Perdana Bangun (Indonesia) Market Value
| KONI Stock | IDR 1,855 165.00 9.76% |
| Symbol | Perdana |
Perdana Bangun '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 Perdana Bangun'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 Perdana Bangun.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Perdana Bangun on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Perdana Bangun Pusaka or generate 0.0% return on investment in Perdana Bangun over 30 days. Perdana Bangun is related to or competes with Inter Delta, Jakarta Setiabudi, Modern Internasional, Multi Indocitra, and Jasuindo Tiga. PT Perdana Bangun Pusaka Tbk sells and distributes photographic products More
Perdana Bangun 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 Perdana Bangun'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 Perdana Bangun Pusaka upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.49 | |||
| Information Ratio | 0.1636 | |||
| Maximum Drawdown | 41.33 | |||
| Value At Risk | (9.94) | |||
| Potential Upside | 24.72 |
Perdana Bangun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perdana Bangun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perdana Bangun's standard deviation. In reality, there are many statistical measures that can use Perdana Bangun historical prices to predict the future Perdana Bangun's volatility.| Risk Adjusted Performance | 0.1443 | |||
| Jensen Alpha | 1.25 | |||
| Total Risk Alpha | 0.3639 | |||
| Sortino Ratio | 0.2378 | |||
| Treynor Ratio | 0.8895 |
Perdana Bangun Pusaka Backtested Returns
Perdana Bangun is very steady given 3 months investment horizon. Perdana Bangun Pusaka maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18% return per unit of risk over the last 3 months. We were able to collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.43% are justified by taking the suggested risk. Use Perdana Bangun Coefficient Of Variation of 563.98, risk adjusted performance of 0.1443, and Semi Deviation of 3.7 to evaluate company specific risk that cannot be diversified away. Perdana Bangun holds a performance score of 13 on a scale of zero to a hundred. The company holds a Beta of 1.58, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Perdana Bangun will likely underperform. Use Perdana Bangun treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Perdana Bangun.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Perdana Bangun Pusaka has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Perdana Bangun time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Perdana Bangun Pusaka price movement. The serial correlation of -0.73 indicates that around 73.0% of current Perdana Bangun price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 38.7 K |
Perdana Bangun Pusaka lagged returns against current returns
Autocorrelation, which is Perdana Bangun 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 Perdana Bangun's stock expected returns. We can calculate the autocorrelation of Perdana Bangun returns to help us make a trade decision. For example, suppose you find that Perdana Bangun 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 |
Perdana Bangun 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 Perdana Bangun stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perdana Bangun stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perdana Bangun stock over time.
Current vs Lagged Prices |
| Timeline |
Perdana Bangun Lagged Returns
When evaluating Perdana Bangun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perdana Bangun stock have on its future price. Perdana Bangun 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, Perdana Bangun autocorrelation shows the relationship between Perdana Bangun stock current value and its past values and can show if there is a momentum factor associated with investing in Perdana Bangun Pusaka.
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 Perdana Stock
Perdana Bangun financial ratios help investors to determine whether Perdana 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 Perdana with respect to the benefits of owning Perdana Bangun security.