Yelooo Integra (Indonesia) Market Value
| YELO Stock | 15.00 1.00 7.14% |
| Symbol | Yelooo |
Yelooo Integra '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 Yelooo Integra'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 Yelooo Integra.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Yelooo Integra on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Yelooo Integra Datanet or generate 0.0% return on investment in Yelooo Integra over 30 days. Yelooo Integra is related to or competes with Integra Indocabinet, Multistrada Arah, PT MNC, J Resources, Adaro Energy, Bhuwanatala Indah, and Mitrabara Adiperdana. More
Yelooo Integra 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 Yelooo Integra'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 Yelooo Integra Datanet upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.23 | |||
| Information Ratio | 0.0174 | |||
| Maximum Drawdown | 13.81 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.67 |
Yelooo Integra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yelooo Integra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yelooo Integra's standard deviation. In reality, there are many statistical measures that can use Yelooo Integra historical prices to predict the future Yelooo Integra's volatility.| Risk Adjusted Performance | 0.043 | |||
| Jensen Alpha | 0.2199 | |||
| Total Risk Alpha | (0.52) | |||
| Sortino Ratio | 0.0128 | |||
| Treynor Ratio | (1.10) |
Yelooo Integra Datanet Backtested Returns
Yelooo Integra Datanet shows Sharpe Ratio of -2.0E-4, which attests that the company had a -2.0E-4% return per unit of risk over the last 3 months. Yelooo Integra Datanet exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yelooo Integra's Mean Deviation of 3.41, market risk adjusted performance of (1.09), and Downside Deviation of 6.23 to validate the risk estimate we provide. The firm maintains a market beta of -0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yelooo Integra are expected to decrease at a much lower rate. During the bear market, Yelooo Integra is likely to outperform the market. At this point, Yelooo Integra Datanet has a negative expected return of -8.0E-4%. Please make sure to check out Yelooo Integra's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Yelooo Integra Datanet performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Yelooo Integra Datanet has average predictability. Overlapping area represents the amount of predictability between Yelooo Integra time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Yelooo Integra Datanet price movement. The serial correlation of 0.49 indicates that about 49.0% of current Yelooo Integra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Yelooo Integra Datanet lagged returns against current returns
Autocorrelation, which is Yelooo Integra 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 Yelooo Integra's stock expected returns. We can calculate the autocorrelation of Yelooo Integra returns to help us make a trade decision. For example, suppose you find that Yelooo Integra 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 |
Yelooo Integra 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 Yelooo Integra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yelooo Integra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yelooo Integra stock over time.
Current vs Lagged Prices |
| Timeline |
Yelooo Integra Lagged Returns
When evaluating Yelooo Integra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yelooo Integra stock have on its future price. Yelooo Integra 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, Yelooo Integra autocorrelation shows the relationship between Yelooo Integra stock current value and its past values and can show if there is a momentum factor associated with investing in Yelooo Integra Datanet.
Regressed Prices |
| Timeline |
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Yelooo Integra financial ratios help investors to determine whether Yelooo 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 Yelooo with respect to the benefits of owning Yelooo Integra security.