Geoprima Solusi (Indonesia) Market Value
| GPSO Stock | 356.00 32.00 9.88% |
| Symbol | Geoprima |
Geoprima Solusi '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 Geoprima Solusi'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 Geoprima Solusi.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Geoprima Solusi on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Geoprima Solusi Tbk or generate 0.0% return on investment in Geoprima Solusi over 30 days. Geoprima Solusi is related to or competes with Mandala Multifinance, PT Techno9, Bank BRISyariah, Bumi Resources, and Bakrie Brothers. More
Geoprima Solusi 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 Geoprima Solusi'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 Geoprima Solusi Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.2429 | |||
| Maximum Drawdown | 34.72 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 24.62 |
Geoprima Solusi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Geoprima Solusi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Geoprima Solusi's standard deviation. In reality, there are many statistical measures that can use Geoprima Solusi historical prices to predict the future Geoprima Solusi's volatility.| Risk Adjusted Performance | 0.2071 | |||
| Jensen Alpha | 1.95 | |||
| Total Risk Alpha | 0.8647 | |||
| Sortino Ratio | 0.9686 | |||
| Treynor Ratio | 1.82 |
Geoprima Solusi Tbk Backtested Returns
Geoprima Solusi is very steady given 3 months investment horizon. Geoprima Solusi Tbk holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27% return per unit of risk over the last 3 months. We were able to collect data for twenty-six different technical indicators, which can help you to evaluate if expected returns of 2.24% are justified by taking the suggested risk. Use Geoprima Solusi Tbk Coefficient Of Variation of 387.02, market risk adjusted performance of 1.83, and Risk Adjusted Performance of 0.2071 to evaluate company specific risk that cannot be diversified away. Geoprima Solusi holds a performance score of 21 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 1.15, which attests to a somewhat significant risk relative to the market. Geoprima Solusi returns are very sensitive to returns on the market. As the market goes up or down, Geoprima Solusi is expected to follow. Use Geoprima Solusi Tbk total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Geoprima Solusi Tbk.
Auto-correlation | 0.36 |
Below average predictability
Geoprima Solusi Tbk has below average predictability. Overlapping area represents the amount of predictability between Geoprima Solusi time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Geoprima Solusi Tbk price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Geoprima Solusi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 152.33 |
Geoprima Solusi Tbk lagged returns against current returns
Autocorrelation, which is Geoprima Solusi 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 Geoprima Solusi's stock expected returns. We can calculate the autocorrelation of Geoprima Solusi returns to help us make a trade decision. For example, suppose you find that Geoprima Solusi 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 |
Geoprima Solusi 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 Geoprima Solusi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Geoprima Solusi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Geoprima Solusi stock over time.
Current vs Lagged Prices |
| Timeline |
Geoprima Solusi Lagged Returns
When evaluating Geoprima Solusi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Geoprima Solusi stock have on its future price. Geoprima Solusi 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, Geoprima Solusi autocorrelation shows the relationship between Geoprima Solusi stock current value and its past values and can show if there is a momentum factor associated with investing in Geoprima Solusi Tbk.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Geoprima Stock
Geoprima Solusi financial ratios help investors to determine whether Geoprima 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 Geoprima with respect to the benefits of owning Geoprima Solusi security.