PT Sunter (Indonesia) Market Value
| SNLK Stock | IDR 685.00 5.00 0.72% |
| Symbol | SNLK |
PT Sunter '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 PT Sunter'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 PT Sunter.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in PT Sunter on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding PT Sunter Lakeside or generate 0.0% return on investment in PT Sunter over 360 days. PT Sunter is related to or competes with Hotel Fitra, Jasa Armada, Cahayaputra Asa, and Campina Ice. PT Sunter Lakeside Hotel Tbk operates a 4-star luxury hotel under the Sunlake Hotel name in North Jakarta More
PT Sunter 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 PT Sunter'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 PT Sunter Lakeside upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.38 | |||
| Information Ratio | 0.1044 | |||
| Maximum Drawdown | 31.78 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 8.93 |
PT Sunter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Sunter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Sunter's standard deviation. In reality, there are many statistical measures that can use PT Sunter historical prices to predict the future PT Sunter's volatility.| Risk Adjusted Performance | 0.1124 | |||
| Jensen Alpha | 0.4688 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0988 | |||
| Treynor Ratio | 0.7858 |
PT Sunter Lakeside Backtested Returns
PT Sunter appears to be very steady, given 3 months investment horizon. PT Sunter Lakeside retains Efficiency (Sharpe Ratio) of 0.13, which implies the firm had a 0.13% return per unit of price deviation over the last 3 months. By inspecting PT Sunter's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please evaluate PT Sunter's market risk adjusted performance of 0.7958, and Standard Deviation of 4.15 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Sunter holds a performance score of 10. The company owns a Beta (Systematic Risk) of 0.7, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Sunter's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Sunter is expected to be smaller as well. Please check PT Sunter's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether PT Sunter's current price history will revert.
Auto-correlation | 0.66 |
Good predictability
PT Sunter Lakeside has good predictability. Overlapping area represents the amount of predictability between PT Sunter time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 PT Sunter Lakeside price movement. The serial correlation of 0.66 indicates that around 66.0% of current PT Sunter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 14.5 K |
PT Sunter Lakeside lagged returns against current returns
Autocorrelation, which is PT Sunter 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 PT Sunter's stock expected returns. We can calculate the autocorrelation of PT Sunter returns to help us make a trade decision. For example, suppose you find that PT Sunter 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 |
PT Sunter 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 PT Sunter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Sunter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Sunter stock over time.
Current vs Lagged Prices |
| Timeline |
PT Sunter Lagged Returns
When evaluating PT Sunter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Sunter stock have on its future price. PT Sunter 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, PT Sunter autocorrelation shows the relationship between PT Sunter stock current value and its past values and can show if there is a momentum factor associated with investing in PT Sunter Lakeside.
Regressed Prices |
| Timeline |
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PT Sunter financial ratios help investors to determine whether SNLK 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 SNLK with respect to the benefits of owning PT Sunter security.