Perusahaan Perseroan (Germany) Market Value
| PTI Stock | EUR 15.70 0.30 1.88% |
| Symbol | Perusahaan |
Perusahaan Perseroan '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 Perseroan'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 Perusahaan Perseroan.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Perusahaan Perseroan on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Perusahaan Perseroan PT or generate 0.0% return on investment in Perusahaan Perseroan over 30 days. Perusahaan Perseroan is related to or competes with NORWEGIAN AIR, TRADEGATE, TRADEDOUBLER, MARKET VECTR, and Pentair Plc. Perusahaan Perseroan PT Telekomunikasi Indonesia Tbk provides telecommunications, information, and media and edutainment... More
Perusahaan Perseroan 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 Perseroan'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 Perusahaan Perseroan PT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 20.35 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 3.25 |
Perusahaan Perseroan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perusahaan Perseroan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perusahaan Perseroan's standard deviation. In reality, there are many statistical measures that can use Perusahaan Perseroan historical prices to predict the future Perusahaan Perseroan's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (0.06) |
Perusahaan Perseroan Backtested Returns
Perusahaan Perseroan maintains Sharpe Ratio (i.e., Efficiency) of -0.0344, which implies the firm had a -0.0344% return per unit of risk over the last 3 months. Perusahaan Perseroan exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Perusahaan Perseroan's Risk Adjusted Performance of (0.01), coefficient of variation of (4,038), and Variance of 8.3 to confirm the risk estimate we provide. The company holds a Beta of 1.47, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Perusahaan Perseroan will likely underperform. At this point, Perusahaan Perseroan has a negative expected return of -0.0996%. Please make sure to check Perusahaan Perseroan's potential upside, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to decide if Perusahaan Perseroan performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Perusahaan Perseroan PT has modest reverse predictability. Overlapping area represents the amount of predictability between Perusahaan Perseroan time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Perusahaan Perseroan price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Perusahaan Perseroan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Perusahaan Perseroan lagged returns against current returns
Autocorrelation, which is Perusahaan Perseroan 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 Perusahaan Perseroan's stock expected returns. We can calculate the autocorrelation of Perusahaan Perseroan returns to help us make a trade decision. For example, suppose you find that Perusahaan Perseroan 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 |
Perusahaan Perseroan 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 Perseroan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perusahaan Perseroan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perusahaan Perseroan stock over time.
Current vs Lagged Prices |
| Timeline |
Perusahaan Perseroan Lagged Returns
When evaluating Perusahaan Perseroan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perusahaan Perseroan stock have on its future price. Perusahaan Perseroan 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 Perseroan autocorrelation shows the relationship between Perusahaan Perseroan stock current value and its past values and can show if there is a momentum factor associated with investing in Perusahaan Perseroan PT.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Perusahaan Stock
Perusahaan Perseroan financial ratios help investors to determine whether Perusahaan 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 Perusahaan with respect to the benefits of owning Perusahaan Perseroan security.