Dian Swastatika (Indonesia) Market Value
| DSSA Stock | IDR 41,100 925.00 2.30% |
| Symbol | Dian |
Dian Swastatika '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 Dian Swastatika'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 Dian Swastatika.
| 09/16/2024 |
| 12/15/2024 |
If you would invest 0.00 in Dian Swastatika on September 16, 2024 and sell it all today you would earn a total of 0.00 from holding Dian Swastatika Sentosa or generate 0.0% return on investment in Dian Swastatika over 90 days. Dian Swastatika is related to or competes with Harum Energy, Delta Dunia, Adi Sarana, Elang Mahkota, and Erajaya Swasembada. More
Dian Swastatika 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 Dian Swastatika'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 Dian Swastatika Sentosa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.66 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 13.7 | |||
| Value At Risk | (4.16) | |||
| Potential Upside | 4.57 |
Dian Swastatika Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dian Swastatika's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dian Swastatika's standard deviation. In reality, there are many statistical measures that can use Dian Swastatika historical prices to predict the future Dian Swastatika's volatility.| Risk Adjusted Performance | 0.0115 | |||
| Jensen Alpha | 0.0128 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.06) |
Dian Swastatika Sentosa Backtested Returns
As of now, Dian Stock is very steady. Dian Swastatika Sentosa secures Sharpe Ratio (or Efficiency) of 0.0119, which denotes the company had a 0.0119% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Dian Swastatika Sentosa, which you can use to evaluate the volatility of the firm. Please confirm Dian Swastatika's Semi Deviation of 2.57, mean deviation of 1.72, and Downside Deviation of 2.66 to check if the risk estimate we provide is consistent with the expected return of 0.0296%. The firm shows a Beta (market volatility) of -0.0874, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dian Swastatika are expected to decrease at a much lower rate. During the bear market, Dian Swastatika is likely to outperform the market. Dian Swastatika Sentosa right now shows a risk of 2.48%. Please confirm Dian Swastatika Sentosa market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Dian Swastatika Sentosa will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Dian Swastatika Sentosa has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dian Swastatika time series from 16th of September 2024 to 31st of October 2024 and 31st of October 2024 to 15th 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 Dian Swastatika Sentosa price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Dian Swastatika price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 7.9 M |
Dian Swastatika Sentosa lagged returns against current returns
Autocorrelation, which is Dian Swastatika 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 Dian Swastatika's stock expected returns. We can calculate the autocorrelation of Dian Swastatika returns to help us make a trade decision. For example, suppose you find that Dian Swastatika 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 |
Dian Swastatika 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 Dian Swastatika stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dian Swastatika stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dian Swastatika stock over time.
Current vs Lagged Prices |
| Timeline |
Dian Swastatika Lagged Returns
When evaluating Dian Swastatika's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dian Swastatika stock have on its future price. Dian Swastatika 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, Dian Swastatika autocorrelation shows the relationship between Dian Swastatika stock current value and its past values and can show if there is a momentum factor associated with investing in Dian Swastatika Sentosa.
Regressed Prices |
| Timeline |
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Dian Swastatika financial ratios help investors to determine whether Dian 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 Dian with respect to the benefits of owning Dian Swastatika security.