Lini Imaji (Indonesia) Market Value
| FUTR Stock | 104.00 31.00 22.96% |
| Symbol | Lini |
Lini Imaji '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 Lini Imaji'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 Lini Imaji.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Lini Imaji on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Lini Imaji Kreasi or generate 0.0% return on investment in Lini Imaji over 180 days.
Lini Imaji 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 Lini Imaji'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 Lini Imaji Kreasi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.46 | |||
| Information Ratio | 0.3586 | |||
| Maximum Drawdown | 19.43 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 9.62 |
Lini Imaji Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lini Imaji's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lini Imaji's standard deviation. In reality, there are many statistical measures that can use Lini Imaji historical prices to predict the future Lini Imaji's volatility.| Risk Adjusted Performance | 0.2992 | |||
| Jensen Alpha | 2.29 | |||
| Total Risk Alpha | 1.36 | |||
| Sortino Ratio | 0.3579 | |||
| Treynor Ratio | 2.1 |
Lini Imaji Kreasi Backtested Returns
Lini Imaji is very steady given 3 months investment horizon. Lini Imaji Kreasi has Sharpe Ratio of 0.27, which conveys that the firm had a 0.27% return per unit of risk over the last 3 months. We were able to collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 2.17% are justified by taking the suggested risk. Use Lini Imaji Kreasi Risk Adjusted Performance of 0.2992, downside deviation of 6.46, and Mean Deviation of 5.62 to evaluate company specific risk that cannot be diversified away. Lini Imaji holds a performance score of 21 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 1.16, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lini Imaji will likely underperform. Use Lini Imaji Kreasi total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to analyze future returns on Lini Imaji Kreasi.
Auto-correlation | -0.09 |
Very weak reverse predictability
Lini Imaji Kreasi has very weak reverse predictability. Overlapping area represents the amount of predictability between Lini Imaji time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Lini Imaji Kreasi price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Lini Imaji price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 601.69 |
Lini Imaji Kreasi lagged returns against current returns
Autocorrelation, which is Lini Imaji 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 Lini Imaji's stock expected returns. We can calculate the autocorrelation of Lini Imaji returns to help us make a trade decision. For example, suppose you find that Lini Imaji 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 |
Lini Imaji 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 Lini Imaji stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lini Imaji stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lini Imaji stock over time.
Current vs Lagged Prices |
| Timeline |
Lini Imaji Lagged Returns
When evaluating Lini Imaji's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lini Imaji stock have on its future price. Lini Imaji 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, Lini Imaji autocorrelation shows the relationship between Lini Imaji stock current value and its past values and can show if there is a momentum factor associated with investing in Lini Imaji Kreasi.
Regressed Prices |
| Timeline |
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