Duta Pertiwi (Indonesia) Market Value
| DPNS Stock | IDR 340.00 2.00 0.58% |
| Symbol | Duta |
Duta Pertiwi '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 Duta Pertiwi'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 Duta Pertiwi.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Duta Pertiwi on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Duta Pertiwi Nusantara or generate 0.0% return on investment in Duta Pertiwi over 30 days. Duta Pertiwi is related to or competes with Intanwijaya Internasional, Betonjaya Manunggal, Asiaplast Industries, Argha Karya, and Ekadharma International. More
Duta Pertiwi 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 Duta Pertiwi'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 Duta Pertiwi Nusantara upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 4.73 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.2 |
Duta Pertiwi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duta Pertiwi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duta Pertiwi's standard deviation. In reality, there are many statistical measures that can use Duta Pertiwi historical prices to predict the future Duta Pertiwi's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 1.29 |
Duta Pertiwi Nusantara Backtested Returns
Duta Pertiwi Nusantara secures Sharpe Ratio (or Efficiency) of -0.0893, which denotes the company had a -0.0893% return per unit of risk over the last 3 months. Duta Pertiwi Nusantara exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Duta Pertiwi's Standard Deviation of 0.8612, mean deviation of 0.6356, and Variance of 0.7416 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0723, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Duta Pertiwi are expected to decrease at a much lower rate. During the bear market, Duta Pertiwi is likely to outperform the market. At this point, Duta Pertiwi Nusantara has a negative expected return of -0.0769%. Please make sure to confirm Duta Pertiwi's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Duta Pertiwi Nusantara performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Duta Pertiwi Nusantara has very weak reverse predictability. Overlapping area represents the amount of predictability between Duta Pertiwi time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 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 Duta Pertiwi Nusantara price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Duta Pertiwi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 7.47 |
Duta Pertiwi Nusantara lagged returns against current returns
Autocorrelation, which is Duta Pertiwi 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 Duta Pertiwi's stock expected returns. We can calculate the autocorrelation of Duta Pertiwi returns to help us make a trade decision. For example, suppose you find that Duta Pertiwi 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 |
Duta Pertiwi 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 Duta Pertiwi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duta Pertiwi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duta Pertiwi stock over time.
Current vs Lagged Prices |
| Timeline |
Duta Pertiwi Lagged Returns
When evaluating Duta Pertiwi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duta Pertiwi stock have on its future price. Duta Pertiwi 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, Duta Pertiwi autocorrelation shows the relationship between Duta Pertiwi stock current value and its past values and can show if there is a momentum factor associated with investing in Duta Pertiwi Nusantara.
Regressed Prices |
| Timeline |
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Duta Pertiwi financial ratios help investors to determine whether Duta 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 Duta with respect to the benefits of owning Duta Pertiwi security.