Lima Dua (Indonesia) Market Value
| LUCY Stock | IDR 117.00 12.00 9.30% |
| Symbol | Lima |
Lima Dua '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 Lima Dua'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 Lima Dua.
| 04/07/2023 |
| 02/25/2025 |
If you would invest 0.00 in Lima Dua on April 7, 2023 and sell it all today you would earn a total of 0.00 from holding Lima Dua Lima or generate 0.0% return on investment in Lima Dua over 690 days. Lima Dua is related to or competes with Imago Mulia, PT Sunter, Damai Sejahtera, Panca Anugrah, and Ladangbaja Murni. PT Lima Dua Lima Tiga Tbk owns and manages a rooftop bar and restaurant under the Lucy in The Sky name in Jakarta More
Lima Dua 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 Lima Dua'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 Lima Dua Lima upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.86 | |||
| Information Ratio | 0.0482 | |||
| Maximum Drawdown | 15.92 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 6.11 |
Lima Dua Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lima Dua's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lima Dua's standard deviation. In reality, there are many statistical measures that can use Lima Dua historical prices to predict the future Lima Dua's volatility.| Risk Adjusted Performance | 0.0443 | |||
| Jensen Alpha | 0.1449 | |||
| Total Risk Alpha | 0.1638 | |||
| Sortino Ratio | 0.0518 | |||
| Treynor Ratio | 0.5111 |
Lima Dua Lima Backtested Returns
Lima Dua Lima has Sharpe Ratio of -0.0445, which conveys that the firm had a -0.0445 % return per unit of risk over the last 3 months. Lima Dua exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lima Dua's Risk Adjusted Performance of 0.0443, downside deviation of 2.86, and Mean Deviation of 2.08 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lima Dua's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lima Dua is expected to be smaller as well. At this point, Lima Dua Lima has a negative expected return of -0.12%. Please make sure to verify Lima Dua's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Lima Dua Lima performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
Lima Dua Lima has weak predictability. Overlapping area represents the amount of predictability between Lima Dua time series from 7th of April 2023 to 17th of March 2024 and 17th of March 2024 to 25th 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 Lima Dua Lima price movement. The serial correlation of 0.24 indicates that over 24.0% of current Lima Dua price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 179.11 |
Lima Dua Lima lagged returns against current returns
Autocorrelation, which is Lima Dua 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 Lima Dua's stock expected returns. We can calculate the autocorrelation of Lima Dua returns to help us make a trade decision. For example, suppose you find that Lima Dua 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 |
Lima Dua 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 Lima Dua stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lima Dua stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lima Dua stock over time.
Current vs Lagged Prices |
| Timeline |
Lima Dua Lagged Returns
When evaluating Lima Dua's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lima Dua stock have on its future price. Lima Dua 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, Lima Dua autocorrelation shows the relationship between Lima Dua stock current value and its past values and can show if there is a momentum factor associated with investing in Lima Dua Lima.
Regressed Prices |
| Timeline |
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Lima Dua financial ratios help investors to determine whether Lima 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 Lima with respect to the benefits of owning Lima Dua security.