Dwi Guna (Indonesia) Market Value
| DWGL Stock | IDR 276.00 0.00 0.00% |
| Symbol | Dwi |
Dwi Guna '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 Dwi Guna'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 Dwi Guna.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Dwi Guna on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Dwi Guna Laksana or generate 0.0% return on investment in Dwi Guna over 30 days. Dwi Guna is related to or competes with Bintang Oto, Alfa Energi, Atlas Resources, Arita Prima, and Duta Intidaya. More
Dwi Guna 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 Dwi Guna'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 Dwi Guna Laksana upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.1 | |||
| Information Ratio | 0.2155 | |||
| Maximum Drawdown | 45.27 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 19.23 |
Dwi Guna Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dwi Guna's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dwi Guna's standard deviation. In reality, there are many statistical measures that can use Dwi Guna historical prices to predict the future Dwi Guna's volatility.| Risk Adjusted Performance | 0.1751 | |||
| Jensen Alpha | 1.67 | |||
| Total Risk Alpha | 0.7634 | |||
| Sortino Ratio | 0.3882 | |||
| Treynor Ratio | 22.96 |
Dwi Guna Laksana Backtested Returns
Dwi Guna is very steady given 3 months investment horizon. Dwi Guna Laksana secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the company had a 0.24% return per unit of risk over the last 3 months. We were able to collect data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 1.8% are justified by taking the suggested risk. Use Dwi Guna Downside Deviation of 4.1, mean deviation of 3.74, and Coefficient Of Variation of 436.53 to evaluate company specific risk that cannot be diversified away. Dwi Guna holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.0732, which means not very significant fluctuations relative to the market. As returns on the market increase, Dwi Guna's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dwi Guna is expected to be smaller as well. Use Dwi Guna information ratio, total risk alpha, and the relationship between the variance and jensen alpha , to analyze future returns on Dwi Guna.
Auto-correlation | 0.00 |
No correlation between past and present
Dwi Guna Laksana has no correlation between past and present. Overlapping area represents the amount of predictability between Dwi Guna time series from 15th of November 2024 to 30th of November 2024 and 30th of November 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 Dwi Guna Laksana price movement. The serial correlation of 0.0 indicates that just 0.0% of current Dwi Guna price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dwi Guna Laksana lagged returns against current returns
Autocorrelation, which is Dwi Guna 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 Dwi Guna's stock expected returns. We can calculate the autocorrelation of Dwi Guna returns to help us make a trade decision. For example, suppose you find that Dwi Guna 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 |
Dwi Guna 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 Dwi Guna stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dwi Guna stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dwi Guna stock over time.
Current vs Lagged Prices |
| Timeline |
Dwi Guna Lagged Returns
When evaluating Dwi Guna's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dwi Guna stock have on its future price. Dwi Guna 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, Dwi Guna autocorrelation shows the relationship between Dwi Guna stock current value and its past values and can show if there is a momentum factor associated with investing in Dwi Guna Laksana.
Regressed Prices |
| Timeline |
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Dwi Guna financial ratios help investors to determine whether Dwi 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 Dwi with respect to the benefits of owning Dwi Guna security.