Indonesia Pondasi (Indonesia) Market Value
| IDPR Stock | IDR 175.00 3.00 1.69% |
| Symbol | Indonesia |
Indonesia Pondasi '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 Indonesia Pondasi'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 Indonesia Pondasi.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Indonesia Pondasi on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Indonesia Pondasi Raya or generate 0.0% return on investment in Indonesia Pondasi over 30 days. Indonesia Pondasi is related to or competes with Matahari Department, Multi Medika, Visi Media, Bayan Resources, and Baramulti Suksessarana. More
Indonesia Pondasi 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 Indonesia Pondasi'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 Indonesia Pondasi Raya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.0444 | |||
| Maximum Drawdown | 15.85 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 5.56 |
Indonesia Pondasi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indonesia Pondasi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indonesia Pondasi's standard deviation. In reality, there are many statistical measures that can use Indonesia Pondasi historical prices to predict the future Indonesia Pondasi's volatility.| Risk Adjusted Performance | 0.0789 | |||
| Jensen Alpha | 0.2418 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0515 | |||
| Treynor Ratio | 3.32 |
Indonesia Pondasi Raya Backtested Returns
Indonesia Pondasi appears to be very steady, given 3 months investment horizon. Indonesia Pondasi Raya holds Efficiency (Sharpe) Ratio of 0.0917, which attests that the entity had a 0.0917% return per unit of risk over the last 3 months. We have found thirty technical indicators for Indonesia Pondasi Raya, which you can use to evaluate the volatility of the firm. Please utilize Indonesia Pondasi's Downside Deviation of 2.4, risk adjusted performance of 0.0789, and Market Risk Adjusted Performance of 3.33 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Indonesia Pondasi holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.0758, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Indonesia Pondasi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indonesia Pondasi is expected to be smaller as well. Please check Indonesia Pondasi's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Indonesia Pondasi's current trending patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
Indonesia Pondasi Raya has insignificant predictability. Overlapping area represents the amount of predictability between Indonesia Pondasi time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Indonesia Pondasi Raya price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Indonesia Pondasi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 9.29 |
Indonesia Pondasi Raya lagged returns against current returns
Autocorrelation, which is Indonesia Pondasi 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 Indonesia Pondasi's stock expected returns. We can calculate the autocorrelation of Indonesia Pondasi returns to help us make a trade decision. For example, suppose you find that Indonesia Pondasi 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 |
Indonesia Pondasi 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 Indonesia Pondasi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indonesia Pondasi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indonesia Pondasi stock over time.
Current vs Lagged Prices |
| Timeline |
Indonesia Pondasi Lagged Returns
When evaluating Indonesia Pondasi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indonesia Pondasi stock have on its future price. Indonesia Pondasi 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, Indonesia Pondasi autocorrelation shows the relationship between Indonesia Pondasi stock current value and its past values and can show if there is a momentum factor associated with investing in Indonesia Pondasi Raya.
Regressed Prices |
| Timeline |
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Indonesia Pondasi financial ratios help investors to determine whether Indonesia 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 Indonesia with respect to the benefits of owning Indonesia Pondasi security.