Yanaprima Hastapersada (Indonesia) Market Value
| YPAS Stock | IDR 610.00 5.00 0.81% |
| Symbol | Yanaprima |
Yanaprima Hastapersada '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 Yanaprima Hastapersada'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 Yanaprima Hastapersada.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Yanaprima Hastapersada on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Yanaprima Hastapersada Tbk or generate 0.0% return on investment in Yanaprima Hastapersada over 90 days. Yanaprima Hastapersada is related to or competes with Gajah Tunggal, Matahari Department, Mitra Pinasthika, Map Boga, Argo Pantes, Integra Indocabinet, and Ramayana Lestari. PT Yanaprima Hastapersada Tbk manufactures and exports polypropylene and polyethylene woven bags in Indonesia, rest of A... More
Yanaprima Hastapersada 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 Yanaprima Hastapersada'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 Yanaprima Hastapersada Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.82 | |||
| Information Ratio | 0.0654 | |||
| Maximum Drawdown | 39.06 | |||
| Value At Risk | (10.29) | |||
| Potential Upside | 24.58 |
Yanaprima Hastapersada Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yanaprima Hastapersada's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yanaprima Hastapersada's standard deviation. In reality, there are many statistical measures that can use Yanaprima Hastapersada historical prices to predict the future Yanaprima Hastapersada's volatility.| Risk Adjusted Performance | 0.0674 | |||
| Jensen Alpha | 0.5679 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0929 | |||
| Treynor Ratio | 0.9429 |
Yanaprima Hastapersada February 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0674 | |||
| Market Risk Adjusted Performance | 0.9529 | |||
| Mean Deviation | 5.25 | |||
| Semi Deviation | 5.08 | |||
| Downside Deviation | 5.82 | |||
| Coefficient Of Variation | 1311.3 | |||
| Standard Deviation | 8.27 | |||
| Variance | 68.36 | |||
| Information Ratio | 0.0654 | |||
| Jensen Alpha | 0.5679 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0929 | |||
| Treynor Ratio | 0.9429 | |||
| Maximum Drawdown | 39.06 | |||
| Value At Risk | (10.29) | |||
| Potential Upside | 24.58 | |||
| Downside Variance | 33.84 | |||
| Semi Variance | 25.76 | |||
| Expected Short fall | (7.85) | |||
| Skewness | 1.66 | |||
| Kurtosis | 3.48 |
Yanaprima Hastapersada Backtested Returns
Yanaprima Hastapersada appears to be very steady, given 3 months investment horizon. Yanaprima Hastapersada shows Sharpe Ratio of 0.0859, which attests that the company had a 0.0859 % return per unit of risk over the last 3 months. By examining Yanaprima Hastapersada's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please utilize Yanaprima Hastapersada's Market Risk Adjusted Performance of 0.9529, mean deviation of 5.25, and Downside Deviation of 5.82 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yanaprima Hastapersada holds a performance score of 6. The firm maintains a market beta of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yanaprima Hastapersada's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yanaprima Hastapersada is expected to be smaller as well. Please check Yanaprima Hastapersada's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Yanaprima Hastapersada's historical returns will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Yanaprima Hastapersada Tbk has virtually no predictability. Overlapping area represents the amount of predictability between Yanaprima Hastapersada time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yanaprima Hastapersada price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Yanaprima Hastapersada price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 2582.71 |
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Yanaprima Hastapersada financial ratios help investors to determine whether Yanaprima 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 Yanaprima with respect to the benefits of owning Yanaprima Hastapersada security.