PT Global (Indonesia) Market Value
| DOSS Stock | 242.00 2.00 0.82% |
| Symbol | DOSS |
PT Global '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 PT Global'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 PT Global.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in PT Global on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding PT Global Sukses or generate 0.0% return on investment in PT Global over 30 days.
PT Global 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 PT Global'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 PT Global Sukses upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.42 | |||
| Information Ratio | 0.1719 | |||
| Maximum Drawdown | 30.49 | |||
| Value At Risk | (5.11) | |||
| Potential Upside | 8.11 |
PT Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Global's standard deviation. In reality, there are many statistical measures that can use PT Global historical prices to predict the future PT Global's volatility.| Risk Adjusted Performance | 0.1517 | |||
| Jensen Alpha | 0.8534 | |||
| Total Risk Alpha | 0.3709 | |||
| Sortino Ratio | 0.2359 | |||
| Treynor Ratio | 2.0 |
PT Global Sukses Backtested Returns
PT Global appears to be very steady, given 3 months investment horizon. PT Global Sukses retains Efficiency (Sharpe Ratio) of 0.17, which implies the firm had a 0.17 % return per unit of price deviation over the last 3 months. By inspecting PT Global's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please evaluate PT Global's standard deviation of 4.7, and Market Risk Adjusted Performance of 2.01 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Global holds a performance score of 13. The company owns a Beta (Systematic Risk) of 0.45, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Global is expected to be smaller as well. Please check PT Global's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether PT Global's current price history will revert.
Auto-correlation | -0.54 |
Good reverse predictability
PT Global Sukses has good reverse predictability. Overlapping area represents the amount of predictability between PT Global time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PT Global Sukses price movement. The serial correlation of -0.54 indicates that about 54.0% of current PT Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 97.16 |
PT Global Sukses lagged returns against current returns
Autocorrelation, which is PT Global 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 PT Global's stock expected returns. We can calculate the autocorrelation of PT Global returns to help us make a trade decision. For example, suppose you find that PT Global 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 |
PT Global 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 PT Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Global stock over time.
Current vs Lagged Prices |
| Timeline |
PT Global Lagged Returns
When evaluating PT Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Global stock have on its future price. PT Global 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, PT Global autocorrelation shows the relationship between PT Global stock current value and its past values and can show if there is a momentum factor associated with investing in PT Global Sukses.
Regressed Prices |
| Timeline |
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