PT Puri (Indonesia) Market Value
| KDTN Stock | 110.00 5.00 4.76% |
| Symbol | KDTN |
PT Puri '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 PT Puri'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 PT Puri.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in PT Puri on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding PT Puri Sentul or generate 0.0% return on investment in PT Puri over 30 days. PT Puri is related to or competes with PT Primadaya, PT Ketrosden, Menthobi Karyatama, Jayamas Medica, and Citra Borneo. More
PT Puri 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 PT Puri'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 PT Puri Sentul upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 19.89 | |||
| Value At Risk | (6.35) | |||
| Potential Upside | 4.1 |
PT Puri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Puri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Puri's standard deviation. In reality, there are many statistical measures that can use PT Puri historical prices to predict the future PT Puri's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | 0.1554 |
PT Puri Sentul Backtested Returns
PT Puri Sentul retains Efficiency (Sharpe Ratio) of -0.0357, which implies the firm had a -0.0357% return per unit of price deviation over the last 3 months. PT Puri exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PT Puri's market risk adjusted performance of 0.1654, and Information Ratio of (0.08) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.68, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PT Puri are expected to decrease at a much lower rate. During the bear market, PT Puri is likely to outperform the market. At this point, PT Puri Sentul has a negative expected return of -0.11%. Please make sure to check PT Puri's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if PT Puri Sentul performance from the past will be repeated at some future date.
Auto-correlation | 0.04 |
Virtually no predictability
PT Puri Sentul has virtually no predictability. Overlapping area represents the amount of predictability between PT Puri time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 PT Puri Sentul price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current PT Puri price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 7.85 |
PT Puri Sentul lagged returns against current returns
Autocorrelation, which is PT Puri 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 PT Puri's stock expected returns. We can calculate the autocorrelation of PT Puri returns to help us make a trade decision. For example, suppose you find that PT Puri 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 |
PT Puri 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 PT Puri stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Puri stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Puri stock over time.
Current vs Lagged Prices |
| Timeline |
PT Puri Lagged Returns
When evaluating PT Puri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Puri stock have on its future price. PT Puri 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, PT Puri autocorrelation shows the relationship between PT Puri stock current value and its past values and can show if there is a momentum factor associated with investing in PT Puri Sentul.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in KDTN Stock
PT Puri financial ratios help investors to determine whether KDTN 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 KDTN with respect to the benefits of owning PT Puri security.