Graha Andrasentra (Indonesia) Market Value
JGLE Stock | IDR 8.00 1.00 14.29% |
Symbol | Graha |
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.
10/26/2024 |
| 11/25/2024 |
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.
Downside Deviation | 11.28 | |||
Information Ratio | 0.02 | |||
Maximum Drawdown | 29.17 | |||
Value At Risk | (12.50) | |||
Potential Upside | 14.29 |
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.Risk Adjusted Performance | 0.0375 | |||
Jensen Alpha | 0.3454 | |||
Total Risk Alpha | (0.92) | |||
Sortino Ratio | 0.0135 | |||
Treynor Ratio | (0.45) |
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 Average | 0.0 | |
Price Variance | 0.23 |
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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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.