Sentul City (Indonesia) Market Value
| BKSL Stock | IDR 38.00 2.00 5.00% |
| Symbol | Sentul |
Sentul City '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 Sentul City'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 Sentul City.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Sentul City on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Sentul City Tbk or generate 0.0% return on investment in Sentul City over 30 days. Sentul City is related to or competes with Alam Sutera, Kawasan Industri, Lippo Karawaci, Ciputra Development, and Bumi Serpong. More
Sentul City 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 Sentul City'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 Sentul City Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 13.27 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.44 |
Sentul City Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentul City's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentul City's standard deviation. In reality, there are many statistical measures that can use Sentul City historical prices to predict the future Sentul City's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | 0.3206 |
Sentul City Tbk Backtested Returns
Sentul City Tbk owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0982, which indicates the firm had a -0.0982% return per unit of risk over the last 3 months. Sentul City Tbk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sentul City's Variance of 4.49, coefficient of variation of (1,641), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of -0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sentul City are expected to decrease at a much lower rate. During the bear market, Sentul City is likely to outperform the market. At this point, Sentul City Tbk has a negative expected return of -0.21%. Please make sure to validate Sentul City's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Sentul City Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
Sentul City Tbk has good predictability. Overlapping area represents the amount of predictability between Sentul City time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Sentul City Tbk price movement. The serial correlation of 0.73 indicates that around 73.0% of current Sentul City price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.74 |
Sentul City Tbk lagged returns against current returns
Autocorrelation, which is Sentul City 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 Sentul City's stock expected returns. We can calculate the autocorrelation of Sentul City returns to help us make a trade decision. For example, suppose you find that Sentul City 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 |
Sentul City 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 Sentul City stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentul City stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sentul City stock over time.
Current vs Lagged Prices |
| Timeline |
Sentul City Lagged Returns
When evaluating Sentul City's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentul City stock have on its future price. Sentul City 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, Sentul City autocorrelation shows the relationship between Sentul City stock current value and its past values and can show if there is a momentum factor associated with investing in Sentul City Tbk.
Regressed Prices |
| Timeline |
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Sentul City financial ratios help investors to determine whether Sentul 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 Sentul with respect to the benefits of owning Sentul City security.