Lautan Luas (Indonesia) Market Value
| LTLS Stock | IDR 1,005 5.00 0.50% |
| Symbol | Lautan |
Lautan Luas '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 Lautan Luas' 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 Lautan Luas.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Lautan Luas on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Lautan Luas Tbk or generate 0.0% return on investment in Lautan Luas over 510 days. Lautan Luas is related to or competes with Kedaung Indah, Langgeng Makmur, Kabelindo Murni, Mustika Ratu, and Champion Pacific. PT Lautan Luas Tbk manufactures and distributes basic and specialty chemicals for industrial end-users primarily in Indo... More
Lautan Luas 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 Lautan Luas' 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 Lautan Luas Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9235 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 4.41 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.01 |
Lautan Luas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lautan Luas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lautan Luas' standard deviation. In reality, there are many statistical measures that can use Lautan Luas historical prices to predict the future Lautan Luas' volatility.| Risk Adjusted Performance | 0.0014 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.1927 |
Lautan Luas Tbk Backtested Returns
As of now, Lautan Stock is very steady. Lautan Luas Tbk has Sharpe Ratio of 0.0147, which conveys that the firm had a 0.0147% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lautan Luas, which you can use to evaluate the volatility of the firm. Please verify Lautan Luas' Risk Adjusted Performance of 0.0014, mean deviation of 0.4221, and Downside Deviation of 0.9235 to check out if the risk estimate we provide is consistent with the expected return of 0.0101%. Lautan Luas has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.04, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lautan Luas are expected to decrease at a much lower rate. During the bear market, Lautan Luas is likely to outperform the market. Lautan Luas Tbk right now secures a risk of 0.69%. Please verify Lautan Luas Tbk maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Lautan Luas Tbk will be following its current price movements.
Auto-correlation | 0.04 |
Virtually no predictability
Lautan Luas Tbk has virtually no predictability. Overlapping area represents the amount of predictability between Lautan Luas 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 Lautan Luas Tbk price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Lautan Luas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1204.14 |
Lautan Luas Tbk lagged returns against current returns
Autocorrelation, which is Lautan Luas 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 Lautan Luas' stock expected returns. We can calculate the autocorrelation of Lautan Luas returns to help us make a trade decision. For example, suppose you find that Lautan Luas 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 |
Lautan Luas 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 Lautan Luas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lautan Luas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lautan Luas stock over time.
Current vs Lagged Prices |
| Timeline |
Lautan Luas Lagged Returns
When evaluating Lautan Luas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lautan Luas stock have on its future price. Lautan Luas 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, Lautan Luas autocorrelation shows the relationship between Lautan Luas stock current value and its past values and can show if there is a momentum factor associated with investing in Lautan Luas Tbk.
Regressed Prices |
| Timeline |
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Lautan Luas financial ratios help investors to determine whether Lautan 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 Lautan with respect to the benefits of owning Lautan Luas security.