Intiland Development (Indonesia) Market Value
| DILD Stock | IDR 165.00 3.00 1.79% |
| Symbol | Intiland |
Intiland Development '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 Intiland Development'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 Intiland Development.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Intiland Development on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Intiland Development Tbk or generate 0.0% return on investment in Intiland Development over 30 days. Intiland Development is related to or competes with Lippo Cikarang, Lippo Karawaci, Mitra Pinasthika, Jakarta Int, Indosterling Technomedia, Indosat Tbk, and Bank Negara. PT Intiland Development Tbk, together with its subsidiaries, develops, manages, sells, and invests in real estate proper... More
Intiland Development 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 Intiland Development'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 Intiland Development Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 8.41 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 2.97 |
Intiland Development Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intiland Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intiland Development's standard deviation. In reality, there are many statistical measures that can use Intiland Development historical prices to predict the future Intiland Development's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | 0.7441 |
Intiland Development Tbk Backtested Returns
Intiland Development Tbk holds Efficiency (Sharpe) Ratio of -0.0886, which attests that the entity had a -0.0886% return per unit of risk over the last 3 months. Intiland Development Tbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intiland Development's Risk Adjusted Performance of (0.07), standard deviation of 2.03, and Market Risk Adjusted Performance of 0.7541 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intiland Development are expected to decrease at a much lower rate. During the bear market, Intiland Development is likely to outperform the market. At this point, Intiland Development Tbk has a negative expected return of -0.18%. Please make sure to check out Intiland Development's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Intiland Development Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Intiland Development Tbk has weak predictability. Overlapping area represents the amount of predictability between Intiland Development time series from 31st of October 2024 to 15th of November 2024 and 15th of November 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 Intiland Development Tbk price movement. The serial correlation of 0.22 indicates that over 22.0% of current Intiland Development price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 3.56 |
Intiland Development Tbk lagged returns against current returns
Autocorrelation, which is Intiland Development 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 Intiland Development's stock expected returns. We can calculate the autocorrelation of Intiland Development returns to help us make a trade decision. For example, suppose you find that Intiland Development 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 |
Intiland Development 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 Intiland Development stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intiland Development stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intiland Development stock over time.
Current vs Lagged Prices |
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Intiland Development Lagged Returns
When evaluating Intiland Development's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intiland Development stock have on its future price. Intiland Development 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, Intiland Development autocorrelation shows the relationship between Intiland Development stock current value and its past values and can show if there is a momentum factor associated with investing in Intiland Development Tbk.
Regressed Prices |
| Timeline |
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Intiland Development financial ratios help investors to determine whether Intiland 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 Intiland with respect to the benefits of owning Intiland Development security.