Indosat Tbk (Indonesia) Market Value
| ISAT Stock | IDR 2,430 60.00 2.53% |
| Symbol | Indosat |
Indosat Tbk '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 Indosat Tbk'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 Indosat Tbk.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Indosat Tbk on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Indosat Tbk or generate 0.0% return on investment in Indosat Tbk over 690 days. Indosat Tbk is related to or competes with Astra Agro, Vale Indonesia, Timah Persero, Medco Energi, and Telkom Indonesia. More
Indosat Tbk 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 Indosat Tbk'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 Indosat Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 79.95 | |||
| Value At Risk | (5.74) | |||
| Potential Upside | 5.12 |
Indosat Tbk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indosat Tbk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indosat Tbk's standard deviation. In reality, there are many statistical measures that can use Indosat Tbk historical prices to predict the future Indosat Tbk's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (1.39) | |||
| Total Risk Alpha | (2.75) | |||
| Treynor Ratio | (1.66) |
Indosat Tbk Backtested Returns
Indosat Tbk holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of risk over the last 3 months. Indosat Tbk exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Indosat Tbk's Market Risk Adjusted Performance of (1.65), risk adjusted performance of (0.09), and Standard Deviation of 9.63 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Indosat Tbk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indosat Tbk is expected to be smaller as well. At this point, Indosat Tbk has a negative expected return of -1.32%. Please make sure to check out Indosat Tbk's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Indosat Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.29 |
Weak reverse predictability
Indosat Tbk has weak reverse predictability. Overlapping area represents the amount of predictability between Indosat Tbk time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 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 Indosat Tbk price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Indosat Tbk price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 10.1 M |
Indosat Tbk lagged returns against current returns
Autocorrelation, which is Indosat Tbk 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 Indosat Tbk's stock expected returns. We can calculate the autocorrelation of Indosat Tbk returns to help us make a trade decision. For example, suppose you find that Indosat Tbk 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 |
Indosat Tbk 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 Indosat Tbk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indosat Tbk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indosat Tbk stock over time.
Current vs Lagged Prices |
| Timeline |
Indosat Tbk Lagged Returns
When evaluating Indosat Tbk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indosat Tbk stock have on its future price. Indosat Tbk 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, Indosat Tbk autocorrelation shows the relationship between Indosat Tbk stock current value and its past values and can show if there is a momentum factor associated with investing in Indosat Tbk.
Regressed Prices |
| Timeline |
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Indosat Tbk financial ratios help investors to determine whether Indosat 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 Indosat with respect to the benefits of owning Indosat Tbk security.