Kawasan Industri (Indonesia) Market Value
| KIJA Stock | IDR 198.00 4.00 2.06% |
| Symbol | Kawasan |
Kawasan Industri '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 Kawasan Industri'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 Kawasan Industri.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Kawasan Industri on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Kawasan Industri Jababeka or generate 0.0% return on investment in Kawasan Industri over 510 days. Kawasan Industri is related to or competes with Bakrieland Development, Ciputra Development, Sentul City, Solusi Bangun, and Lippo Karawaci. More
Kawasan Industri 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 Kawasan Industri'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 Kawasan Industri Jababeka upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.1752 | |||
| Maximum Drawdown | 10.62 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.73 |
Kawasan Industri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kawasan Industri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kawasan Industri's standard deviation. In reality, there are many statistical measures that can use Kawasan Industri historical prices to predict the future Kawasan Industri's volatility.| Risk Adjusted Performance | 0.1955 | |||
| Jensen Alpha | 0.4723 | |||
| Total Risk Alpha | 0.1537 | |||
| Sortino Ratio | 0.2679 | |||
| Treynor Ratio | (1.10) |
Kawasan Industri Jababeka Backtested Returns
Kawasan Industri appears to be very steady, given 3 months investment horizon. Kawasan Industri Jababeka has Sharpe Ratio of 0.22, which conveys that the firm had a 0.22% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kawasan Industri, which you can use to evaluate the volatility of the firm. Please exercise Kawasan Industri's Risk Adjusted Performance of 0.1955, mean deviation of 1.18, and Downside Deviation of 1.15 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kawasan Industri holds a performance score of 17. The company secures a Beta (Market Risk) of -0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kawasan Industri are expected to decrease at a much lower rate. During the bear market, Kawasan Industri is likely to outperform the market. Please check Kawasan Industri's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Kawasan Industri's current price movements will revert.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Kawasan Industri Jababeka has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Kawasan Industri time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Kawasan Industri Jababeka price movement. The serial correlation of -0.78 indicates that around 78.0% of current Kawasan Industri price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 859.66 |
Kawasan Industri Jababeka lagged returns against current returns
Autocorrelation, which is Kawasan Industri 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 Kawasan Industri's stock expected returns. We can calculate the autocorrelation of Kawasan Industri returns to help us make a trade decision. For example, suppose you find that Kawasan Industri 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 |
Kawasan Industri 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 Kawasan Industri stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kawasan Industri stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kawasan Industri stock over time.
Current vs Lagged Prices |
| Timeline |
Kawasan Industri Lagged Returns
When evaluating Kawasan Industri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kawasan Industri stock have on its future price. Kawasan Industri 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, Kawasan Industri autocorrelation shows the relationship between Kawasan Industri stock current value and its past values and can show if there is a momentum factor associated with investing in Kawasan Industri Jababeka.
Regressed Prices |
| Timeline |
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Kawasan Industri financial ratios help investors to determine whether Kawasan 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 Kawasan with respect to the benefits of owning Kawasan Industri security.