Indonesian Paradise (Indonesia) Market Value
| INPP Stock | IDR 920.00 25.00 2.65% |
| Symbol | Indonesian |
Indonesian Paradise '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 Indonesian Paradise'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 Indonesian Paradise.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Indonesian Paradise on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Indonesian Paradise Property or generate 0.0% return on investment in Indonesian Paradise over 30 days. Indonesian Paradise is related to or competes with Jakarta Setiabudi, Island Concepts, Bayu Buana, and Jasuindo Tiga. PT Indonesian Paradise Property Tbk develops, owns, and operates hotels and resorts in Indonesia More
Indonesian Paradise 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 Indonesian Paradise'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 Indonesian Paradise Property upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 13.15 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 3.23 |
Indonesian Paradise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indonesian Paradise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indonesian Paradise's standard deviation. In reality, there are many statistical measures that can use Indonesian Paradise historical prices to predict the future Indonesian Paradise's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.50) |
Indonesian Paradise Backtested Returns
Indonesian Paradise holds Efficiency (Sharpe) Ratio of -0.0876, which attests that the entity had a -0.0876% return per unit of risk over the last 3 months. Indonesian Paradise exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Indonesian Paradise's Risk Adjusted Performance of (0.05), market risk adjusted performance of (0.49), and Standard Deviation of 2.31 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Indonesian Paradise's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indonesian Paradise is expected to be smaller as well. At this point, Indonesian Paradise has a negative expected return of -0.2%. Please make sure to check out Indonesian Paradise's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Indonesian Paradise performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
Indonesian Paradise Property has very weak predictability. Overlapping area represents the amount of predictability between Indonesian Paradise time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Indonesian Paradise price movement. The serial correlation of 0.18 indicates that over 18.0% of current Indonesian Paradise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 671.9 |
Indonesian Paradise lagged returns against current returns
Autocorrelation, which is Indonesian Paradise 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 Indonesian Paradise's stock expected returns. We can calculate the autocorrelation of Indonesian Paradise returns to help us make a trade decision. For example, suppose you find that Indonesian Paradise 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 |
Indonesian Paradise 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 Indonesian Paradise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indonesian Paradise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indonesian Paradise stock over time.
Current vs Lagged Prices |
| Timeline |
Indonesian Paradise Lagged Returns
When evaluating Indonesian Paradise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indonesian Paradise stock have on its future price. Indonesian Paradise 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, Indonesian Paradise autocorrelation shows the relationship between Indonesian Paradise stock current value and its past values and can show if there is a momentum factor associated with investing in Indonesian Paradise Property.
Regressed Prices |
| Timeline |
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Indonesian Paradise financial ratios help investors to determine whether Indonesian 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 Indonesian with respect to the benefits of owning Indonesian Paradise security.