KT Medical (Thailand) Market Value
| KTMS Stock | 2.02 0.03 1.51% |
| Symbol | KTMS |
KT Medical '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 KT Medical'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 KT Medical.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in KT Medical on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding KT Medical Service or generate 0.0% return on investment in KT Medical over 90 days. KT Medical is related to or competes with DTC Enterprise, Yong Concrete, and Exotic Food. More
KT Medical 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 KT Medical'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 KT Medical Service upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.1169 | |||
| Maximum Drawdown | 13.02 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 3.95 |
KT Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KT Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KT Medical's standard deviation. In reality, there are many statistical measures that can use KT Medical historical prices to predict the future KT Medical's volatility.| Risk Adjusted Performance | 0.1347 | |||
| Jensen Alpha | 0.325 | |||
| Total Risk Alpha | 0.0839 | |||
| Sortino Ratio | 0.099 | |||
| Treynor Ratio | 1.26 |
KT Medical Service Backtested Returns
KT Medical appears to be unstable, given 3 months investment horizon. KT Medical Service retains Efficiency (Sharpe Ratio) of 0.16, which conveys that the firm had a 0.16 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for KT Medical, which you can use to evaluate the volatility of the firm. Please exercise KT Medical's Standard Deviation of 2.2, mean deviation of 1.53, and Market Risk Adjusted Performance of 1.27 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KT Medical holds a performance score of 12. The company owns a Beta (Systematic Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KT Medical's returns are expected to increase less than the market. However, during the bear market, the loss of holding KT Medical is expected to be smaller as well. Please check KT Medical's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether KT Medical's current price history will revert.
Auto-correlation | 0.63 |
Good predictability
KT Medical Service has good predictability. Overlapping area represents the amount of predictability between KT Medical time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th of August 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 KT Medical Service price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current KT Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
KT Medical Service lagged returns against current returns
Autocorrelation, which is KT Medical 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 KT Medical's stock expected returns. We can calculate the autocorrelation of KT Medical returns to help us make a trade decision. For example, suppose you find that KT Medical 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 |
KT Medical 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 KT Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KT Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KT Medical stock over time.
Current vs Lagged Prices |
| Timeline |
KT Medical Lagged Returns
When evaluating KT Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KT Medical stock have on its future price. KT Medical 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, KT Medical autocorrelation shows the relationship between KT Medical stock current value and its past values and can show if there is a momentum factor associated with investing in KT Medical Service.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in KTMS Stock
KT Medical financial ratios help investors to determine whether KTMS 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 KTMS with respect to the benefits of owning KT Medical security.