Pollux Investasi (Indonesia) Market Value
| POLI Stock | 800.00 0.00 0.00% |
| Symbol | Pollux |
Pollux Investasi '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 Pollux Investasi'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 Pollux Investasi.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Pollux Investasi on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Pollux Investasi Internasional or generate 0.0% return on investment in Pollux Investasi over 30 days. Pollux Investasi is related to or competes with Jaya Sukses, Modernland Realty, Suryamas Dutamakmur, and Natura City. More
Pollux Investasi 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 Pollux Investasi'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 Pollux Investasi Internasional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.68 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 19.7 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 6.67 |
Pollux Investasi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pollux Investasi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pollux Investasi's standard deviation. In reality, there are many statistical measures that can use Pollux Investasi historical prices to predict the future Pollux Investasi's volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.0631 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3947 |
Pollux Investasi Int Backtested Returns
As of now, Pollux Stock is very steady. Pollux Investasi Int maintains Sharpe Ratio (i.e., Efficiency) of 0.0437, which implies the firm had a 0.0437% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Pollux Investasi Int, which you can use to evaluate the volatility of the company. Please check Pollux Investasi's Coefficient Of Variation of 2592.81, risk adjusted performance of 0.0366, and Semi Deviation of 1.54 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Pollux Investasi has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pollux Investasi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pollux Investasi is expected to be smaller as well. Pollux Investasi Int right now holds a risk of 2.7%. Please check Pollux Investasi Int sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Pollux Investasi Int will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Pollux Investasi Internasional has no correlation between past and present. Overlapping area represents the amount of predictability between Pollux Investasi time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Pollux Investasi Int price movement. The serial correlation of 0.0 indicates that just 0.0% of current Pollux Investasi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pollux Investasi Int lagged returns against current returns
Autocorrelation, which is Pollux Investasi 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 Pollux Investasi's stock expected returns. We can calculate the autocorrelation of Pollux Investasi returns to help us make a trade decision. For example, suppose you find that Pollux Investasi 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 |
Pollux Investasi 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 Pollux Investasi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pollux Investasi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pollux Investasi stock over time.
Current vs Lagged Prices |
| Timeline |
Pollux Investasi Lagged Returns
When evaluating Pollux Investasi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pollux Investasi stock have on its future price. Pollux Investasi 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, Pollux Investasi autocorrelation shows the relationship between Pollux Investasi stock current value and its past values and can show if there is a momentum factor associated with investing in Pollux Investasi Internasional.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Pollux Stock
Pollux Investasi financial ratios help investors to determine whether Pollux 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 Pollux with respect to the benefits of owning Pollux Investasi security.