Industri Dan (Indonesia) Market Value
| CARS Stock | IDR 83.00 2.00 2.47% |
| Symbol | Industri |
Industri Dan '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 Industri Dan'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 Industri Dan.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Industri Dan on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Industri Dan Perdagangan or generate 0.0% return on investment in Industri Dan over 30 days. Industri Dan is related to or competes with Dyandra Media, Bintang Oto, Trisula Textile, Catur Sentosa, and Mahaka Radio. PT Industri dan Perdagangan Bintraco Dharma Tbk engages in the services, trade, workshop, property and real estate, indu... More
Industri Dan 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 Industri Dan'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 Industri Dan Perdagangan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.68 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.5 |
Industri Dan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Industri Dan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Industri Dan's standard deviation. In reality, there are many statistical measures that can use Industri Dan historical prices to predict the future Industri Dan's volatility.| Risk Adjusted Performance | 0.02 | |||
| Jensen Alpha | 0.0052 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.17 |
Industri Dan Perdagangan Backtested Returns
As of now, Industri Stock is out of control. Industri Dan Perdagangan holds Efficiency (Sharpe) Ratio of 0.0199, which attests that the entity had a 0.0199% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Industri Dan Perdagangan, which you can use to evaluate the volatility of the firm. Please check out Industri Dan's Market Risk Adjusted Performance of 0.18, risk adjusted performance of 0.02, and Downside Deviation of 2.19 to validate if the risk estimate we provide is consistent with the expected return of 0.0319%. Industri Dan has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Industri Dan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Industri Dan is expected to be smaller as well. Industri Dan Perdagangan right now retains a risk of 1.61%. Please check out Industri Dan mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Industri Dan will be following its current trending patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Industri Dan Perdagangan has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Industri Dan time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 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 Industri Dan Perdagangan price movement. The serial correlation of -0.79 indicates that around 79.0% of current Industri Dan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 3.85 |
Industri Dan Perdagangan lagged returns against current returns
Autocorrelation, which is Industri Dan 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 Industri Dan's stock expected returns. We can calculate the autocorrelation of Industri Dan returns to help us make a trade decision. For example, suppose you find that Industri Dan 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 |
Industri Dan 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 Industri Dan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Industri Dan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Industri Dan stock over time.
Current vs Lagged Prices |
| Timeline |
Industri Dan Lagged Returns
When evaluating Industri Dan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Industri Dan stock have on its future price. Industri Dan 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, Industri Dan autocorrelation shows the relationship between Industri Dan stock current value and its past values and can show if there is a momentum factor associated with investing in Industri Dan Perdagangan.
Regressed Prices |
| Timeline |
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Industri Dan financial ratios help investors to determine whether Industri 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 Industri with respect to the benefits of owning Industri Dan security.