Autopedia Sukses (Indonesia) Market Value
| ASLC Stock | 86.00 3.00 3.37% |
| Symbol | Autopedia |
Autopedia Sukses '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 Autopedia Sukses' 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 Autopedia Sukses.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Autopedia Sukses on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Autopedia Sukses Lestari or generate 0.0% return on investment in Autopedia Sukses over 30 days. Autopedia Sukses is related to or competes with Adaro Minerals, Dharma Polimetal, Wir Asia, Adi Sarana, and Champ Resto. More
Autopedia Sukses 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 Autopedia Sukses' 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 Autopedia Sukses Lestari upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 7.62 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 2.91 |
Autopedia Sukses Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Autopedia Sukses' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Autopedia Sukses' standard deviation. In reality, there are many statistical measures that can use Autopedia Sukses historical prices to predict the future Autopedia Sukses' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (1.68) |
Autopedia Sukses Lestari Backtested Returns
Autopedia Sukses Lestari secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the company had a -0.17% return per unit of risk over the last 3 months. Autopedia Sukses Lestari exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Autopedia Sukses' Risk Adjusted Performance of (0.13), mean deviation of 1.29, and Standard Deviation of 1.63 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Autopedia Sukses' returns are expected to increase less than the market. However, during the bear market, the loss of holding Autopedia Sukses is expected to be smaller as well. At this point, Autopedia Sukses Lestari has a negative expected return of -0.28%. Please make sure to confirm Autopedia Sukses' maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Autopedia Sukses Lestari performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.86 |
Very good predictability
Autopedia Sukses Lestari has very good predictability. Overlapping area represents the amount of predictability between Autopedia Sukses 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 Autopedia Sukses Lestari price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Autopedia Sukses price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 6.15 |
Autopedia Sukses Lestari lagged returns against current returns
Autocorrelation, which is Autopedia Sukses 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 Autopedia Sukses' stock expected returns. We can calculate the autocorrelation of Autopedia Sukses returns to help us make a trade decision. For example, suppose you find that Autopedia Sukses 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 |
Autopedia Sukses 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 Autopedia Sukses stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Autopedia Sukses stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Autopedia Sukses stock over time.
Current vs Lagged Prices |
| Timeline |
Autopedia Sukses Lagged Returns
When evaluating Autopedia Sukses' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Autopedia Sukses stock have on its future price. Autopedia Sukses 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, Autopedia Sukses autocorrelation shows the relationship between Autopedia Sukses stock current value and its past values and can show if there is a momentum factor associated with investing in Autopedia Sukses Lestari.
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 Autopedia Stock
Autopedia Sukses financial ratios help investors to determine whether Autopedia 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 Autopedia with respect to the benefits of owning Autopedia Sukses security.