Eagle High (Indonesia) Market Value
| BWPT Stock | IDR 61.00 1.00 1.61% |
| Symbol | Eagle |
Eagle High '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 Eagle High'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 Eagle High.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Eagle High on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Eagle High Plantations or generate 0.0% return on investment in Eagle High over 720 days. Eagle High is related to or competes with Kalbe Farma, and Akr Corporindo. PT Eagle High Plantations Tbk, together with its subsidiaries, operates palm plantations in Indonesia and Singapore More
Eagle High 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 Eagle High'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 Eagle High Plantations upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.5 | |||
| Information Ratio | 0.0654 | |||
| Maximum Drawdown | 14.09 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 5.0 |
Eagle High Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eagle High's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eagle High's standard deviation. In reality, there are many statistical measures that can use Eagle High historical prices to predict the future Eagle High's volatility.| Risk Adjusted Performance | 0.0962 | |||
| Jensen Alpha | 0.2757 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0671 | |||
| Treynor Ratio | 2.67 |
Eagle High Plantations Backtested Returns
Eagle High appears to be very steady, given 3 months investment horizon. Eagle High Plantations secures Sharpe Ratio (or Efficiency) of 0.0992, which denotes the company had a 0.0992% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Eagle High Plantations, which you can use to evaluate the volatility of the firm. Please utilize Eagle High's Mean Deviation of 1.91, coefficient of variation of 860.03, and Downside Deviation of 2.5 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Eagle High holds a performance score of 7. The firm shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Eagle High's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eagle High is expected to be smaller as well. Please check Eagle High's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Eagle High's price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Eagle High Plantations has weak reverse predictability. Overlapping area represents the amount of predictability between Eagle High time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 Eagle High Plantations price movement. The serial correlation of -0.22 indicates that over 22.0% of current Eagle High price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 16.22 |
Eagle High Plantations lagged returns against current returns
Autocorrelation, which is Eagle High 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 Eagle High's stock expected returns. We can calculate the autocorrelation of Eagle High returns to help us make a trade decision. For example, suppose you find that Eagle High 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 |
Eagle High 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 Eagle High stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eagle High stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eagle High stock over time.
Current vs Lagged Prices |
| Timeline |
Eagle High Lagged Returns
When evaluating Eagle High's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eagle High stock have on its future price. Eagle High 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, Eagle High autocorrelation shows the relationship between Eagle High stock current value and its past values and can show if there is a momentum factor associated with investing in Eagle High Plantations.
Regressed Prices |
| Timeline |
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Eagle High financial ratios help investors to determine whether Eagle 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 Eagle with respect to the benefits of owning Eagle High security.