Inter Delta (Indonesia) Market Value
| INTD Stock | IDR 218.00 35.00 19.13% |
| Symbol | Inter |
Inter Delta '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 Inter Delta'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 Inter Delta.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Inter Delta on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Inter Delta Tbk or generate 0.0% return on investment in Inter Delta over 30 days. Inter Delta is related to or competes with Intraco Penta, Jakarta Setiabudi, Perdana Bangun, Gema Grahasarana, and Tanah Laut. PT Inter Delta Tbk engages in the general trading of film equipment, micro films, and chemicals for photography in Indon... More
Inter Delta 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 Inter Delta'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 Inter Delta Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.14 | |||
| Information Ratio | 0.1164 | |||
| Maximum Drawdown | 47.61 | |||
| Value At Risk | (9.26) | |||
| Potential Upside | 34.01 |
Inter Delta Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inter Delta's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inter Delta's standard deviation. In reality, there are many statistical measures that can use Inter Delta historical prices to predict the future Inter Delta's volatility.| Risk Adjusted Performance | 0.1088 | |||
| Jensen Alpha | 1.26 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.2197 | |||
| Treynor Ratio | (12.02) |
Inter Delta Tbk Backtested Returns
Inter Delta is very steady given 3 months investment horizon. Inter Delta Tbk 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 were able to collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use Inter Delta Tbk Downside Deviation of 5.14, risk adjusted performance of 0.1088, and Market Risk Adjusted Performance of (12.01) to evaluate company specific risk that cannot be diversified away. Inter Delta holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inter Delta are expected to decrease at a much lower rate. During the bear market, Inter Delta is likely to outperform the market. Use Inter Delta Tbk sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to analyze future returns on Inter Delta Tbk.
Auto-correlation | 0.12 |
Insignificant predictability
Inter Delta Tbk has insignificant predictability. Overlapping area represents the amount of predictability between Inter Delta time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Inter Delta Tbk price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Inter Delta price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 218.61 |
Inter Delta Tbk lagged returns against current returns
Autocorrelation, which is Inter Delta 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 Inter Delta's stock expected returns. We can calculate the autocorrelation of Inter Delta returns to help us make a trade decision. For example, suppose you find that Inter Delta 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 |
Inter Delta 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 Inter Delta stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inter Delta stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inter Delta stock over time.
Current vs Lagged Prices |
| Timeline |
Inter Delta Lagged Returns
When evaluating Inter Delta's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inter Delta stock have on its future price. Inter Delta 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, Inter Delta autocorrelation shows the relationship between Inter Delta stock current value and its past values and can show if there is a momentum factor associated with investing in Inter Delta Tbk.
Regressed Prices |
| Timeline |
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Inter Delta financial ratios help investors to determine whether Inter 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 Inter with respect to the benefits of owning Inter Delta security.