Total Bangun (Indonesia) Market Value
| TOTL Stock | IDR 705.00 20.00 2.76% |
| Symbol | Total |
Total Bangun '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 Total Bangun'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 Total Bangun.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Total Bangun on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Total Bangun Persada or generate 0.0% return on investment in Total Bangun over 30 days. Total Bangun is related to or competes with Kawasan Industri, Adhi Karya, Ciputra Development, Solusi Bangun, and Tunas Baru. More
Total Bangun 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 Total Bangun'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 Total Bangun Persada upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.0199 | |||
| Maximum Drawdown | 26.77 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 3.25 |
Total Bangun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Total Bangun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Total Bangun's standard deviation. In reality, there are many statistical measures that can use Total Bangun historical prices to predict the future Total Bangun's volatility.| Risk Adjusted Performance | 0.0529 | |||
| Jensen Alpha | 0.0868 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0248 | |||
| Treynor Ratio | 0.225 |
Total Bangun Persada Backtested Returns
Total Bangun appears to be very steady, given 3 months investment horizon. Total Bangun Persada owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0638, which indicates the firm had a 0.0638% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Total Bangun Persada, which you can use to evaluate the volatility of the company. Please review Total Bangun's Risk Adjusted Performance of 0.0529, coefficient of variation of 1689.38, and Semi Deviation of 2.09 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Total Bangun holds a performance score of 5. The entity has a beta of 0.82, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Total Bangun's returns are expected to increase less than the market. However, during the bear market, the loss of holding Total Bangun is expected to be smaller as well. Please check Total Bangun's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Total Bangun's existing price patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
Total Bangun Persada has below average predictability. Overlapping area represents the amount of predictability between Total Bangun time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Total Bangun Persada price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Total Bangun price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 162.81 |
Total Bangun Persada lagged returns against current returns
Autocorrelation, which is Total Bangun 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 Total Bangun's stock expected returns. We can calculate the autocorrelation of Total Bangun returns to help us make a trade decision. For example, suppose you find that Total Bangun 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 |
Total Bangun 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 Total Bangun stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Total Bangun stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Total Bangun stock over time.
Current vs Lagged Prices |
| Timeline |
Total Bangun Lagged Returns
When evaluating Total Bangun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Total Bangun stock have on its future price. Total Bangun 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, Total Bangun autocorrelation shows the relationship between Total Bangun stock current value and its past values and can show if there is a momentum factor associated with investing in Total Bangun Persada.
Regressed Prices |
| Timeline |
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Total Bangun financial ratios help investors to determine whether Total 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 Total with respect to the benefits of owning Total Bangun security.