Yulie Sekurindo (Indonesia) Market Value
| YULE Stock | IDR 2,480 30.00 1.20% |
| Symbol | Yulie |
Yulie Sekurindo '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 Yulie Sekurindo'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 Yulie Sekurindo.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Yulie Sekurindo on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Yulie Sekurindo Tbk or generate 0.0% return on investment in Yulie Sekurindo over 30 days. Yulie Sekurindo is related to or competes with Trimegah Securities, Trust Finance, Panca Global, Wahana Ottomitra, and Reliance Securities. PT Yulie Sekuritas Indonesia Tbk engages in the securities brokerage, underwriting, and capital market supervisory agenc... More
Yulie Sekurindo 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 Yulie Sekurindo'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 Yulie Sekurindo Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.4 |
Yulie Sekurindo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yulie Sekurindo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yulie Sekurindo's standard deviation. In reality, there are many statistical measures that can use Yulie Sekurindo historical prices to predict the future Yulie Sekurindo's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (2.33) |
Yulie Sekurindo Tbk Backtested Returns
Yulie Sekurindo Tbk shows Sharpe Ratio of -0.0462, which attests that the company had a -0.0462% return per unit of risk over the last 3 months. Yulie Sekurindo Tbk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yulie Sekurindo's Mean Deviation of 0.2892, market risk adjusted performance of (2.32), and Standard Deviation of 0.8625 to validate the risk estimate we provide. The firm maintains a market beta of 0.0214, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yulie Sekurindo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yulie Sekurindo is expected to be smaller as well. At this point, Yulie Sekurindo Tbk has a negative expected return of -0.0398%. Please make sure to check out Yulie Sekurindo's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Yulie Sekurindo Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.53 |
Good reverse predictability
Yulie Sekurindo Tbk has good reverse predictability. Overlapping area represents the amount of predictability between Yulie Sekurindo time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Yulie Sekurindo Tbk price movement. The serial correlation of -0.53 indicates that about 53.0% of current Yulie Sekurindo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 125.0 |
Yulie Sekurindo Tbk lagged returns against current returns
Autocorrelation, which is Yulie Sekurindo 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 Yulie Sekurindo's stock expected returns. We can calculate the autocorrelation of Yulie Sekurindo returns to help us make a trade decision. For example, suppose you find that Yulie Sekurindo 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 |
Yulie Sekurindo 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 Yulie Sekurindo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yulie Sekurindo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yulie Sekurindo stock over time.
Current vs Lagged Prices |
| Timeline |
Yulie Sekurindo Lagged Returns
When evaluating Yulie Sekurindo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yulie Sekurindo stock have on its future price. Yulie Sekurindo 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, Yulie Sekurindo autocorrelation shows the relationship between Yulie Sekurindo stock current value and its past values and can show if there is a momentum factor associated with investing in Yulie Sekurindo Tbk.
Regressed Prices |
| Timeline |
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Yulie Sekurindo financial ratios help investors to determine whether Yulie 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 Yulie with respect to the benefits of owning Yulie Sekurindo security.