PT Hatten (Indonesia) Market Value
| WINE Stock | 354.00 4.00 1.14% |
| Symbol | WINE |
PT Hatten '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 Hatten'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 PT Hatten.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in PT Hatten on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding PT Hatten Bali or generate 0.0% return on investment in PT Hatten over 360 days. PT Hatten is related to or competes with Bank Central, Bank Rakyat, Bayan Resources, Bank Mandiri, Astra International, Chandra Asri, and Bank Negara. More
PT Hatten 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 Hatten'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 PT Hatten Bali upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.74 | |||
| Information Ratio | 0.0393 | |||
| Maximum Drawdown | 19.9 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 6.7 |
PT Hatten Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Hatten's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Hatten's standard deviation. In reality, there are many statistical measures that can use PT Hatten historical prices to predict the future PT Hatten's volatility.| Risk Adjusted Performance | 0.0646 | |||
| Jensen Alpha | 0.225 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0543 | |||
| Treynor Ratio | 0.7297 |
PT Hatten Bali Backtested Returns
PT Hatten appears to be very steady, given 3 months investment horizon. PT Hatten Bali retains Efficiency (Sharpe Ratio) of 0.0824, which implies the firm had a 0.0824% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for PT Hatten, which you can use to evaluate the volatility of the company. Please evaluate PT Hatten's standard deviation of 3.79, and Market Risk Adjusted Performance of 0.7397 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Hatten holds a performance score of 6. The company owns a Beta (Systematic Risk) of 0.37, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Hatten's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Hatten is expected to be smaller as well. Please check PT Hatten's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether PT Hatten's current price history will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
PT Hatten Bali has very good reverse predictability. Overlapping area represents the amount of predictability between PT Hatten time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Hatten Bali price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current PT Hatten price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1371.2 |
PT Hatten Bali lagged returns against current returns
Autocorrelation, which is PT Hatten 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 PT Hatten's stock expected returns. We can calculate the autocorrelation of PT Hatten returns to help us make a trade decision. For example, suppose you find that PT Hatten 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 |
PT Hatten 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 Hatten stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Hatten stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Hatten stock over time.
Current vs Lagged Prices |
| Timeline |
PT Hatten Lagged Returns
When evaluating PT Hatten's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Hatten stock have on its future price. PT Hatten 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 Hatten autocorrelation shows the relationship between PT Hatten stock current value and its past values and can show if there is a momentum factor associated with investing in PT Hatten Bali.
Regressed Prices |
| Timeline |
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PT Hatten financial ratios help investors to determine whether WINE 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 WINE with respect to the benefits of owning PT Hatten security.