Net Visi (Indonesia) Market Value
| NETV Stock | 133.00 2.00 1.48% |
| Symbol | Net |
Net Visi '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 Net Visi'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 Net Visi.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Net Visi on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Net Visi Media or generate 0.0% return on investment in Net Visi over 30 days. Net Visi is related to or competes with Adaro Minerals, Dayamitra Telekomunikasi, MNC Studios, MNC Vision, and Prima Andalan. More
Net Visi 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 Net Visi'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 Net Visi Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.62 | |||
| Information Ratio | 0.0919 | |||
| Maximum Drawdown | 105.99 | |||
| Value At Risk | (9.00) | |||
| Potential Upside | 9.66 |
Net Visi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Net Visi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Net Visi's standard deviation. In reality, there are many statistical measures that can use Net Visi historical prices to predict the future Net Visi's volatility.| Risk Adjusted Performance | 0.0871 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | (0.67) | |||
| Sortino Ratio | 0.2651 | |||
| Treynor Ratio | (1.50) |
Net Visi Media Backtested Returns
Net Visi appears to be not too volatile, given 3 months investment horizon. Net Visi Media has Sharpe Ratio of 0.0611, which conveys that the firm had a 0.0611% return per unit of risk over the last 3 months. By analyzing Net Visi's technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please exercise Net Visi's Mean Deviation of 6.24, risk adjusted performance of 0.0871, and Downside Deviation of 4.62 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Net Visi holds a performance score of 4. The company secures a Beta (Market Risk) of -0.89, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Net Visi are expected to decrease slowly. On the other hand, during market turmoil, Net Visi is expected to outperform it slightly. Please check Net Visi's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Net Visi's current price movements will revert.
Auto-correlation | 0.40 |
Average predictability
Net Visi Media has average predictability. Overlapping area represents the amount of predictability between Net Visi time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Net Visi Media price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Net Visi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 9.16 |
Net Visi Media lagged returns against current returns
Autocorrelation, which is Net Visi 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 Net Visi's stock expected returns. We can calculate the autocorrelation of Net Visi returns to help us make a trade decision. For example, suppose you find that Net Visi 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 |
Net Visi 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 Net Visi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Net Visi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Net Visi stock over time.
Current vs Lagged Prices |
| Timeline |
Net Visi Lagged Returns
When evaluating Net Visi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Net Visi stock have on its future price. Net Visi 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, Net Visi autocorrelation shows the relationship between Net Visi stock current value and its past values and can show if there is a momentum factor associated with investing in Net Visi Media.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Net Stock
Net Visi financial ratios help investors to determine whether Net 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 Net with respect to the benefits of owning Net Visi security.