Tifico Fiber (Indonesia) Market Value

Symbol

Tifico

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 Tifico Fiber'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 Tifico Fiber.

Tifico Fiber Upside/Downside Indicators

Tifico Fiber Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Tifico Fiber's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tifico Fiber's standard deviation. In reality, there are many statistical measures that can use Tifico Fiber historical prices to predict the future Tifico Fiber's volatility.

Autocorrelation, which is Tifico Fiber 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 Tifico Fiber's stock expected returns. We can calculate the autocorrelation of Tifico Fiber returns to help us make a trade decision. For example, suppose you find that Tifico Fiber 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tifico Fiber stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tifico Fiber stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tifico Fiber stock over time.

When evaluating Tifico Fiber's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tifico Fiber stock have on its future price. Tifico Fiber 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, Tifico Fiber autocorrelation shows the relationship between Tifico Fiber stock current value and its past values and can show if there is a momentum factor associated with investing in Tifico Fiber Indonesia.

Tifico Fiber financial ratios help investors to determine whether Tifico 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 Tifico with respect to the benefits of owning Tifico Fiber security.