PT Indosat (Germany) Market Value
| IDO1 Stock | EUR 0.14 0.01 7.69% |
| Symbol | IDO1 |
PT Indosat '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 PT Indosat'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 PT Indosat.
| 12/29/2022 |
| 12/18/2024 |
If you would invest 0.00 in PT Indosat on December 29, 2022 and sell it all today you would earn a total of 0.00 from holding PT Indosat Tbk or generate 0.0% return on investment in PT Indosat over 720 days. PT Indosat is related to or competes with Superior Plus, SIVERS SEMICONDUCTORS, Norsk Hydro, Reliance Steel, RYOHIN UNSPADR1, Vanguard Funds, and Meli Hotels. PT Indosat Tbk, together with its subsidiaries, provides telecommunication services in Indonesia More
PT Indosat 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 PT Indosat'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 PT Indosat Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.48 | |||
| Information Ratio | 0.0122 | |||
| Maximum Drawdown | 56.36 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 16.67 |
PT Indosat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Indosat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Indosat's standard deviation. In reality, there are many statistical measures that can use PT Indosat historical prices to predict the future PT Indosat's volatility.| Risk Adjusted Performance | 0.0235 | |||
| Jensen Alpha | 0.158 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | 0.008 | |||
| Treynor Ratio | 1.3 |
PT Indosat Tbk Backtested Returns
PT Indosat appears to be out of control, given 3 months investment horizon. PT Indosat Tbk retains Efficiency (Sharpe Ratio) of 0.0311, which implies the firm had a 0.0311% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for PT Indosat, which you can use to evaluate the volatility of the company. Please evaluate PT Indosat's standard deviation of 8.85, and Market Risk Adjusted Performance of 1.31 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Indosat holds a performance score of 2. The company owns a Beta (Systematic Risk) of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Indosat's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Indosat is expected to be smaller as well. Please check PT Indosat's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether PT Indosat's current price history will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
PT Indosat Tbk has very weak reverse predictability. Overlapping area represents the amount of predictability between PT Indosat time series from 29th of December 2022 to 24th of December 2023 and 24th of December 2023 to 18th 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 PT Indosat Tbk price movement. The serial correlation of -0.09 indicates that less than 9.0% of current PT Indosat price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Indosat Tbk lagged returns against current returns
Autocorrelation, which is PT Indosat 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 PT Indosat's stock expected returns. We can calculate the autocorrelation of PT Indosat returns to help us make a trade decision. For example, suppose you find that PT Indosat 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 |
PT Indosat 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 PT Indosat stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Indosat stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Indosat stock over time.
Current vs Lagged Prices |
| Timeline |
PT Indosat Lagged Returns
When evaluating PT Indosat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Indosat stock have on its future price. PT Indosat 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, PT Indosat autocorrelation shows the relationship between PT Indosat stock current value and its past values and can show if there is a momentum factor associated with investing in PT Indosat Tbk.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IDO1 Stock
PT Indosat financial ratios help investors to determine whether IDO1 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 IDO1 with respect to the benefits of owning PT Indosat security.