Victoria Investama (Indonesia) Market Value
| VICO Stock | IDR 199.00 7.00 3.40% |
| Symbol | Victoria |
Victoria Investama '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 Victoria Investama'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 Victoria Investama.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Victoria Investama on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Victoria Investama Tbk or generate 0.0% return on investment in Victoria Investama over 30 days. Victoria Investama is related to or competes with Victoria Insurance, Verena Multi, Trimegah Securities, Tifa Finance, and Bank Nationalnobu. More
Victoria Investama 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 Victoria Investama'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 Victoria Investama Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.6 | |||
| Information Ratio | 0.0807 | |||
| Maximum Drawdown | 41.2 | |||
| Value At Risk | (4.27) | |||
| Potential Upside | 7.48 |
Victoria Investama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victoria Investama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victoria Investama's standard deviation. In reality, there are many statistical measures that can use Victoria Investama historical prices to predict the future Victoria Investama's volatility.| Risk Adjusted Performance | 0.0896 | |||
| Jensen Alpha | 0.4663 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.1693 | |||
| Treynor Ratio | 0.7156 |
Victoria Investama Tbk Backtested Returns
Victoria Investama appears to be very steady, given 3 months investment horizon. Victoria Investama Tbk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% return per unit of risk over the last 3 months. By inspecting Victoria Investama's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please review Victoria Investama's Coefficient Of Variation of 943.61, risk adjusted performance of 0.0896, and Semi Deviation of 2.13 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Victoria Investama holds a performance score of 7. The entity has a beta of 0.79, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Victoria Investama's returns are expected to increase less than the market. However, during the bear market, the loss of holding Victoria Investama is expected to be smaller as well. Please check Victoria Investama's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Victoria Investama's existing price patterns will revert.
Auto-correlation | 0.34 |
Below average predictability
Victoria Investama Tbk has below average predictability. Overlapping area represents the amount of predictability between Victoria Investama time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Victoria Investama Tbk price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Victoria Investama price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 533.89 |
Victoria Investama Tbk lagged returns against current returns
Autocorrelation, which is Victoria Investama 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 Victoria Investama's stock expected returns. We can calculate the autocorrelation of Victoria Investama returns to help us make a trade decision. For example, suppose you find that Victoria Investama 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 |
Victoria Investama 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 Victoria Investama stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victoria Investama stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victoria Investama stock over time.
Current vs Lagged Prices |
| Timeline |
Victoria Investama Lagged Returns
When evaluating Victoria Investama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victoria Investama stock have on its future price. Victoria Investama 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, Victoria Investama autocorrelation shows the relationship between Victoria Investama stock current value and its past values and can show if there is a momentum factor associated with investing in Victoria Investama Tbk.
Regressed Prices |
| Timeline |
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Victoria Investama financial ratios help investors to determine whether Victoria 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 Victoria with respect to the benefits of owning Victoria Investama security.