Teladan Prima (Indonesia) Market Value
| TLDN Stock | 515.00 5.00 0.96% |
| Symbol | Teladan |
Teladan Prima '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 Teladan Prima'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 Teladan Prima.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Teladan Prima on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Teladan Prima Agro or generate 0.0% return on investment in Teladan Prima over 660 days. Teladan Prima is related to or competes with Sumber Tani, Wir Asia, Triputra Agro, Net Visi, and Dayamitra Telekomunikasi. More
Teladan Prima 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 Teladan Prima'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 Teladan Prima Agro upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | 0.0337 | |||
| Maximum Drawdown | 19.74 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 1.85 |
Teladan Prima Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teladan Prima's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teladan Prima's standard deviation. In reality, there are many statistical measures that can use Teladan Prima historical prices to predict the future Teladan Prima's volatility.| Risk Adjusted Performance | 0.0736 | |||
| Jensen Alpha | 0.2672 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0436 | |||
| Treynor Ratio | (0.39) |
Teladan Prima Agro Backtested Returns
As of now, Teladan Stock is very steady. Teladan Prima Agro owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0761, which indicates the firm had a 0.0761% return per unit of risk over the last 3 months. We have found thirty technical indicators for Teladan Prima Agro, which you can use to evaluate the volatility of the company. Please validate Teladan Prima's Semi Deviation of 1.0, coefficient of variation of 1149.54, and Risk Adjusted Performance of 0.0736 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Teladan Prima has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Teladan Prima are expected to decrease at a much lower rate. During the bear market, Teladan Prima is likely to outperform the market. Teladan Prima Agro right now has a risk of 2.48%. Please validate Teladan Prima jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Teladan Prima will be following its existing price patterns.
Auto-correlation | -0.37 |
Poor reverse predictability
Teladan Prima Agro has poor reverse predictability. Overlapping area represents the amount of predictability between Teladan Prima time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 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 Teladan Prima Agro price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Teladan Prima price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 1376.26 |
Teladan Prima Agro lagged returns against current returns
Autocorrelation, which is Teladan Prima 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 Teladan Prima's stock expected returns. We can calculate the autocorrelation of Teladan Prima returns to help us make a trade decision. For example, suppose you find that Teladan Prima 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 |
Teladan Prima 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 Teladan Prima stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teladan Prima stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teladan Prima stock over time.
Current vs Lagged Prices |
| Timeline |
Teladan Prima Lagged Returns
When evaluating Teladan Prima's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teladan Prima stock have on its future price. Teladan Prima 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, Teladan Prima autocorrelation shows the relationship between Teladan Prima stock current value and its past values and can show if there is a momentum factor associated with investing in Teladan Prima Agro.
Regressed Prices |
| Timeline |
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Teladan Prima financial ratios help investors to determine whether Teladan 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 Teladan with respect to the benefits of owning Teladan Prima security.