Darya Varia (Indonesia) Market Value
| DVLA Stock | IDR 1,630 5.00 0.31% |
| Symbol | Darya |
Darya Varia '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 Darya Varia'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 Darya Varia.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Darya Varia on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Darya Varia Laboratoria Tbk or generate 0.0% return on investment in Darya Varia over 720 days. Darya Varia is related to or competes with Tempo Scan, Wilmar Cahaya, Merck Tbk, Delta Djakarta, and Enseval Putra. More
Darya Varia 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 Darya Varia'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 Darya Varia Laboratoria Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.49 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.53 |
Darya Varia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Darya Varia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Darya Varia's standard deviation. In reality, there are many statistical measures that can use Darya Varia historical prices to predict the future Darya Varia's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.14) |
Darya Varia Laboratoria Backtested Returns
Darya Varia Laboratoria secures Sharpe Ratio (or Efficiency) of -0.0167, which denotes the company had a -0.0167% return per unit of risk over the last 3 months. Darya Varia Laboratoria Tbk exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Darya Varia's Standard Deviation of 1.09, mean deviation of 0.6667, and Variance of 1.19 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, Darya Varia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Darya Varia is expected to be smaller as well. At this point, Darya Varia Laboratoria has a negative expected return of -0.0177%. Please make sure to confirm Darya Varia's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Darya Varia Laboratoria performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Darya Varia Laboratoria Tbk has weak predictability. Overlapping area represents the amount of predictability between Darya Varia time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Darya Varia Laboratoria price movement. The serial correlation of 0.22 indicates that over 22.0% of current Darya Varia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 11.2 K |
Darya Varia Laboratoria lagged returns against current returns
Autocorrelation, which is Darya Varia 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 Darya Varia's stock expected returns. We can calculate the autocorrelation of Darya Varia returns to help us make a trade decision. For example, suppose you find that Darya Varia 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 |
Darya Varia 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 Darya Varia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Darya Varia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Darya Varia stock over time.
Current vs Lagged Prices |
| Timeline |
Darya Varia Lagged Returns
When evaluating Darya Varia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Darya Varia stock have on its future price. Darya Varia 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, Darya Varia autocorrelation shows the relationship between Darya Varia stock current value and its past values and can show if there is a momentum factor associated with investing in Darya Varia Laboratoria Tbk.
Regressed Prices |
| Timeline |
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Darya Varia financial ratios help investors to determine whether Darya 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 Darya with respect to the benefits of owning Darya Varia security.