Lenox Pasifik (Indonesia) Market Value
| LPPS Stock | IDR 67.00 3.00 4.29% |
| Symbol | Lenox |
Lenox Pasifik '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 Lenox Pasifik'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 Lenox Pasifik.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Lenox Pasifik on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Lenox Pasifik Investama or generate 0.0% return on investment in Lenox Pasifik over 510 days. Lenox Pasifik is related to or competes with Star Pacific, Multipolar Tbk, Lippo General, and Paninvest Tbk. PT Lippo Securities Tbk provides investment management services in Indonesia More
Lenox Pasifik 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 Lenox Pasifik'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 Lenox Pasifik Investama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.13 | |||
| Information Ratio | 0.047 | |||
| Maximum Drawdown | 43.08 | |||
| Value At Risk | (5.19) | |||
| Potential Upside | 7.5 |
Lenox Pasifik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lenox Pasifik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lenox Pasifik's standard deviation. In reality, there are many statistical measures that can use Lenox Pasifik historical prices to predict the future Lenox Pasifik's volatility.| Risk Adjusted Performance | 0.0616 | |||
| Jensen Alpha | 0.5141 | |||
| Total Risk Alpha | (0.51) | |||
| Sortino Ratio | 0.053 | |||
| Treynor Ratio | (0.37) |
Lenox Pasifik Investama Backtested Returns
Lenox Pasifik appears to be very steady, given 3 months investment horizon. Lenox Pasifik Investama has Sharpe Ratio of 0.0757, which conveys that the firm had a 0.0757% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lenox Pasifik, which you can use to evaluate the volatility of the firm. Please exercise Lenox Pasifik's Risk Adjusted Performance of 0.0616, downside deviation of 5.13, and Mean Deviation of 3.38 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lenox Pasifik holds a performance score of 5. The company secures a Beta (Market Risk) of -1.04, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Lenox Pasifik are expected to decrease slowly. On the other hand, during market turmoil, Lenox Pasifik is expected to outperform it slightly. Please check Lenox Pasifik's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Lenox Pasifik's current price movements will revert.
Auto-correlation | 0.21 |
Weak predictability
Lenox Pasifik Investama has weak predictability. Overlapping area represents the amount of predictability between Lenox Pasifik 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 Lenox Pasifik Investama price movement. The serial correlation of 0.21 indicates that over 21.0% of current Lenox Pasifik price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 89.44 |
Lenox Pasifik Investama lagged returns against current returns
Autocorrelation, which is Lenox Pasifik 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 Lenox Pasifik's stock expected returns. We can calculate the autocorrelation of Lenox Pasifik returns to help us make a trade decision. For example, suppose you find that Lenox Pasifik 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 |
Lenox Pasifik 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 Lenox Pasifik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lenox Pasifik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lenox Pasifik stock over time.
Current vs Lagged Prices |
| Timeline |
Lenox Pasifik Lagged Returns
When evaluating Lenox Pasifik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lenox Pasifik stock have on its future price. Lenox Pasifik 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, Lenox Pasifik autocorrelation shows the relationship between Lenox Pasifik stock current value and its past values and can show if there is a momentum factor associated with investing in Lenox Pasifik Investama.
Regressed Prices |
| Timeline |
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Lenox Pasifik financial ratios help investors to determine whether Lenox 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 Lenox with respect to the benefits of owning Lenox Pasifik security.