Anugerah Kagum (Indonesia) Market Value
| AKKU Stock | IDR 14.00 1.00 7.69% |
| Symbol | Anugerah |
Anugerah Kagum '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 Anugerah Kagum'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 Anugerah Kagum.
| 10/30/2023 |
| 11/23/2024 |
If you would invest 0.00 in Anugerah Kagum on October 30, 2023 and sell it all today you would earn a total of 0.00 from holding Anugerah Kagum Karya or generate 0.0% return on investment in Anugerah Kagum over 390 days. Anugerah Kagum is related to or competes with Ciputra Development, Bumi Serpong, Alam Sutera, and Pakuwon Jati. PT Anugerah Kagum Karya Utama Tbk, through its subsidiaries, engages in general trading business in Indonesia More
Anugerah Kagum 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 Anugerah Kagum'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 Anugerah Kagum Karya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.29 | |||
| Information Ratio | 0.074 | |||
| Maximum Drawdown | 17.69 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 8.33 |
Anugerah Kagum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anugerah Kagum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anugerah Kagum's standard deviation. In reality, there are many statistical measures that can use Anugerah Kagum historical prices to predict the future Anugerah Kagum's volatility.| Risk Adjusted Performance | 0.0871 | |||
| Jensen Alpha | 0.5283 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0462 | |||
| Treynor Ratio | (0.78) |
Anugerah Kagum Karya Backtested Returns
Anugerah Kagum appears to be somewhat reliable, given 3 months investment horizon. Anugerah Kagum Karya secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. By analyzing Anugerah Kagum's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please makes use of Anugerah Kagum's Downside Deviation of 7.29, mean deviation of 3.03, and Risk Adjusted Performance of 0.0871 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Anugerah Kagum holds a performance score of 10. The firm shows a Beta (market volatility) of -0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Anugerah Kagum are expected to decrease at a much lower rate. During the bear market, Anugerah Kagum is likely to outperform the market. Please check Anugerah Kagum's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Anugerah Kagum's price patterns will revert.
Auto-correlation | -0.42 |
Modest reverse predictability
Anugerah Kagum Karya has modest reverse predictability. Overlapping area represents the amount of predictability between Anugerah Kagum time series from 30th of October 2023 to 12th of May 2024 and 12th of May 2024 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Anugerah Kagum Karya price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Anugerah Kagum price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 7.52 |
Anugerah Kagum Karya lagged returns against current returns
Autocorrelation, which is Anugerah Kagum 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 Anugerah Kagum's stock expected returns. We can calculate the autocorrelation of Anugerah Kagum returns to help us make a trade decision. For example, suppose you find that Anugerah Kagum 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 |
Anugerah Kagum 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 Anugerah Kagum stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anugerah Kagum stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anugerah Kagum stock over time.
Current vs Lagged Prices |
| Timeline |
Anugerah Kagum Lagged Returns
When evaluating Anugerah Kagum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anugerah Kagum stock have on its future price. Anugerah Kagum 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, Anugerah Kagum autocorrelation shows the relationship between Anugerah Kagum stock current value and its past values and can show if there is a momentum factor associated with investing in Anugerah Kagum Karya.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect 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 ArchitectOther Information on Investing in Anugerah Stock
Anugerah Kagum financial ratios help investors to determine whether Anugerah 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 Anugerah with respect to the benefits of owning Anugerah Kagum security.