associated with investing in Alucon Public.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Alucon Stock

Alucon Public financial ratios help investors to determine whether Alucon 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 Alucon with respect to the benefits of owning Alucon Public security.