Solusi Sinergi (Indonesia) Market Value
| WIFI Stock | IDR 418.00 12.00 2.79% |
| Symbol | Solusi |
Solusi Sinergi '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 Solusi Sinergi'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 Solusi Sinergi.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Solusi Sinergi on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Solusi Sinergi Digital or generate 0.0% return on investment in Solusi Sinergi over 480 days. Solusi Sinergi is related to or competes with DCI Indonesia, Digital Mediatama, Multipolar Technology, Bank Net, and Indosterling Technomedia. PT Solusi Sinergi Digital Tbk engages in the infrastructure network, applications and software, warehousing, out of home... More
Solusi Sinergi 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 Solusi Sinergi'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 Solusi Sinergi Digital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.91 | |||
| Information Ratio | 0.1483 | |||
| Maximum Drawdown | 24.56 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 11.59 |
Solusi Sinergi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Solusi Sinergi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Solusi Sinergi's standard deviation. In reality, there are many statistical measures that can use Solusi Sinergi historical prices to predict the future Solusi Sinergi's volatility.| Risk Adjusted Performance | 0.1364 | |||
| Jensen Alpha | 0.7802 | |||
| Total Risk Alpha | 0.0711 | |||
| Sortino Ratio | 0.2192 | |||
| Treynor Ratio | (3.06) |
Solusi Sinergi Digital Backtested Returns
Solusi Sinergi appears to be very steady, given 3 months investment horizon. Solusi Sinergi Digital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19% return per unit of risk over the last 3 months. By inspecting Solusi Sinergi's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please review Solusi Sinergi's Risk Adjusted Performance of 0.1364, coefficient of variation of 564.06, and Semi Deviation of 2.2 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Solusi Sinergi holds a performance score of 15. The entity has a beta of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Solusi Sinergi are expected to decrease at a much lower rate. During the bear market, Solusi Sinergi is likely to outperform the market. Please check Solusi Sinergi's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Solusi Sinergi's existing price patterns will revert.
Auto-correlation | -0.92 |
Near perfect reversele predictability
Solusi Sinergi Digital has near perfect reversele predictability. Overlapping area represents the amount of predictability between Solusi Sinergi time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th 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 Solusi Sinergi Digital price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current Solusi Sinergi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.92 | |
| Spearman Rank Test | -0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 8248.45 |
Solusi Sinergi Digital lagged returns against current returns
Autocorrelation, which is Solusi Sinergi 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 Solusi Sinergi's stock expected returns. We can calculate the autocorrelation of Solusi Sinergi returns to help us make a trade decision. For example, suppose you find that Solusi Sinergi 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 |
Solusi Sinergi 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 Solusi Sinergi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Solusi Sinergi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Solusi Sinergi stock over time.
Current vs Lagged Prices |
| Timeline |
Solusi Sinergi Lagged Returns
When evaluating Solusi Sinergi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Solusi Sinergi stock have on its future price. Solusi Sinergi 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, Solusi Sinergi autocorrelation shows the relationship between Solusi Sinergi stock current value and its past values and can show if there is a momentum factor associated with investing in Solusi Sinergi Digital.
Regressed Prices |
| Timeline |
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Solusi Sinergi financial ratios help investors to determine whether Solusi 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 Solusi with respect to the benefits of owning Solusi Sinergi security.