Lancartama Sejati (Indonesia) Market Value
| TAMA Stock | IDR 14.00 0.00 0.00% |
| Symbol | Lancartama |
Lancartama Sejati '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 Lancartama Sejati'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 Lancartama Sejati.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Lancartama Sejati on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Lancartama Sejati Tbk or generate 0.0% return on investment in Lancartama Sejati over 720 days. Lancartama Sejati is related to or competes with Perintis Triniti, Diamond Citra, Karya Bersama, Pratama Widya, and Era Mandiri. PT Lancartama Sejati TBK provides construction services in Indonesia More
Lancartama Sejati 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 Lancartama Sejati'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 Lancartama Sejati Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 14.84 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Lancartama Sejati Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lancartama Sejati's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lancartama Sejati's standard deviation. In reality, there are many statistical measures that can use Lancartama Sejati historical prices to predict the future Lancartama Sejati's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | (0.1) |
Lancartama Sejati Tbk Backtested Returns
Lancartama Sejati Tbk has Sharpe Ratio of -0.0066, which conveys that the firm had a -0.0066% return per unit of risk over the last 3 months. Lancartama Sejati exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lancartama Sejati's Standard Deviation of 4.21, mean deviation of 2.58, and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.3, 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, Lancartama Sejati will likely underperform. At this point, Lancartama Sejati Tbk has a negative expected return of -0.0271%. Please make sure to verify Lancartama Sejati's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Lancartama Sejati Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.05 |
Virtually no predictability
Lancartama Sejati Tbk has virtually no predictability. Overlapping area represents the amount of predictability between Lancartama Sejati time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Lancartama Sejati Tbk price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Lancartama Sejati price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 11.66 |
Lancartama Sejati Tbk lagged returns against current returns
Autocorrelation, which is Lancartama Sejati 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 Lancartama Sejati's stock expected returns. We can calculate the autocorrelation of Lancartama Sejati returns to help us make a trade decision. For example, suppose you find that Lancartama Sejati 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 |
Lancartama Sejati 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 Lancartama Sejati stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lancartama Sejati stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lancartama Sejati stock over time.
Current vs Lagged Prices |
| Timeline |
Lancartama Sejati Lagged Returns
When evaluating Lancartama Sejati's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lancartama Sejati stock have on its future price. Lancartama Sejati 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, Lancartama Sejati autocorrelation shows the relationship between Lancartama Sejati stock current value and its past values and can show if there is a momentum factor associated with investing in Lancartama Sejati Tbk.
Regressed Prices |
| Timeline |
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Lancartama Sejati financial ratios help investors to determine whether Lancartama 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 Lancartama with respect to the benefits of owning Lancartama Sejati security.