Pt Astra International Stock Market Value
| ASII Stock | 0.0002 0.00 0.00% |
| Symbol | ASII |
PT Astra '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 PT Astra's pink sheet 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 PT Astra.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in PT Astra on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding PT Astra International or generate 0.0% return on investment in PT Astra over 90 days.
PT Astra 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 PT Astra's pink sheet 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 PT Astra International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 54.77 | |||
| Information Ratio | 0.1327 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
PT Astra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Astra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Astra's standard deviation. In reality, there are many statistical measures that can use PT Astra historical prices to predict the future PT Astra's volatility.| Risk Adjusted Performance | 0.1092 | |||
| Jensen Alpha | 4.01 | |||
| Total Risk Alpha | 1.37 | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 0.5939 |
PT Astra January 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1092 | |||
| Market Risk Adjusted Performance | 0.6039 | |||
| Mean Deviation | 17.36 | |||
| Semi Deviation | 15.8 | |||
| Downside Deviation | 54.77 | |||
| Coefficient Of Variation | 740.48 | |||
| Standard Deviation | 33.66 | |||
| Variance | 1132.87 | |||
| Information Ratio | 0.1327 | |||
| Jensen Alpha | 4.01 | |||
| Total Risk Alpha | 1.37 | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 0.5939 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 | |||
| Downside Variance | 3000.0 | |||
| Semi Variance | 249.61 | |||
| Expected Short fall | (100.00) | |||
| Skewness | 1.76 | |||
| Kurtosis | 4.1 |
PT Astra International Backtested Returns
PT Astra is out of control given 3 months investment horizon. PT Astra International retains Efficiency (Sharpe Ratio) of 0.13, which implies the firm had a 0.13 % return per unit of price deviation over the last 3 months. We were able to collect and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 4.17% are justified by taking the suggested risk. Use PT Astra International standard deviation of 33.66, and Market Risk Adjusted Performance of 0.6039 to evaluate company specific risk that cannot be diversified away. PT Astra holds a performance score of 10 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of 7.64, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, PT Astra will likely underperform. Use PT Astra International value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to analyze future returns on PT Astra International.
Auto-correlation | 0.29 |
Poor predictability
PT Astra International has poor predictability. Overlapping area represents the amount of predictability between PT Astra time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PT Astra International price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current PT Astra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |