Agro Yasa (Indonesia) Market Value
| AYLS Stock | IDR 60.00 4.00 6.25% |
| Symbol | Agro |
Agro Yasa '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 Agro Yasa'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 Agro Yasa.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Agro Yasa on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Agro Yasa Lestari or generate 0.0% return on investment in Agro Yasa over 180 days. Agro Yasa is related to or competes with Sinergi Inti, Bank Amar, Andalan Sakti, Era Mandiri, and Cahayaputra Asa. Agro Yasa Lestari Tbk engages in the wholesale trade of other construction materials, food and beverage products, and ot... More
Agro Yasa 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 Agro Yasa'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 Agro Yasa Lestari upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.53 | |||
| Information Ratio | 0.0526 | |||
| Maximum Drawdown | 43.49 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 13.64 |
Agro Yasa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agro Yasa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agro Yasa's standard deviation. In reality, there are many statistical measures that can use Agro Yasa historical prices to predict the future Agro Yasa's volatility.| Risk Adjusted Performance | 0.0626 | |||
| Jensen Alpha | 0.4459 | |||
| Total Risk Alpha | (0.77) | |||
| Sortino Ratio | 0.0913 | |||
| Treynor Ratio | 0.7219 |
Agro Yasa Lestari Backtested Returns
Agro Yasa appears to be not too volatile, given 3 months investment horizon. Agro Yasa Lestari secures Sharpe Ratio (or Efficiency) of 0.0714, which signifies that the company had a 0.0714% return per unit of risk over the last 3 months. By analyzing Agro Yasa's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Agro Yasa's Downside Deviation of 4.53, risk adjusted performance of 0.0626, and Mean Deviation of 4.99 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Agro Yasa holds a performance score of 5. The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Agro Yasa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agro Yasa is expected to be smaller as well. Please check Agro Yasa's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Agro Yasa's price patterns will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Agro Yasa Lestari has insignificant reverse predictability. Overlapping area represents the amount of predictability between Agro Yasa time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 Agro Yasa Lestari price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Agro Yasa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 205.15 |
Agro Yasa Lestari lagged returns against current returns
Autocorrelation, which is Agro Yasa 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 Agro Yasa's stock expected returns. We can calculate the autocorrelation of Agro Yasa returns to help us make a trade decision. For example, suppose you find that Agro Yasa 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 |
Agro Yasa 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 Agro Yasa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agro Yasa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agro Yasa stock over time.
Current vs Lagged Prices |
| Timeline |
Agro Yasa Lagged Returns
When evaluating Agro Yasa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agro Yasa stock have on its future price. Agro Yasa 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, Agro Yasa autocorrelation shows the relationship between Agro Yasa stock current value and its past values and can show if there is a momentum factor associated with investing in Agro Yasa Lestari.
Regressed Prices |
| Timeline |
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Agro Yasa financial ratios help investors to determine whether Agro 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 Agro with respect to the benefits of owning Agro Yasa security.