Lippo General (Indonesia) Market Value
| LPGI Stock | IDR 366.00 2.00 0.55% |
| Symbol | Lippo |
Lippo General '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 Lippo General'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 Lippo General.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Lippo General on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Lippo General Insurance or generate 0.0% return on investment in Lippo General over 90 days. Lippo General is related to or competes with Maskapai Reasuransi, Lenox Pasifik, Paninvest Tbk, Bank Mayapada, and Asuransi Dayin. PT Lippo General Insurance Tbk provides various insurance products in Indonesia More
Lippo General 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 Lippo General'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 Lippo General Insurance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.03 | |||
| Information Ratio | 0.0032 | |||
| Maximum Drawdown | 31.19 | |||
| Value At Risk | (4.52) | |||
| Potential Upside | 4.19 |
Lippo General Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lippo General's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lippo General's standard deviation. In reality, there are many statistical measures that can use Lippo General historical prices to predict the future Lippo General's volatility.| Risk Adjusted Performance | 0.035 | |||
| Jensen Alpha | 0.0563 | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | 0.0043 | |||
| Treynor Ratio | 0.2073 |
Lippo General Insurance Backtested Returns
As of now, Lippo Stock is very steady. Lippo General Insurance has Sharpe Ratio of 0.0266, which conveys that the firm had a 0.0266% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lippo General, which you can use to evaluate the volatility of the firm. Please verify Lippo General's Mean Deviation of 2.37, downside deviation of 3.03, and Risk Adjusted Performance of 0.035 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. Lippo General has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lippo General's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lippo General is expected to be smaller as well. Lippo General Insurance right now secures a risk of 3.92%. Please verify Lippo General Insurance total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Lippo General Insurance will be following its current price movements.
Auto-correlation | -0.43 |
Modest reverse predictability
Lippo General Insurance has modest reverse predictability. Overlapping area represents the amount of predictability between Lippo General time series from 28th of August 2024 to 12th of October 2024 and 12th of October 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 Lippo General Insurance price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Lippo General price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 81.12 |
Lippo General Insurance lagged returns against current returns
Autocorrelation, which is Lippo General 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 Lippo General's stock expected returns. We can calculate the autocorrelation of Lippo General returns to help us make a trade decision. For example, suppose you find that Lippo General 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 |
Lippo General 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 Lippo General stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lippo General stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lippo General stock over time.
Current vs Lagged Prices |
| Timeline |
Lippo General Lagged Returns
When evaluating Lippo General's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lippo General stock have on its future price. Lippo General 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, Lippo General autocorrelation shows the relationship between Lippo General stock current value and its past values and can show if there is a momentum factor associated with investing in Lippo General Insurance.
Regressed Prices |
| Timeline |
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Lippo General financial ratios help investors to determine whether Lippo 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 Lippo with respect to the benefits of owning Lippo General security.