Archi Indonesia (Indonesia) Market Value
| ARCI Stock | 266.00 2.00 0.76% |
| Symbol | Archi |
Archi Indonesia '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 Archi Indonesia'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 Archi Indonesia.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Archi Indonesia on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Archi Indonesia Tbk or generate 0.0% return on investment in Archi Indonesia over 30 days. Archi Indonesia is related to or competes with Triputra Agro, Berkah Beton, PAM Mineral, PT Bukalapak, and Cemindo Gemilang. More
Archi Indonesia 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 Archi Indonesia'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 Archi Indonesia Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.63 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 3.05 |
Archi Indonesia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archi Indonesia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archi Indonesia's standard deviation. In reality, there are many statistical measures that can use Archi Indonesia historical prices to predict the future Archi Indonesia's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.58) |
Archi Indonesia Tbk Backtested Returns
Archi Indonesia Tbk secures Sharpe Ratio (or Efficiency) of -0.0766, which signifies that the company had a -0.0766% return per unit of standard deviation over the last 3 months. Archi Indonesia Tbk exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Archi Indonesia's mean deviation of 1.52, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Archi Indonesia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Archi Indonesia is expected to be smaller as well. At this point, Archi Indonesia Tbk has a negative expected return of -0.15%. Please make sure to confirm Archi Indonesia's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Archi Indonesia Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Archi Indonesia Tbk has modest predictability. Overlapping area represents the amount of predictability between Archi Indonesia time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Archi Indonesia Tbk price movement. The serial correlation of 0.55 indicates that about 55.0% of current Archi Indonesia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 15.27 |
Archi Indonesia Tbk lagged returns against current returns
Autocorrelation, which is Archi Indonesia 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 Archi Indonesia's stock expected returns. We can calculate the autocorrelation of Archi Indonesia returns to help us make a trade decision. For example, suppose you find that Archi Indonesia 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 |
Archi Indonesia 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 Archi Indonesia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archi Indonesia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archi Indonesia stock over time.
Current vs Lagged Prices |
| Timeline |
Archi Indonesia Lagged Returns
When evaluating Archi Indonesia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archi Indonesia stock have on its future price. Archi Indonesia 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, Archi Indonesia autocorrelation shows the relationship between Archi Indonesia stock current value and its past values and can show if there is a momentum factor associated with investing in Archi Indonesia Tbk.
Regressed Prices |
| Timeline |
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Archi Indonesia financial ratios help investors to determine whether Archi 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 Archi with respect to the benefits of owning Archi Indonesia security.