PT Winner (Indonesia) Market Value
| WINR Stock | 14.00 1.00 6.67% |
| Symbol | WINR |
PT Winner '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 Winner'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 Winner.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in PT Winner on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding PT Winner Nusantara or generate 0.0% return on investment in PT Winner over 180 days. PT Winner is related to or competes with Pollux Properti, Jaya Sukses, Natura City, Maha Properti, and Trimitra Propertindo. More
PT Winner 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 Winner'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 Winner Nusantara upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 20.0 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
PT Winner Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Winner's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Winner's standard deviation. In reality, there are many statistical measures that can use PT Winner historical prices to predict the future PT Winner's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (1.19) | |||
| Treynor Ratio | 1.03 |
PT Winner Nusantara Backtested Returns
PT Winner Nusantara retains Efficiency (Sharpe Ratio) of -0.078, which implies the firm had a -0.078% return per unit of price deviation over the last 3 months. PT Winner exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PT Winner's market risk adjusted performance of 1.04, and Information Ratio of (0.13) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PT Winner are expected to decrease at a much lower rate. During the bear market, PT Winner is likely to outperform the market. At this point, PT Winner Nusantara has a negative expected return of -0.31%. Please make sure to check PT Winner's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if PT Winner Nusantara performance from the past will be repeated at some future date.
Auto-correlation | -0.42 |
Modest reverse predictability
PT Winner Nusantara has modest reverse predictability. Overlapping area represents the amount of predictability between PT Winner time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Winner Nusantara price movement. The serial correlation of -0.42 indicates that just about 42.0% of current PT Winner price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.4 |
PT Winner Nusantara lagged returns against current returns
Autocorrelation, which is PT Winner 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 Winner's stock expected returns. We can calculate the autocorrelation of PT Winner returns to help us make a trade decision. For example, suppose you find that PT Winner 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 Winner 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 Winner stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Winner stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Winner stock over time.
Current vs Lagged Prices |
| Timeline |
PT Winner Lagged Returns
When evaluating PT Winner's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Winner stock have on its future price. PT Winner 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 Winner autocorrelation shows the relationship between PT Winner stock current value and its past values and can show if there is a momentum factor associated with investing in PT Winner Nusantara.
Regressed Prices |
| Timeline |
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PT Winner financial ratios help investors to determine whether WINR 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 WINR with respect to the benefits of owning PT Winner security.