Catur Sentosa (Indonesia) Market Value
| CSAP Stock | IDR 454.00 2.00 0.44% |
| Symbol | Catur |
Catur Sentosa '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 Catur Sentosa'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 Catur Sentosa.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Catur Sentosa on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Catur Sentosa Adiprana or generate 0.0% return on investment in Catur Sentosa over 360 days. Catur Sentosa is related to or competes with Nusa Konstruksi, Bukit Darmo, Bayu Buana, Astra Graphia, and Colorpak Indonesia. PT Catur Sentosa Adiprana Tbk, through its subsidiaries, distributes building materials and consumer products in Indones... More
Catur Sentosa 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 Catur Sentosa'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 Catur Sentosa Adiprana upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 20.46 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 4.22 |
Catur Sentosa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catur Sentosa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catur Sentosa's standard deviation. In reality, there are many statistical measures that can use Catur Sentosa historical prices to predict the future Catur Sentosa's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.15) |
Catur Sentosa Adiprana Backtested Returns
Catur Sentosa Adiprana secures Sharpe Ratio (or Efficiency) of -0.0235, which signifies that the company had a -0.0235% return per unit of risk over the last 3 months. Catur Sentosa Adiprana exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Catur Sentosa's Standard Deviation of 2.58, risk adjusted performance of (0.01), and Mean Deviation of 1.5 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catur Sentosa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catur Sentosa is expected to be smaller as well. At this point, Catur Sentosa Adiprana has a negative expected return of -0.0625%. Please make sure to confirm Catur Sentosa's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Catur Sentosa Adiprana performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Catur Sentosa Adiprana has insignificant predictability. Overlapping area represents the amount of predictability between Catur Sentosa time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th of December 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 Catur Sentosa Adiprana price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Catur Sentosa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 210.59 |
Catur Sentosa Adiprana lagged returns against current returns
Autocorrelation, which is Catur Sentosa 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 Catur Sentosa's stock expected returns. We can calculate the autocorrelation of Catur Sentosa returns to help us make a trade decision. For example, suppose you find that Catur Sentosa 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 |
Catur Sentosa 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 Catur Sentosa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catur Sentosa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catur Sentosa stock over time.
Current vs Lagged Prices |
| Timeline |
Catur Sentosa Lagged Returns
When evaluating Catur Sentosa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catur Sentosa stock have on its future price. Catur Sentosa 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, Catur Sentosa autocorrelation shows the relationship between Catur Sentosa stock current value and its past values and can show if there is a momentum factor associated with investing in Catur Sentosa Adiprana.
Regressed Prices |
| Timeline |
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Catur Sentosa financial ratios help investors to determine whether Catur 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 Catur with respect to the benefits of owning Catur Sentosa security.