Lippo Cikarang (Indonesia) Market Value
| LPCK Stock | IDR 545.00 20.00 3.54% |
| Symbol | Lippo |
Lippo Cikarang '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 Lippo Cikarang'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 Lippo Cikarang.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Lippo Cikarang on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Lippo Cikarang Tbk or generate 0.0% return on investment in Lippo Cikarang over 30 days. Lippo Cikarang is related to or competes with Lippo Karawaci, Surya Semesta, Modernland Realty, Summarecon Agung, and Alam Sutera. PT Lippo Cikarang Tbk, together with its subsidiaries, engages in the development of real estate and industrial estate p... More
Lippo Cikarang 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 Lippo Cikarang'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 Lippo Cikarang Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 21.54 | |||
| Value At Risk | (5.19) | |||
| Potential Upside | 3.36 |
Lippo Cikarang Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lippo Cikarang's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lippo Cikarang's standard deviation. In reality, there are many statistical measures that can use Lippo Cikarang historical prices to predict the future Lippo Cikarang's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | 1.64 |
Lippo Cikarang Tbk Backtested Returns
Lippo Cikarang Tbk has Sharpe Ratio of -0.19, which conveys that the firm had a -0.19% return per unit of risk over the last 3 months. Lippo Cikarang exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lippo Cikarang's Mean Deviation of 2.0, risk adjusted performance of (0.10), and Standard Deviation of 2.97 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lippo Cikarang are expected to decrease at a much lower rate. During the bear market, Lippo Cikarang is likely to outperform the market. At this point, Lippo Cikarang Tbk has a negative expected return of -0.56%. Please make sure to verify Lippo Cikarang's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Lippo Cikarang Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.83 |
Very good predictability
Lippo Cikarang Tbk has very good predictability. Overlapping area represents the amount of predictability between Lippo Cikarang time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 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 Lippo Cikarang Tbk price movement. The serial correlation of 0.83 indicates that around 83.0% of current Lippo Cikarang price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 342.98 |
Lippo Cikarang Tbk lagged returns against current returns
Autocorrelation, which is Lippo Cikarang 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 Lippo Cikarang's stock expected returns. We can calculate the autocorrelation of Lippo Cikarang returns to help us make a trade decision. For example, suppose you find that Lippo Cikarang 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 |
Lippo Cikarang 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 Lippo Cikarang stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lippo Cikarang stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lippo Cikarang stock over time.
Current vs Lagged Prices |
| Timeline |
Lippo Cikarang Lagged Returns
When evaluating Lippo Cikarang's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lippo Cikarang stock have on its future price. Lippo Cikarang 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, Lippo Cikarang autocorrelation shows the relationship between Lippo Cikarang stock current value and its past values and can show if there is a momentum factor associated with investing in Lippo Cikarang Tbk.
Regressed Prices |
| Timeline |
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Lippo Cikarang financial ratios help investors to determine whether Lippo 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 Lippo with respect to the benefits of owning Lippo Cikarang security.