Pan Brothers (Indonesia) Market Value
| PBRX Stock | IDR 23.00 0.00 0.00% |
| Symbol | Pan |
Pan Brothers '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 Pan Brothers' 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 Pan Brothers.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Pan Brothers on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding Pan Brothers Tbk or generate 0.0% return on investment in Pan Brothers over 180 days. Pan Brothers is related to or competes with Ricky Putra, Asia Pacific, Asia Pacific, Prima Alloy, and Multistrada Arah. More
Pan Brothers 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 Pan Brothers' 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 Pan Brothers Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.14 | |||
| Information Ratio | 0.0635 | |||
| Maximum Drawdown | 15.0 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 5.26 |
Pan Brothers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pan Brothers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pan Brothers' standard deviation. In reality, there are many statistical measures that can use Pan Brothers historical prices to predict the future Pan Brothers' volatility.| Risk Adjusted Performance | 0.0861 | |||
| Jensen Alpha | 0.4219 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0418 | |||
| Treynor Ratio | (0.47) |
Pan Brothers Tbk Backtested Returns
Pan Brothers appears to be not too volatile, given 3 months investment horizon. Pan Brothers Tbk maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Pan Brothers Tbk, which you can use to evaluate the volatility of the company. Please evaluate Pan Brothers' Semi Deviation of 2.17, coefficient of variation of 979.24, and Risk Adjusted Performance of 0.0861 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pan Brothers holds a performance score of 8. The company holds a Beta of -0.72, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Pan Brothers are expected to decrease at a much lower rate. During the bear market, Pan Brothers is likely to outperform the market. Please check Pan Brothers' sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Pan Brothers' historical price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
Pan Brothers Tbk has below average predictability. Overlapping area represents the amount of predictability between Pan Brothers 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 Pan Brothers Tbk price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Pan Brothers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 2.45 |
Pan Brothers Tbk lagged returns against current returns
Autocorrelation, which is Pan Brothers 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 Pan Brothers' stock expected returns. We can calculate the autocorrelation of Pan Brothers returns to help us make a trade decision. For example, suppose you find that Pan Brothers 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 |
Pan Brothers 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 Pan Brothers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pan Brothers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pan Brothers stock over time.
Current vs Lagged Prices |
| Timeline |
Pan Brothers Lagged Returns
When evaluating Pan Brothers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pan Brothers stock have on its future price. Pan Brothers 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, Pan Brothers autocorrelation shows the relationship between Pan Brothers stock current value and its past values and can show if there is a momentum factor associated with investing in Pan Brothers Tbk.
Regressed Prices |
| Timeline |
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Pan Brothers financial ratios help investors to determine whether Pan 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 Pan with respect to the benefits of owning Pan Brothers security.