Link Net (Indonesia) Market Value

LINK Stock  IDR 1,175  20.00  1.67%   
Link Net's market value is the price at which a share of Link Net trades on a public exchange. It measures the collective expectations of Link Net Tbk investors about its performance. Link Net is selling for 1175.00 as of the 25th of November 2024. This is a 1.67 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 1150.0.
With this module, you can estimate the performance of a buy and hold strategy of Link Net Tbk and determine expected loss or profit from investing in Link Net over a given investment horizon. Check out Link Net Correlation, Link Net Volatility and Link Net Alpha and Beta module to complement your research on Link Net.
Symbol

Please note, there is a significant difference between Link Net's value and its price as these two are different measures arrived at by different means. Investors typically determine if Link Net is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Link Net's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Link Net '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 Link Net'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 Link Net.
0.00
10/26/2024
No Change 0.00  0.0 
In 31 days
11/25/2024
0.00
If you would invest  0.00  in Link Net on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Link Net Tbk or generate 0.0% return on investment in Link Net over 30 days. Link Net is related to or competes with Mnc Land, MNC Vision, and Medikaloka Hermina. More

Link Net 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 Link Net'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 Link Net Tbk upside and downside potential and time the market with a certain degree of confidence.

Link Net Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Link Net's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Link Net's standard deviation. In reality, there are many statistical measures that can use Link Net historical prices to predict the future Link Net's volatility.
Hype
Prediction
LowEstimatedHigh
1,1711,1751,179
Details
Intrinsic
Valuation
LowRealHigh
1,1241,1281,292
Details
Naive
Forecast
LowNextHigh
1,1991,2031,208
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,1511,2271,303
Details

Link Net Tbk Backtested Returns

Link Net Tbk has Sharpe Ratio of -0.0968, which conveys that the firm had a -0.0968% return per unit of risk over the last 3 months. Link Net exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Link Net's Mean Deviation of 2.96, standard deviation of 4.5, and Risk Adjusted Performance of (0.09) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Link Net's returns are expected to increase less than the market. However, during the bear market, the loss of holding Link Net is expected to be smaller as well. At this point, Link Net Tbk has a negative expected return of -0.43%. Please make sure to verify Link Net's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Link Net Tbk performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.60  

Good predictability

Link Net Tbk has good predictability. Overlapping area represents the amount of predictability between Link Net 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 Link Net Tbk price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Link Net price fluctuation can be explain by its past prices.
Correlation Coefficient0.6
Spearman Rank Test0.43
Residual Average0.0
Price Variance1233.06

Link Net Tbk lagged returns against current returns

Autocorrelation, which is Link Net 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 Link Net's stock expected returns. We can calculate the autocorrelation of Link Net returns to help us make a trade decision. For example, suppose you find that Link Net 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  

Link Net 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 Link Net stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Link Net stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Link Net stock over time.
   Current vs Lagged Prices   
       Timeline  

Link Net Lagged Returns

When evaluating Link Net's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Link Net stock have on its future price. Link Net 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, Link Net autocorrelation shows the relationship between Link Net stock current value and its past values and can show if there is a momentum factor associated with investing in Link Net Tbk.
   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 Architect

Other Information on Investing in Link Stock

Link Net financial ratios help investors to determine whether Link 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 Link with respect to the benefits of owning Link Net security.