Panorama Sentrawisata (Indonesia) Market Value

PANR Stock  IDR 520.00  5.00  0.97%   
Panorama Sentrawisata's market value is the price at which a share of Panorama Sentrawisata trades on a public exchange. It measures the collective expectations of Panorama Sentrawisata Tbk investors about its performance. Panorama Sentrawisata is selling for 520.00 as of the 23rd of November 2024. This is a 0.97 percent up since the beginning of the trading day. The stock's last reported lowest price was 515.0.
With this module, you can estimate the performance of a buy and hold strategy of Panorama Sentrawisata Tbk and determine expected loss or profit from investing in Panorama Sentrawisata over a given investment horizon. Check out Panorama Sentrawisata Correlation, Panorama Sentrawisata Volatility and Panorama Sentrawisata Alpha and Beta module to complement your research on Panorama Sentrawisata.
Symbol

Please note, there is a significant difference between Panorama Sentrawisata's value and its price as these two are different measures arrived at by different means. Investors typically determine if Panorama Sentrawisata is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Panorama Sentrawisata's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
05/27/2024
No Change 0.00  0.0 
In 5 months and 30 days
11/23/2024
0.00
If you would invest  0.00  in Panorama Sentrawisata on May 27, 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 180 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.

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.
Hype
Prediction
LowEstimatedHigh
0.000.000.77
Details
Intrinsic
Valuation
LowRealHigh
0.000.000.77
Details
Naive
Forecast
LowNextHigh
531.08531.86532.63
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
520.00520.00520.00
Details

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-nine technical indicators for Panorama Sentrawisata Tbk, which you can use to evaluate the volatility of the company. Please evaluate Panorama Sentrawisata's Risk Adjusted Performance of 0.2486, downside deviation of 1.04, and Standard Deviation of 0.7923 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 -0.0347, 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

    
  0.61  

Good predictability

Panorama Sentrawisata Tbk has good predictability. Overlapping area represents the amount of predictability between Panorama Sentrawisata time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 0.61 indicates that roughly 61.0% of current Panorama Sentrawisata price fluctuation can be explain by its past prices.
Correlation Coefficient0.61
Spearman Rank Test0.64
Residual Average0.0
Price Variance611.47

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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Other Information on Investing in Panorama Stock

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.