Indopoly Swakarsa (Indonesia) Market Value
| IPOL Stock | IDR 127.00 1.00 0.79% |
| Symbol | Indopoly |
Indopoly Swakarsa '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 Indopoly Swakarsa'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 Indopoly Swakarsa.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Indopoly Swakarsa on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Indopoly Swakarsa Industry or generate 0.0% return on investment in Indopoly Swakarsa over 30 days. Indopoly Swakarsa is related to or competes with Gunawan Dianjaya, Pelat Timah, Lotte Chemical, and Intanwijaya Internasional. More
Indopoly Swakarsa 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 Indopoly Swakarsa'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 Indopoly Swakarsa Industry upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.34 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 24.33 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.44 |
Indopoly Swakarsa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indopoly Swakarsa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indopoly Swakarsa's standard deviation. In reality, there are many statistical measures that can use Indopoly Swakarsa historical prices to predict the future Indopoly Swakarsa's volatility.| Risk Adjusted Performance | 0.0275 | |||
| Jensen Alpha | 0.0708 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.49) |
Indopoly Swakarsa Backtested Returns
As of now, Indopoly Stock is very steady. Indopoly Swakarsa holds Efficiency (Sharpe) Ratio of 0.0325, which attests that the entity had a 0.0325% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Indopoly Swakarsa, which you can use to evaluate the volatility of the firm. Please check out Indopoly Swakarsa's Market Risk Adjusted Performance of (0.48), risk adjusted performance of 0.0275, and Downside Deviation of 3.34 to validate if the risk estimate we provide is consistent with the expected return of 0.0831%. Indopoly Swakarsa has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Indopoly Swakarsa are expected to decrease at a much lower rate. During the bear market, Indopoly Swakarsa is likely to outperform the market. Indopoly Swakarsa right now retains a risk of 2.55%. Please check out Indopoly Swakarsa coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Indopoly Swakarsa will be following its current trending patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Indopoly Swakarsa Industry has weak reverse predictability. Overlapping area represents the amount of predictability between Indopoly Swakarsa time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Indopoly Swakarsa price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Indopoly Swakarsa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 1.54 |
Indopoly Swakarsa lagged returns against current returns
Autocorrelation, which is Indopoly Swakarsa 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 Indopoly Swakarsa's stock expected returns. We can calculate the autocorrelation of Indopoly Swakarsa returns to help us make a trade decision. For example, suppose you find that Indopoly Swakarsa 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 |
Indopoly Swakarsa 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 Indopoly Swakarsa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indopoly Swakarsa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indopoly Swakarsa stock over time.
Current vs Lagged Prices |
| Timeline |
Indopoly Swakarsa Lagged Returns
When evaluating Indopoly Swakarsa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indopoly Swakarsa stock have on its future price. Indopoly Swakarsa 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, Indopoly Swakarsa autocorrelation shows the relationship between Indopoly Swakarsa stock current value and its past values and can show if there is a momentum factor associated with investing in Indopoly Swakarsa Industry.
Regressed Prices |
| Timeline |
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Indopoly Swakarsa financial ratios help investors to determine whether Indopoly 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 Indopoly with respect to the benefits of owning Indopoly Swakarsa security.