Duta Pertiwi Correlations
| DPNS Stock | IDR 338.00 2.00 0.60% |
The current 90-days correlation between Duta Pertiwi Nusantara and Intanwijaya Internasional Tbk is -0.02 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Duta Pertiwi moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Duta Pertiwi Nusantara moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Duta Pertiwi Correlation With Market
Good diversification
The correlation between Duta Pertiwi Nusantara and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Duta Pertiwi Nusantara and DJI in the same portfolio, assuming nothing else is changed.
Duta |
The ability to find closely correlated positions to Duta Pertiwi could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Duta Pertiwi when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Duta Pertiwi - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Duta Pertiwi Nusantara to buy it.
Moving together with Duta Stock
| 0.75 | BRPT | Barito Pacific Tbk | PairCorr |
| 0.68 | AGII | Aneka Gas Industri | PairCorr |
| 0.68 | GDST | Gunawan Dianjaya Steel | PairCorr |
| 0.68 | BBRI | Bank Rakyat Indonesia | PairCorr |
Moving against Duta Stock
| 0.84 | PNBN | Bank Pan Indonesia | PairCorr |
| 0.55 | ALKA | Alakasa Industrindo Tbk | PairCorr |
| 0.45 | BRIS | Bank BRISyariah Tbk | PairCorr |
Related Correlations Analysis
| -0.24 | 0.01 | 0.28 | -0.13 | INCI | ||
| -0.24 | 0.47 | 0.14 | 0.61 | BTON | ||
| 0.01 | 0.47 | 0.45 | 0.58 | APLI | ||
| 0.28 | 0.14 | 0.45 | 0.4 | AKPI | ||
| -0.13 | 0.61 | 0.58 | 0.4 | EKAD | ||
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Duta Stock performing well and Duta Pertiwi Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Duta Pertiwi's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| INCI | 0.92 | 0.02 | (0.05) | (0.14) | 1.25 | 1.75 | 8.49 | |||
| BTON | 1.47 | (0.22) | (0.04) | 0.00 | 2.15 | 1.94 | 36.81 | |||
| APLI | 1.75 | (0.20) | 0.00 | (0.17) | 0.00 | 4.42 | 12.03 | |||
| AKPI | 1.85 | (0.11) | 0.00 | (0.04) | 0.00 | 3.15 | 41.42 | |||
| EKAD | 0.67 | 0.00 | (0.09) | 0.52 | 0.79 | 0.90 | 5.26 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Duta Pertiwi without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Duta Pertiwi Corporate Management
Elected by the shareholders, the Duta Pertiwi's board of directors comprises two types of representatives: Duta Pertiwi inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Duta. The board's role is to monitor Duta Pertiwi's management team and ensure that shareholders' interests are well served. Duta Pertiwi's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Duta Pertiwi's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Louw Kiang | Gen HR | Profile | |
| Faujizah | Marketing Mang | Profile | |
| Tjham Tjiap | F Director | Profile | |
| Tri SE | Corp Mang | Profile | |
| Feni | Head Audit | Profile |