Pudjiadi Sons (Indonesia) Market Value
| PNSE Stock | IDR 1,360 270.00 24.77% |
| Symbol | Pudjiadi |
Pudjiadi Sons '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 Pudjiadi Sons' 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 Pudjiadi Sons.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Pudjiadi Sons on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Pudjiadi Sons Tbk or generate 0.0% return on investment in Pudjiadi Sons over 180 days. Pudjiadi Sons is related to or competes with Pembangunan Jaya, Panorama Sentrawisata, Millennium Pharmacon, and Tempo Inti. PT Pudjiadi and Sons Tbk operates hotels and hotel facilities More
Pudjiadi Sons 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 Pudjiadi Sons' 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 Pudjiadi Sons Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.237 | |||
| Maximum Drawdown | 44.91 | |||
| Potential Upside | 24.57 |
Pudjiadi Sons Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pudjiadi Sons' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pudjiadi Sons' standard deviation. In reality, there are many statistical measures that can use Pudjiadi Sons historical prices to predict the future Pudjiadi Sons' volatility.| Risk Adjusted Performance | 0.2032 | |||
| Jensen Alpha | 2.01 | |||
| Total Risk Alpha | 0.7282 | |||
| Treynor Ratio | (3.07) |
Pudjiadi Sons Tbk Backtested Returns
Pudjiadi Sons is very steady given 3 months investment horizon. Pudjiadi Sons Tbk maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the firm had a 0.26% return per unit of risk over the last 3 months. We were able to collect data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 2.0% are justified by taking the suggested risk. Use Pudjiadi Sons Variance of 58.42, coefficient of variation of 393.56, and Risk Adjusted Performance of 0.2032 to evaluate company specific risk that cannot be diversified away. Pudjiadi Sons holds a performance score of 20 on a scale of zero to a hundred. The company holds a Beta of -0.63, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Pudjiadi Sons are expected to decrease at a much lower rate. During the bear market, Pudjiadi Sons is likely to outperform the market. Use Pudjiadi Sons standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to analyze future returns on Pudjiadi Sons.
Auto-correlation | 0.31 |
Below average predictability
Pudjiadi Sons Tbk has below average predictability. Overlapping area represents the amount of predictability between Pudjiadi Sons time series from 31st of May 2024 to 29th of August 2024 and 29th of August 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 Pudjiadi Sons Tbk price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Pudjiadi Sons price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 76.9 K |
Pudjiadi Sons Tbk lagged returns against current returns
Autocorrelation, which is Pudjiadi Sons 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 Pudjiadi Sons' stock expected returns. We can calculate the autocorrelation of Pudjiadi Sons returns to help us make a trade decision. For example, suppose you find that Pudjiadi Sons 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 |
Pudjiadi Sons 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 Pudjiadi Sons stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pudjiadi Sons stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pudjiadi Sons stock over time.
Current vs Lagged Prices |
| Timeline |
Pudjiadi Sons Lagged Returns
When evaluating Pudjiadi Sons' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pudjiadi Sons stock have on its future price. Pudjiadi Sons 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, Pudjiadi Sons autocorrelation shows the relationship between Pudjiadi Sons stock current value and its past values and can show if there is a momentum factor associated with investing in Pudjiadi Sons Tbk.
Regressed Prices |
| Timeline |
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Pudjiadi Sons financial ratios help investors to determine whether Pudjiadi 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 Pudjiadi with respect to the benefits of owning Pudjiadi Sons security.