Surapon Foods (Thailand) Market Value
| SSF Stock | THB 5.15 0.21 4.25% |
| Symbol | Surapon |
Surapon Foods '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 Surapon Foods' 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 Surapon Foods.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Surapon Foods on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Surapon Foods Public or generate 0.0% return on investment in Surapon Foods over 90 days. Surapon Foods is related to or competes with Ubon Bio, and Sunsweet Public. Surapon Foods Public Company Limited manufactures, distributes, and exports seafood products, and finished and semi-fini... More
Surapon Foods 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 Surapon Foods' 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 Surapon Foods Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.22 |
Surapon Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Surapon Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Surapon Foods' standard deviation. In reality, there are many statistical measures that can use Surapon Foods historical prices to predict the future Surapon Foods' volatility.| Risk Adjusted Performance | 0.0051 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.04) |
Surapon Foods February 27, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0051 | |||
| Market Risk Adjusted Performance | (0.03) | |||
| Mean Deviation | 0.5356 | |||
| Semi Deviation | 0.7185 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 22249.41 | |||
| Standard Deviation | 0.9176 | |||
| Variance | 0.842 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.04) | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.22 | |||
| Downside Variance | 1.12 | |||
| Semi Variance | 0.5163 | |||
| Expected Short fall | (0.89) | |||
| Skewness | 0.9588 | |||
| Kurtosis | 7.87 |
Surapon Foods Public Backtested Returns
As of now, Surapon Stock is not too volatile. Surapon Foods Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0586, which indicates the firm had a 0.0586 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Surapon Foods Public, which you can use to evaluate the volatility of the company. Please validate Surapon Foods' Semi Deviation of 0.7185, coefficient of variation of 22249.41, and Risk Adjusted Performance of 0.0051 to confirm if the risk estimate we provide is consistent with the expected return of 0.0543%. Surapon Foods has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Surapon Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Surapon Foods is expected to be smaller as well. Surapon Foods Public right now has a risk of 0.93%. Please validate Surapon Foods maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Surapon Foods will be following its existing price patterns.
Auto-correlation | -0.26 |
Weak reverse predictability
Surapon Foods Public has weak reverse predictability. Overlapping area represents the amount of predictability between Surapon Foods time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Surapon Foods Public price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Surapon Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Surapon Foods financial ratios help investors to determine whether Surapon 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 Surapon with respect to the benefits of owning Surapon Foods security.