TAC Consumer (Thailand) Market Value
| TACC Stock | THB 4.64 0.06 1.31% |
| Symbol | TAC |
TAC Consumer '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 TAC Consumer'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 TAC Consumer.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in TAC Consumer on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding TAC Consumer Public or generate 0.0% return on investment in TAC Consumer over 90 days. TAC Consumer is related to or competes with Carabao Group, Home Product, Tipco Asphalt, Exotic Food, and WHA Public. Consumer Public Company Limited manufactures and distributes beverages in Thailand and internationally More
TAC Consumer 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 TAC Consumer'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 TAC Consumer Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.8 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.45 |
TAC Consumer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TAC Consumer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TAC Consumer's standard deviation. In reality, there are many statistical measures that can use TAC Consumer historical prices to predict the future TAC Consumer's volatility.| Risk Adjusted Performance | 0.1426 | |||
| Jensen Alpha | 0.1816 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.87) |
TAC Consumer Public Backtested Returns
As of now, TAC Stock is somewhat reliable. TAC Consumer Public retains Efficiency (Sharpe Ratio) of 0.14, which indicates the company had a 0.14 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for TAC Consumer, which you can use to evaluate the volatility of the entity. Please validate TAC Consumer's Mean Deviation of 0.7729, market risk adjusted performance of (0.86), and Standard Deviation of 1.04 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. TAC Consumer has a performance score of 10 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TAC Consumer are expected to decrease at a much lower rate. During the bear market, TAC Consumer is likely to outperform the market. TAC Consumer Public now owns a risk of 1.04%. Please validate TAC Consumer Public downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if TAC Consumer Public will be following its current price history.
Auto-correlation | -0.29 |
Weak reverse predictability
TAC Consumer Public has weak reverse predictability. Overlapping area represents the amount of predictability between TAC Consumer time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 TAC Consumer Public price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current TAC Consumer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
TAC Consumer Public lagged returns against current returns
Autocorrelation, which is TAC Consumer 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 TAC Consumer's stock expected returns. We can calculate the autocorrelation of TAC Consumer returns to help us make a trade decision. For example, suppose you find that TAC Consumer 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 |
TAC Consumer 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 TAC Consumer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TAC Consumer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TAC Consumer stock over time.
Current vs Lagged Prices |
| Timeline |
TAC Consumer Lagged Returns
When evaluating TAC Consumer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TAC Consumer stock have on its future price. TAC Consumer 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, TAC Consumer autocorrelation shows the relationship between TAC Consumer stock current value and its past values and can show if there is a momentum factor associated with investing in TAC Consumer Public.
Regressed Prices |
| Timeline |
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TAC Consumer financial ratios help investors to determine whether TAC 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 TAC with respect to the benefits of owning TAC Consumer security.