Graha Andrasentra (Indonesia) Market Value

JGLE Stock  IDR 8.00  1.00  14.29%   
Graha Andrasentra's market value is the price at which a share of Graha Andrasentra trades on a public exchange. It measures the collective expectations of Graha Andrasentra Propertindo investors about its performance. Graha Andrasentra is selling for 8.00 as of the 25th of November 2024. This is a 14.29 percent up since the beginning of the trading day. The stock's last reported lowest price was 8.0.
With this module, you can estimate the performance of a buy and hold strategy of Graha Andrasentra Propertindo and determine expected loss or profit from investing in Graha Andrasentra over a given investment horizon. Check out Graha Andrasentra Correlation, Graha Andrasentra Volatility and Graha Andrasentra Alpha and Beta module to complement your research on Graha Andrasentra.
Symbol

Please note, there is a significant difference between Graha Andrasentra's value and its price as these two are different measures arrived at by different means. Investors typically determine if Graha Andrasentra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Graha Andrasentra's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Graha Andrasentra '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 Graha Andrasentra'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 Graha Andrasentra.
0.00
10/26/2024
No Change 0.00  0.0 
In 30 days
11/25/2024
0.00
If you would invest  0.00  in Graha Andrasentra on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Graha Andrasentra Propertindo or generate 0.0% return on investment in Graha Andrasentra over 30 days. Graha Andrasentra is related to or competes with Merdeka Copper, Dyandra Media, HK Metals, Arkadia Digital, Gunawan Dianjaya, and Metrodata Electronics. PT Graha Andrasentra Propertindo Tbk. develops and manages recreation parks More

Graha Andrasentra 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 Graha Andrasentra'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 Graha Andrasentra Propertindo upside and downside potential and time the market with a certain degree of confidence.

Graha Andrasentra Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Graha Andrasentra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graha Andrasentra's standard deviation. In reality, there are many statistical measures that can use Graha Andrasentra historical prices to predict the future Graha Andrasentra's volatility.
Hype
Prediction
LowEstimatedHigh
0.728.0015.28
Details
Intrinsic
Valuation
LowRealHigh
0.367.1414.42
Details
Naive
Forecast
LowNextHigh
2.459.7317.01
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.008.008.00
Details

Graha Andrasentra Backtested Returns

Graha Andrasentra appears to be unstable, given 3 months investment horizon. Graha Andrasentra holds Efficiency (Sharpe) Ratio of 0.0359, which attests that the entity had a 0.0359% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Graha Andrasentra, which you can use to evaluate the volatility of the firm. Please utilize Graha Andrasentra's risk adjusted performance of 0.0375, and Market Risk Adjusted Performance of (0.44) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Graha Andrasentra holds a performance score of 2. The company retains a Market Volatility (i.e., Beta) of -0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Graha Andrasentra are expected to decrease at a much lower rate. During the bear market, Graha Andrasentra is likely to outperform the market. Please check Graha Andrasentra's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Graha Andrasentra's current trending patterns will revert.

Auto-correlation

    
  -0.65  

Very good reverse predictability

Graha Andrasentra Propertindo has very good reverse predictability. Overlapping area represents the amount of predictability between Graha Andrasentra 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 Graha Andrasentra price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Graha Andrasentra price fluctuation can be explain by its past prices.
Correlation Coefficient-0.65
Spearman Rank Test-0.59
Residual Average0.0
Price Variance0.23

Graha Andrasentra lagged returns against current returns

Autocorrelation, which is Graha Andrasentra 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 Graha Andrasentra's stock expected returns. We can calculate the autocorrelation of Graha Andrasentra returns to help us make a trade decision. For example, suppose you find that Graha Andrasentra 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  

Graha Andrasentra 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 Graha Andrasentra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graha Andrasentra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graha Andrasentra stock over time.
   Current vs Lagged Prices   
       Timeline  

Graha Andrasentra Lagged Returns

When evaluating Graha Andrasentra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graha Andrasentra stock have on its future price. Graha Andrasentra 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, Graha Andrasentra autocorrelation shows the relationship between Graha Andrasentra stock current value and its past values and can show if there is a momentum factor associated with investing in Graha Andrasentra Propertindo.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Graha Stock

Graha Andrasentra financial ratios help investors to determine whether Graha 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 Graha with respect to the benefits of owning Graha Andrasentra security.