Leyand International (Indonesia) Market Value
| LAPD Stock | IDR 26.00 1.00 3.70% |
| Symbol | Leyand |
Leyand International '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 Leyand International'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 Leyand International.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Leyand International on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Leyand International Tbk or generate 0.0% return on investment in Leyand International over 30 days. Leyand International is related to or competes with Alumindo Light, Capital Financial, Metrodata Electronics, Optima Prima, Kedawung Setia, and Eastparc Hotel. PT Leyand International Tbk generates and sells electricity to PT Perusahaan Listrik Negara in Indonesia More
Leyand International 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 Leyand International'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 Leyand International Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.91 | |||
| Information Ratio | 0.2027 | |||
| Maximum Drawdown | 20.0 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.52 |
Leyand International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leyand International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leyand International's standard deviation. In reality, there are many statistical measures that can use Leyand International historical prices to predict the future Leyand International's volatility.| Risk Adjusted Performance | 0.1596 | |||
| Jensen Alpha | 1.3 | |||
| Total Risk Alpha | 1.26 | |||
| Sortino Ratio | 0.1883 | |||
| Treynor Ratio | 3.12 |
Leyand International Tbk Backtested Returns
Leyand International is slightly risky given 3 months investment horizon. Leyand International Tbk has Sharpe Ratio of 0.26, which conveys that the firm had a 0.26 % return per unit of risk over the last 3 months. We were able to collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.74% are justified by taking the suggested risk. Use Leyand International Tbk Downside Deviation of 6.91, mean deviation of 5.73, and Risk Adjusted Performance of 0.1596 to evaluate company specific risk that cannot be diversified away. Leyand International holds a performance score of 20 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Leyand International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Leyand International is expected to be smaller as well. Use Leyand International Tbk potential upside, semi variance, and the relationship between the value at risk and downside variance , to analyze future returns on Leyand International Tbk.
Auto-correlation | 0.57 |
Modest predictability
Leyand International Tbk has modest predictability. Overlapping area represents the amount of predictability between Leyand International time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Leyand International Tbk price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Leyand International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 4.99 |
Leyand International Tbk lagged returns against current returns
Autocorrelation, which is Leyand International 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 Leyand International's stock expected returns. We can calculate the autocorrelation of Leyand International returns to help us make a trade decision. For example, suppose you find that Leyand International 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 |
Leyand International 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 Leyand International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Leyand International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Leyand International stock over time.
Current vs Lagged Prices |
| Timeline |
Leyand International Lagged Returns
When evaluating Leyand International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Leyand International stock have on its future price. Leyand International 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, Leyand International autocorrelation shows the relationship between Leyand International stock current value and its past values and can show if there is a momentum factor associated with investing in Leyand International Tbk.
Regressed Prices |
| Timeline |
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Leyand International financial ratios help investors to determine whether Leyand 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 Leyand with respect to the benefits of owning Leyand International security.