Indofood Agri Resources Stock Market Value
| INDFY Stock | USD 13.20 0.00 0.00% |
| Symbol | Indofood |
Indofood Agri '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 Indofood Agri's pink sheet 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 Indofood Agri.
| 06/29/2025 |
| 12/26/2025 |
If you would invest 0.00 in Indofood Agri on June 29, 2025 and sell it all today you would earn a total of 0.00 from holding Indofood Agri Resources or generate 0.0% return on investment in Indofood Agri over 180 days. Indofood Agri is related to or competes with BAB, Integrated Biopharma, and Hanover Foods. Indofood Agri Resources Ltd., together with its subsidiaries, operates as a vertically integrated agribusiness company i... More
Indofood Agri 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 Indofood Agri's pink sheet 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 Indofood Agri Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0876 | |||
| Maximum Drawdown | 18.39 |
Indofood Agri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indofood Agri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indofood Agri's standard deviation. In reality, there are many statistical measures that can use Indofood Agri historical prices to predict the future Indofood Agri's volatility.| Risk Adjusted Performance | 0.0935 | |||
| Jensen Alpha | 0.2525 | |||
| Total Risk Alpha | 0.0426 | |||
| Treynor Ratio | 1.18 |
Indofood Agri Resources Backtested Returns
Indofood Agri appears to be somewhat reliable, given 3 months investment horizon. Indofood Agri Resources holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Indofood Agri Resources, which you can use to evaluate the volatility of the firm. Please utilize Indofood Agri's Market Risk Adjusted Performance of 1.19, risk adjusted performance of 0.0935, and Standard Deviation of 2.26 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Indofood Agri holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Indofood Agri's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indofood Agri is expected to be smaller as well. Please check Indofood Agri's mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and day median price , to make a quick decision on whether Indofood Agri's current trending patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Indofood Agri Resources has no correlation between past and present. Overlapping area represents the amount of predictability between Indofood Agri time series from 29th of June 2025 to 27th of September 2025 and 27th of September 2025 to 26th of December 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 Indofood Agri Resources price movement. The serial correlation of 0.0 indicates that just 0.0% of current Indofood Agri price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
Indofood Agri Resources lagged returns against current returns
Autocorrelation, which is Indofood Agri pink sheet'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 Indofood Agri's pink sheet expected returns. We can calculate the autocorrelation of Indofood Agri returns to help us make a trade decision. For example, suppose you find that Indofood Agri has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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Indofood Agri 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 Indofood Agri pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indofood Agri pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indofood Agri pink sheet over time.
Current vs Lagged Prices |
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Indofood Agri Lagged Returns
When evaluating Indofood Agri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indofood Agri pink sheet have on its future price. Indofood Agri 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, Indofood Agri autocorrelation shows the relationship between Indofood Agri pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Indofood Agri Resources.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Indofood Pink Sheet Analysis
When running Indofood Agri's price analysis, check to measure Indofood Agri'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 Indofood Agri is operating at the current time. Most of Indofood Agri's value examination focuses on studying past and present price action to predict the probability of Indofood Agri's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indofood Agri's price. Additionally, you may evaluate how the addition of Indofood Agri to your portfolios can decrease your overall portfolio volatility.