Pt Unilever Indonesia Stock Market Value
| UNLRF Stock | USD 0.11 0.01 8.33% |
| Symbol | UNLRF |
PT Unilever '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 Unilever's pink sheet 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 Unilever.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in PT Unilever on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding PT Unilever Indonesia or generate 0.0% return on investment in PT Unilever over 30 days. PT Unilever is related to or competes with L’Oreal Co, Unilever PLC, Kimberly Clark, Clorox, Colgate Palmolive, Inter Parfums, and Honest. PT Unilever Indonesia Tbk manufactures, markets, and distributes consumer goods in Indonesia More
PT Unilever 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 Unilever's pink sheet 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 Unilever Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 14.29 | |||
| Value At Risk | (6.67) |
PT Unilever Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Unilever's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Unilever's standard deviation. In reality, there are many statistical measures that can use PT Unilever historical prices to predict the future PT Unilever's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.65) | |||
| Total Risk Alpha | (1.03) | |||
| Treynor Ratio | (3.51) |
PT Unilever Indonesia Backtested Returns
PT Unilever Indonesia retains Efficiency (Sharpe Ratio) of -0.21, which implies the firm had a -0.21% return per unit of price deviation over the last 3 months. PT Unilever exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PT Unilever's market risk adjusted performance of (3.50), and Information Ratio of (0.29) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Unilever's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Unilever is expected to be smaller as well. At this point, PT Unilever Indonesia has a negative expected return of -0.46%. Please make sure to check PT Unilever's variance, as well as the relationship between the skewness and day typical price , to decide if PT Unilever Indonesia performance from the past will be repeated at some future date.
Auto-correlation | 0.29 |
Poor predictability
PT Unilever Indonesia has poor predictability. Overlapping area represents the amount of predictability between PT Unilever time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Unilever Indonesia price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current PT Unilever price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Unilever Indonesia lagged returns against current returns
Autocorrelation, which is PT Unilever pink sheet'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 Unilever's pink sheet expected returns. We can calculate the autocorrelation of PT Unilever returns to help us make a trade decision. For example, suppose you find that PT Unilever has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Unilever 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 Unilever pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Unilever pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Unilever pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PT Unilever Lagged Returns
When evaluating PT Unilever's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Unilever pink sheet have on its future price. PT Unilever 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 Unilever autocorrelation shows the relationship between PT Unilever pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PT Unilever Indonesia.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in UNLRF Pink Sheet
PT Unilever financial ratios help investors to determine whether UNLRF Pink Sheet 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 UNLRF with respect to the benefits of owning PT Unilever security.