Panorama Sentrawisata (Indonesia) Market Value
| PANR Stock | IDR 520.00 0.00 0.00% |
| Symbol | Panorama |
Panorama Sentrawisata '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 Panorama Sentrawisata'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 Panorama Sentrawisata.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Panorama Sentrawisata on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Panorama Sentrawisata Tbk or generate 0.0% return on investment in Panorama Sentrawisata over 30 days. Panorama Sentrawisata is related to or competes with Pembangunan Jaya, Hotel Sahid, Pudjiadi Sons, Pioneerindo Gourmet, and Lautan Luas. More
Panorama Sentrawisata 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 Panorama Sentrawisata'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 Panorama Sentrawisata Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.1282 | |||
| Maximum Drawdown | 4.64 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 1.66 |
Panorama Sentrawisata Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Panorama Sentrawisata's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panorama Sentrawisata's standard deviation. In reality, there are many statistical measures that can use Panorama Sentrawisata historical prices to predict the future Panorama Sentrawisata's volatility.| Risk Adjusted Performance | 0.2278 | |||
| Jensen Alpha | 0.2474 | |||
| Total Risk Alpha | 0.0979 | |||
| Sortino Ratio | 0.0949 | |||
| Treynor Ratio | (0.93) |
Panorama Sentrawisata Tbk Backtested Returns
Panorama Sentrawisata appears to be out of control, given 3 months investment horizon. Panorama Sentrawisata Tbk maintains Sharpe Ratio (i.e., Efficiency) of 0.3, which implies the firm had a 0.3% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Panorama Sentrawisata Tbk, which you can use to evaluate the volatility of the company. Please evaluate Panorama Sentrawisata's Downside Deviation of 1.04, standard deviation of 0.7685, and Risk Adjusted Performance of 0.2278 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Panorama Sentrawisata holds a performance score of 23. The company holds a Beta of -0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Panorama Sentrawisata are expected to decrease at a much lower rate. During the bear market, Panorama Sentrawisata is likely to outperform the market. Please check Panorama Sentrawisata's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Panorama Sentrawisata's historical price patterns will revert.
Auto-correlation | -0.65 |
Very good reverse predictability
Panorama Sentrawisata Tbk has very good reverse predictability. Overlapping area represents the amount of predictability between Panorama Sentrawisata time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Panorama Sentrawisata Tbk price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Panorama Sentrawisata price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 9.5 |
Panorama Sentrawisata Tbk lagged returns against current returns
Autocorrelation, which is Panorama Sentrawisata 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 Panorama Sentrawisata's stock expected returns. We can calculate the autocorrelation of Panorama Sentrawisata returns to help us make a trade decision. For example, suppose you find that Panorama Sentrawisata 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 |
Panorama Sentrawisata 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 Panorama Sentrawisata stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Panorama Sentrawisata stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Panorama Sentrawisata stock over time.
Current vs Lagged Prices |
| Timeline |
Panorama Sentrawisata Lagged Returns
When evaluating Panorama Sentrawisata's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Panorama Sentrawisata stock have on its future price. Panorama Sentrawisata 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, Panorama Sentrawisata autocorrelation shows the relationship between Panorama Sentrawisata stock current value and its past values and can show if there is a momentum factor associated with investing in Panorama Sentrawisata Tbk.
Regressed Prices |
| Timeline |
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Panorama Sentrawisata financial ratios help investors to determine whether Panorama 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 Panorama with respect to the benefits of owning Panorama Sentrawisata security.