Pudjiadi Prestige (Indonesia) Market Value
| PUDP Stock | IDR 266.00 14.00 5.00% |
| Symbol | Pudjiadi |
Pudjiadi Prestige '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 Prestige'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 Pudjiadi Prestige.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Pudjiadi Prestige on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Pudjiadi Prestige Tbk or generate 0.0% return on investment in Pudjiadi Prestige over 60 days. Pudjiadi Prestige is related to or competes with Ristia Bintang, Suryamas Dutamakmur, Pikko Land, and Hotel Sahid. More
Pudjiadi Prestige 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 Prestige'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 Pudjiadi Prestige Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.66 | |||
| Information Ratio | 0.0464 | |||
| Maximum Drawdown | 32.88 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 4.62 |
Pudjiadi Prestige Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pudjiadi Prestige's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pudjiadi Prestige's standard deviation. In reality, there are many statistical measures that can use Pudjiadi Prestige historical prices to predict the future Pudjiadi Prestige's volatility.| Risk Adjusted Performance | 0.0601 | |||
| Jensen Alpha | 0.2932 | |||
| Total Risk Alpha | (0.55) | |||
| Sortino Ratio | 0.0617 | |||
| Treynor Ratio | 0.4269 |
Pudjiadi Prestige Tbk Backtested Returns
Pudjiadi Prestige appears to be very steady, given 3 months investment horizon. Pudjiadi Prestige Tbk maintains Sharpe Ratio (i.e., Efficiency) of 0.062, which implies the firm had a 0.062% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pudjiadi Prestige Tbk, which you can use to evaluate the volatility of the company. Please evaluate Pudjiadi Prestige's Coefficient Of Variation of 1487.52, semi deviation of 3.83, and Risk Adjusted Performance of 0.0601 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pudjiadi Prestige holds a performance score of 4. The company holds a Beta of 0.95, which implies possible diversification benefits within a given portfolio. Pudjiadi Prestige returns are very sensitive to returns on the market. As the market goes up or down, Pudjiadi Prestige is expected to follow. Please check Pudjiadi Prestige's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Pudjiadi Prestige's historical price patterns will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
Pudjiadi Prestige Tbk has poor reverse predictability. Overlapping area represents the amount of predictability between Pudjiadi Prestige time series from 27th of September 2024 to 27th of October 2024 and 27th of October 2024 to 26th 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 Prestige Tbk price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Pudjiadi Prestige price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1690.41 |
Pudjiadi Prestige Tbk lagged returns against current returns
Autocorrelation, which is Pudjiadi Prestige 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 Prestige's stock expected returns. We can calculate the autocorrelation of Pudjiadi Prestige returns to help us make a trade decision. For example, suppose you find that Pudjiadi Prestige 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 Prestige 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 Prestige stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pudjiadi Prestige stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pudjiadi Prestige stock over time.
Current vs Lagged Prices |
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Pudjiadi Prestige Lagged Returns
When evaluating Pudjiadi Prestige's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pudjiadi Prestige stock have on its future price. Pudjiadi Prestige 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 Prestige autocorrelation shows the relationship between Pudjiadi Prestige stock current value and its past values and can show if there is a momentum factor associated with investing in Pudjiadi Prestige Tbk.
Regressed Prices |
| Timeline |
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Pudjiadi Prestige 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 Prestige security.