Greenwood Sejahtera (Indonesia) Market Value
| GWSA Stock | IDR 132.00 1.00 0.76% |
| Symbol | Greenwood |
Greenwood Sejahtera '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 Greenwood Sejahtera'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 Greenwood Sejahtera.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Greenwood Sejahtera on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Greenwood Sejahtera Tbk or generate 0.0% return on investment in Greenwood Sejahtera over 30 days. Greenwood Sejahtera is related to or competes with Metropolitan Land, Perdana Gapura, Megapolitan Developments, Intiland Development, and Bekasi Fajar. PT Greenwood Sejahtera Tbk, together with its subsidiaries, develops real estate properties in Indonesia More
Greenwood Sejahtera 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 Greenwood Sejahtera'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 Greenwood Sejahtera Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 13.07 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 2.21 |
Greenwood Sejahtera Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greenwood Sejahtera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Greenwood Sejahtera's standard deviation. In reality, there are many statistical measures that can use Greenwood Sejahtera historical prices to predict the future Greenwood Sejahtera's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | (0.84) |
Greenwood Sejahtera Tbk Backtested Returns
Greenwood Sejahtera Tbk holds Efficiency (Sharpe) Ratio of -0.0573, which attests that the entity had a -0.0573% return per unit of risk over the last 3 months. Greenwood Sejahtera Tbk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Greenwood Sejahtera's Risk Adjusted Performance of (0.09), market risk adjusted performance of (0.83), and Standard Deviation of 2.21 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Greenwood Sejahtera's returns are expected to increase less than the market. However, during the bear market, the loss of holding Greenwood Sejahtera is expected to be smaller as well. At this point, Greenwood Sejahtera Tbk has a negative expected return of -0.0738%. Please make sure to check out Greenwood Sejahtera's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Greenwood Sejahtera Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.02 |
Virtually no predictability
Greenwood Sejahtera Tbk has virtually no predictability. Overlapping area represents the amount of predictability between Greenwood Sejahtera 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 Greenwood Sejahtera Tbk price movement. The serial correlation of 0.02 indicates that only 2.0% of current Greenwood Sejahtera price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Greenwood Sejahtera Tbk lagged returns against current returns
Autocorrelation, which is Greenwood Sejahtera 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 Greenwood Sejahtera's stock expected returns. We can calculate the autocorrelation of Greenwood Sejahtera returns to help us make a trade decision. For example, suppose you find that Greenwood Sejahtera 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 |
Greenwood Sejahtera 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 Greenwood Sejahtera stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Greenwood Sejahtera stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Greenwood Sejahtera stock over time.
Current vs Lagged Prices |
| Timeline |
Greenwood Sejahtera Lagged Returns
When evaluating Greenwood Sejahtera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Greenwood Sejahtera stock have on its future price. Greenwood Sejahtera 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, Greenwood Sejahtera autocorrelation shows the relationship between Greenwood Sejahtera stock current value and its past values and can show if there is a momentum factor associated with investing in Greenwood Sejahtera Tbk.
Regressed Prices |
| Timeline |
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Greenwood Sejahtera financial ratios help investors to determine whether Greenwood 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 Greenwood with respect to the benefits of owning Greenwood Sejahtera security.