Dharma Satya (Indonesia) Market Value
| DSNG Stock | IDR 1,130 10.00 0.89% |
| Symbol | Dharma |
Dharma Satya '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 Dharma Satya'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 Dharma Satya.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Dharma Satya on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Dharma Satya Nusantara or generate 0.0% return on investment in Dharma Satya over 30 days. Dharma Satya is related to or competes with Salim Ivomas, Sawit Sumbermas, Austindo Nusantara, Eagle High, and Provident Agro. More
Dharma Satya 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 Dharma Satya'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 Dharma Satya Nusantara upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.86 | |||
| Information Ratio | 0.1252 | |||
| Maximum Drawdown | 32.59 | |||
| Value At Risk | (5.29) | |||
| Potential Upside | 6.17 |
Dharma Satya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dharma Satya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dharma Satya's standard deviation. In reality, there are many statistical measures that can use Dharma Satya historical prices to predict the future Dharma Satya's volatility.| Risk Adjusted Performance | 0.1247 | |||
| Jensen Alpha | 0.746 | |||
| Total Risk Alpha | 0.0611 | |||
| Sortino Ratio | 0.1063 | |||
| Treynor Ratio | (0.51) |
Dharma Satya Nusantara Backtested Returns
Dharma Satya appears to be very steady, given 3 months investment horizon. Dharma Satya Nusantara secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of standard deviation over the last 3 months. By reviewing Dharma Satya's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize Dharma Satya's Semi Deviation of 3.95, mean deviation of 2.74, and Downside Deviation of 4.86 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dharma Satya holds a performance score of 10. The firm shows a Beta (market volatility) of -1.22, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Dharma Satya are expected to decrease by larger amounts. On the other hand, during market turmoil, Dharma Satya is expected to outperform it. Please check Dharma Satya's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Dharma Satya's price patterns will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
Dharma Satya Nusantara has poor reverse predictability. Overlapping area represents the amount of predictability between Dharma Satya time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Dharma Satya Nusantara price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Dharma Satya price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1428.93 |
Dharma Satya Nusantara lagged returns against current returns
Autocorrelation, which is Dharma Satya 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 Dharma Satya's stock expected returns. We can calculate the autocorrelation of Dharma Satya returns to help us make a trade decision. For example, suppose you find that Dharma Satya 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 |
Dharma Satya 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 Dharma Satya stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dharma Satya stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dharma Satya stock over time.
Current vs Lagged Prices |
| Timeline |
Dharma Satya Lagged Returns
When evaluating Dharma Satya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dharma Satya stock have on its future price. Dharma Satya 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, Dharma Satya autocorrelation shows the relationship between Dharma Satya stock current value and its past values and can show if there is a momentum factor associated with investing in Dharma Satya Nusantara.
Regressed Prices |
| Timeline |
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Dharma Satya financial ratios help investors to determine whether Dharma 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 Dharma with respect to the benefits of owning Dharma Satya security.