Pacific Strategic (Indonesia) Market Value
| APIC Stock | IDR 1,015 20.00 1.93% |
| Symbol | Pacific |
Pacific Strategic '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 Pacific Strategic'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 Pacific Strategic.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Pacific Strategic on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Pacific Strategic Financial or generate 0.0% return on investment in Pacific Strategic over 30 days. Pacific Strategic is related to or competes with Asuransi Harta, Asuransi Bintang, Mnc Kapital, Arthavest Tbk, and Asuransi Multi. More
Pacific Strategic 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 Pacific Strategic'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 Pacific Strategic Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.37 |
Pacific Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacific Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacific Strategic's standard deviation. In reality, there are many statistical measures that can use Pacific Strategic historical prices to predict the future Pacific Strategic's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.2992 |
Pacific Strategic Backtested Returns
Pacific Strategic maintains Sharpe Ratio (i.e., Efficiency) of -0.0581, which implies the firm had a -0.0581% return per unit of risk over the last 3 months. Pacific Strategic exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pacific Strategic's Risk Adjusted Performance of (0.04), coefficient of variation of (1,720), and Variance of 2.2 to confirm the risk estimate we provide. The company holds a Beta of -0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Pacific Strategic are expected to decrease at a much lower rate. During the bear market, Pacific Strategic is likely to outperform the market. At this point, Pacific Strategic has a negative expected return of -0.0862%. Please make sure to check Pacific Strategic's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Pacific Strategic performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Pacific Strategic Financial has below average predictability. Overlapping area represents the amount of predictability between Pacific Strategic time series from 24th of October 2024 to 8th of November 2024 and 8th of November 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 Pacific Strategic price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Pacific Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 143.75 |
Pacific Strategic lagged returns against current returns
Autocorrelation, which is Pacific Strategic 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 Pacific Strategic's stock expected returns. We can calculate the autocorrelation of Pacific Strategic returns to help us make a trade decision. For example, suppose you find that Pacific Strategic 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 |
Pacific Strategic 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 Pacific Strategic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacific Strategic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacific Strategic stock over time.
Current vs Lagged Prices |
| Timeline |
Pacific Strategic Lagged Returns
When evaluating Pacific Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacific Strategic stock have on its future price. Pacific Strategic 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, Pacific Strategic autocorrelation shows the relationship between Pacific Strategic stock current value and its past values and can show if there is a momentum factor associated with investing in Pacific Strategic Financial.
Regressed Prices |
| Timeline |
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Pacific Strategic financial ratios help investors to determine whether Pacific 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 Pacific with respect to the benefits of owning Pacific Strategic security.