Siloam International (Indonesia) Market Value
| SILO Stock | IDR 3,040 60.00 2.01% |
| Symbol | Siloam |
Siloam International '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 Siloam International'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 Siloam International.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Siloam International on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Siloam International Hospitals or generate 0.0% return on investment in Siloam International over 720 days. Siloam International is related to or competes with Astra Graphia, Hexindo Adiperkasa, Lautan Luas, Citra Marga, and Darya Varia. PT Siloam International Hospitals Tbk, together with its subsidiaries, provides healthcare services in Indonesia More
Siloam International 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 Siloam International'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 Siloam International Hospitals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.2 | |||
| Information Ratio | 0.0265 | |||
| Maximum Drawdown | 37.29 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 4.22 |
Siloam International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siloam International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siloam International's standard deviation. In reality, there are many statistical measures that can use Siloam International historical prices to predict the future Siloam International's volatility.| Risk Adjusted Performance | 0.0519 | |||
| Jensen Alpha | 0.3026 | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | 0.0219 | |||
| Treynor Ratio | (0.42) |
Siloam International Backtested Returns
Siloam International appears to be very steady, given 3 months investment horizon. Siloam International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.051, which indicates the firm had a 0.051% return per unit of risk over the last 3 months. We have found thirty technical indicators for Siloam International Hospitals, which you can use to evaluate the volatility of the company. Please review Siloam International's Coefficient Of Variation of 1756.18, semi deviation of 4.52, and Risk Adjusted Performance of 0.0519 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Siloam International holds a performance score of 4. The entity has a beta of -0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Siloam International are expected to decrease at a much lower rate. During the bear market, Siloam International is likely to outperform the market. Please check Siloam International's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Siloam International's existing price patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
Siloam International Hospitals has excellent predictability. Overlapping area represents the amount of predictability between Siloam International time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Siloam International price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Siloam International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 109.6 K |
Siloam International lagged returns against current returns
Autocorrelation, which is Siloam International 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 Siloam International's stock expected returns. We can calculate the autocorrelation of Siloam International returns to help us make a trade decision. For example, suppose you find that Siloam International 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 |
Siloam International 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 Siloam International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siloam International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siloam International stock over time.
Current vs Lagged Prices |
| Timeline |
Siloam International Lagged Returns
When evaluating Siloam International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siloam International stock have on its future price. Siloam International 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, Siloam International autocorrelation shows the relationship between Siloam International stock current value and its past values and can show if there is a momentum factor associated with investing in Siloam International Hospitals.
Regressed Prices |
| Timeline |
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Siloam International financial ratios help investors to determine whether Siloam 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 Siloam with respect to the benefits of owning Siloam International security.