Ichitan Group (Thailand) Market Value
| ICHI Stock | THB 13.10 0.10 0.76% |
| Symbol | Ichitan |
Ichitan Group '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 Ichitan Group'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 Ichitan Group.
| 07/12/2025 |
| 10/10/2025 |
If you would invest 0.00 in Ichitan Group on July 12, 2025 and sell it all today you would earn a total of 0.00 from holding Ichitan Group Public or generate 0.0% return on investment in Ichitan Group over 90 days. Ichitan Group is related to or competes with Carabao Group, Taokaenoi Food, Home Product, Thai Union, and Com7 PCL. Ichitan Group Public Company Limited manufactures and sells ready-to-drink green tea in Thailand More
Ichitan Group 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 Ichitan Group'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 Ichitan Group Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.202 | |||
| Maximum Drawdown | 9.28 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 3.88 |
Ichitan Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ichitan Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ichitan Group's standard deviation. In reality, there are many statistical measures that can use Ichitan Group historical prices to predict the future Ichitan Group's volatility.| Risk Adjusted Performance | 0.1441 | |||
| Jensen Alpha | 0.4321 | |||
| Total Risk Alpha | 0.2549 | |||
| Sortino Ratio | 0.2229 | |||
| Treynor Ratio | 48.6 |
Ichitan Group Public Backtested Returns
Ichitan Group appears to be not too volatile, given 3 months investment horizon. Ichitan Group Public holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ichitan Group Public, which you can use to evaluate the volatility of the firm. Please utilize Ichitan Group's Market Risk Adjusted Performance of 48.61, downside deviation of 1.69, and Risk Adjusted Performance of 0.1441 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ichitan Group holds a performance score of 18. The company retains a Market Volatility (i.e., Beta) of 0.0089, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ichitan Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ichitan Group is expected to be smaller as well. Please check Ichitan Group's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Ichitan Group's current trending patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
Ichitan Group Public has excellent predictability. Overlapping area represents the amount of predictability between Ichitan Group time series from 12th of July 2025 to 26th of August 2025 and 26th of August 2025 to 10th of October 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 Ichitan Group Public price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Ichitan Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Ichitan Group Public lagged returns against current returns
Autocorrelation, which is Ichitan Group 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 Ichitan Group's stock expected returns. We can calculate the autocorrelation of Ichitan Group returns to help us make a trade decision. For example, suppose you find that Ichitan Group 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 |
Ichitan Group 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 Ichitan Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ichitan Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ichitan Group stock over time.
Current vs Lagged Prices |
| Timeline |
Ichitan Group Lagged Returns
When evaluating Ichitan Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ichitan Group stock have on its future price. Ichitan Group 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, Ichitan Group autocorrelation shows the relationship between Ichitan Group stock current value and its past values and can show if there is a momentum factor associated with investing in Ichitan Group Public.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetOther Information on Investing in Ichitan Stock
Ichitan Group financial ratios help investors to determine whether Ichitan 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 Ichitan with respect to the benefits of owning Ichitan Group security.