Inti Bangun (Indonesia) Market Value
| IBST Stock | IDR 5,050 25.00 0.49% |
| Symbol | Inti |
Inti Bangun '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 Inti Bangun'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 Inti Bangun.
| 09/16/2024 |
| 12/15/2024 |
If you would invest 0.00 in Inti Bangun on September 16, 2024 and sell it all today you would earn a total of 0.00 from holding Inti Bangun Sejahtera or generate 0.0% return on investment in Inti Bangun over 90 days. Inti Bangun is related to or competes with Bali Towerindo, Dian Swastatika, Humpuss Intermoda, and Solusi Tunas. More
Inti Bangun 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 Inti Bangun'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 Inti Bangun Sejahtera upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.48 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 19.74 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 8.91 |
Inti Bangun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inti Bangun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inti Bangun's standard deviation. In reality, there are many statistical measures that can use Inti Bangun historical prices to predict the future Inti Bangun's volatility.| Risk Adjusted Performance | 0.0155 | |||
| Jensen Alpha | 0.0231 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 2.66 |
Inti Bangun Sejahtera Backtested Returns
Inti Bangun Sejahtera holds Efficiency (Sharpe) Ratio of -0.0421, which attests that the entity had a -0.0421% return per unit of risk over the last 3 months. Inti Bangun Sejahtera exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inti Bangun's Risk Adjusted Performance of 0.0155, downside deviation of 4.48, and Market Risk Adjusted Performance of 2.67 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.009, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inti Bangun's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inti Bangun is expected to be smaller as well. At this point, Inti Bangun Sejahtera has a negative expected return of -0.12%. Please make sure to check out Inti Bangun's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Inti Bangun Sejahtera performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Inti Bangun Sejahtera has weak reverse predictability. Overlapping area represents the amount of predictability between Inti Bangun 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 Inti Bangun Sejahtera price movement. The serial correlation of -0.22 indicates that over 22.0% of current Inti Bangun price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 9492.72 |
Inti Bangun Sejahtera lagged returns against current returns
Autocorrelation, which is Inti Bangun 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 Inti Bangun's stock expected returns. We can calculate the autocorrelation of Inti Bangun returns to help us make a trade decision. For example, suppose you find that Inti Bangun 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 |
Inti Bangun 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 Inti Bangun stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inti Bangun stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inti Bangun stock over time.
Current vs Lagged Prices |
| Timeline |
Inti Bangun Lagged Returns
When evaluating Inti Bangun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inti Bangun stock have on its future price. Inti Bangun 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, Inti Bangun autocorrelation shows the relationship between Inti Bangun stock current value and its past values and can show if there is a momentum factor associated with investing in Inti Bangun Sejahtera.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Inti Stock
Inti Bangun financial ratios help investors to determine whether Inti 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 Inti with respect to the benefits of owning Inti Bangun security.