Perusahaan Gas Negara Stock Market Value
| PPAAY Stock | USD 4.62 0.00 0.00% |
| Symbol | Perusahaan |
Perusahaan Gas '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 Perusahaan Gas' pink sheet 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 Perusahaan Gas.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Perusahaan Gas on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Perusahaan Gas Negara or generate 0.0% return on investment in Perusahaan Gas over 30 days. Perusahaan Gas is related to or competes with Westbridge Energy, Green Impact, SolarWindow Technologies, and EverGen Infrastructure. PT Perusahaan Gas Negara Tbk, together with its subsidiaries, engages in the transmission and distribution of natural ga... More
Perusahaan Gas 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 Perusahaan Gas' pink sheet 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 Perusahaan Gas Negara upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 18.87 | |||
| Value At Risk | (4.72) |
Perusahaan Gas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perusahaan Gas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perusahaan Gas' standard deviation. In reality, there are many statistical measures that can use Perusahaan Gas historical prices to predict the future Perusahaan Gas' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (6.90) |
Perusahaan Gas Negara Backtested Returns
Perusahaan Gas Negara maintains Sharpe Ratio (i.e., Efficiency) of -0.0423, which implies the firm had a -0.0423 % return per unit of risk over the last 3 months. Perusahaan Gas Negara exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Perusahaan Gas' Variance of 6.56, coefficient of variation of (1,459), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The company holds a Beta of 0.0269, which implies not very significant fluctuations relative to the market. As returns on the market increase, Perusahaan Gas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Perusahaan Gas is expected to be smaller as well. At this point, Perusahaan Gas Negara has a negative expected return of -0.11%. Please make sure to check Perusahaan Gas' risk adjusted performance, variance, as well as the relationship between the Variance and skewness , to decide if Perusahaan Gas Negara performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Perusahaan Gas Negara has perfect predictability. Overlapping area represents the amount of predictability between Perusahaan Gas time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Perusahaan Gas Negara price movement. The serial correlation of 1.0 indicates that 100.0% of current Perusahaan Gas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Perusahaan Gas Negara lagged returns against current returns
Autocorrelation, which is Perusahaan Gas pink sheet'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 Perusahaan Gas' pink sheet expected returns. We can calculate the autocorrelation of Perusahaan Gas returns to help us make a trade decision. For example, suppose you find that Perusahaan Gas has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Perusahaan Gas 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 Perusahaan Gas pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perusahaan Gas pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perusahaan Gas pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Perusahaan Gas Lagged Returns
When evaluating Perusahaan Gas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perusahaan Gas pink sheet have on its future price. Perusahaan Gas 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, Perusahaan Gas autocorrelation shows the relationship between Perusahaan Gas pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Perusahaan Gas Negara.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Perusahaan Pink Sheet Analysis
When running Perusahaan Gas' price analysis, check to measure Perusahaan Gas' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Perusahaan Gas is operating at the current time. Most of Perusahaan Gas' value examination focuses on studying past and present price action to predict the probability of Perusahaan Gas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Perusahaan Gas' price. Additionally, you may evaluate how the addition of Perusahaan Gas to your portfolios can decrease your overall portfolio volatility.