INDOSAT B (Germany) Market Value
| IDO1 Stock | 0.12 0.03 31.87% |
| Symbol | INDOSAT |
INDOSAT B '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 INDOSAT B'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 INDOSAT B.
| 03/29/2024 |
| 01/23/2025 |
If you would invest 0.00 in INDOSAT B on March 29, 2024 and sell it all today you would earn a total of 0.00 from holding INDOSAT B or generate 0.0% return on investment in INDOSAT B over 300 days. INDOSAT B is related to or competes with Gaztransport Technigaz, TEXAS ROADHOUSE, Television Broadcasts, PTT Global, and Air Transport. More
INDOSAT B 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 INDOSAT B'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 INDOSAT B upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.27 | |||
| Information Ratio | 0.0806 | |||
| Maximum Drawdown | 83.0 | |||
| Value At Risk | (27.31) | |||
| Potential Upside | 43.65 |
INDOSAT B Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for INDOSAT B's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INDOSAT B's standard deviation. In reality, there are many statistical measures that can use INDOSAT B historical prices to predict the future INDOSAT B's volatility.| Risk Adjusted Performance | 0.0793 | |||
| Jensen Alpha | 1.56 | |||
| Total Risk Alpha | 0.8959 | |||
| Sortino Ratio | 0.0571 | |||
| Treynor Ratio | (0.25) |
INDOSAT B Backtested Returns
INDOSAT B is out of control given 3 months investment horizon. INDOSAT B holds Efficiency (Sharpe) Ratio of 0.0827, which attests that the entity had a 0.0827 % return per unit of return volatility over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.42% are justified by taking the suggested risk. Use INDOSAT B Market Risk Adjusted Performance of (0.24), semi deviation of 12.08, and Risk Adjusted Performance of 0.0793 to evaluate company specific risk that cannot be diversified away. INDOSAT B holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -5.73, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning INDOSAT B are expected to decrease by larger amounts. On the other hand, during market turmoil, INDOSAT B is expected to outperform it. Use INDOSAT B semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to analyze future returns on INDOSAT B .
Auto-correlation | 0.14 |
Insignificant predictability
INDOSAT B has insignificant predictability. Overlapping area represents the amount of predictability between INDOSAT B time series from 29th of March 2024 to 26th of August 2024 and 26th of August 2024 to 23rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of INDOSAT B price movement. The serial correlation of 0.14 indicates that less than 14.0% of current INDOSAT B price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
INDOSAT B lagged returns against current returns
Autocorrelation, which is INDOSAT B 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 INDOSAT B's stock expected returns. We can calculate the autocorrelation of INDOSAT B returns to help us make a trade decision. For example, suppose you find that INDOSAT B 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 |
INDOSAT B 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 INDOSAT B stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if INDOSAT B stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in INDOSAT B stock over time.
Current vs Lagged Prices |
| Timeline |
INDOSAT B Lagged Returns
When evaluating INDOSAT B's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of INDOSAT B stock have on its future price. INDOSAT B 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, INDOSAT B autocorrelation shows the relationship between INDOSAT B stock current value and its past values and can show if there is a momentum factor associated with investing in INDOSAT B .
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for INDOSAT Stock Analysis
When running INDOSAT B's price analysis, check to measure INDOSAT B's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy INDOSAT B is operating at the current time. Most of INDOSAT B's value examination focuses on studying past and present price action to predict the probability of INDOSAT B's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move INDOSAT B's price. Additionally, you may evaluate how the addition of INDOSAT B to your portfolios can decrease your overall portfolio volatility.