Kalbe Farma Tbk Stock Market Value
| PTKFY Stock | USD 14.51 0.40 2.83% |
| Symbol | Kalbe |
Kalbe Farma '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 Kalbe Farma's 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 Kalbe Farma.
| 01/26/2024 |
| 01/15/2026 |
If you would invest 0.00 in Kalbe Farma on January 26, 2024 and sell it all today you would earn a total of 0.00 from holding Kalbe Farma Tbk or generate 0.0% return on investment in Kalbe Farma over 720 days. Kalbe Farma is related to or competes with Pacific Health, Mydecine Innovations, Propanc Biopharma, Telescope Innovations, Luff Enterprises, and Biotricity. PT Kalbe Farma Tbk., together with its subsidiaries, develops, manufactures, and trades in pharmaceutical products in In... More
Kalbe Farma 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 Kalbe Farma's 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 Kalbe Farma Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.07 | |||
| Information Ratio | 0.0587 | |||
| Maximum Drawdown | 33.11 | |||
| Value At Risk | (8.31) | |||
| Potential Upside | 7.84 |
Kalbe Farma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kalbe Farma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kalbe Farma's standard deviation. In reality, there are many statistical measures that can use Kalbe Farma historical prices to predict the future Kalbe Farma's volatility.| Risk Adjusted Performance | 0.069 | |||
| Jensen Alpha | 0.2297 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0324 | |||
| Treynor Ratio | 0.2887 |
Kalbe Farma Tbk Backtested Returns
Kalbe Farma appears to be somewhat reliable, given 3 months investment horizon. Kalbe Farma Tbk has Sharpe Ratio of 0.0885, which conveys that the firm had a 0.0885 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Kalbe Farma, which you can use to evaluate the volatility of the firm. Please exercise Kalbe Farma's Risk Adjusted Performance of 0.069, downside deviation of 8.07, and Mean Deviation of 2.0 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kalbe Farma holds a performance score of 7. The company secures a Beta (Market Risk) of 1.29, which conveys 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, Kalbe Farma will likely underperform. Please check Kalbe Farma's value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Kalbe Farma's current price movements will revert.
Auto-correlation | -0.57 |
Good reverse predictability
Kalbe Farma Tbk has good reverse predictability. Overlapping area represents the amount of predictability between Kalbe Farma time series from 26th of January 2024 to 20th of January 2025 and 20th of January 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kalbe Farma Tbk price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Kalbe Farma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 2.71 |
Kalbe Farma Tbk lagged returns against current returns
Autocorrelation, which is Kalbe Farma 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 Kalbe Farma's pink sheet expected returns. We can calculate the autocorrelation of Kalbe Farma returns to help us make a trade decision. For example, suppose you find that Kalbe Farma 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 |
Kalbe Farma 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 Kalbe Farma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kalbe Farma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kalbe Farma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kalbe Farma Lagged Returns
When evaluating Kalbe Farma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kalbe Farma pink sheet have on its future price. Kalbe Farma 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, Kalbe Farma autocorrelation shows the relationship between Kalbe Farma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kalbe Farma Tbk.
Regressed Prices |
| Timeline |
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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 Kalbe Pink Sheet Analysis
When running Kalbe Farma's price analysis, check to measure Kalbe Farma's 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 Kalbe Farma is operating at the current time. Most of Kalbe Farma's value examination focuses on studying past and present price action to predict the probability of Kalbe Farma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kalbe Farma's price. Additionally, you may evaluate how the addition of Kalbe Farma to your portfolios can decrease your overall portfolio volatility.