Lenox Pasifik (Indonesia) Market Value
| LPPS Stock | IDR 58.00 1.00 1.75% |
| Symbol | Lenox |
Lenox Pasifik '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 Lenox Pasifik'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 Lenox Pasifik.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Lenox Pasifik on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Lenox Pasifik Investama or generate 0.0% return on investment in Lenox Pasifik over 30 days. Lenox Pasifik is related to or competes with Star Pacific, Multipolar Tbk, Lippo General, and Paninvest Tbk. PT Lippo Securities Tbk provides investment management services in Indonesia More
Lenox Pasifik 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 Lenox Pasifik'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 Lenox Pasifik Investama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.52 | |||
| Information Ratio | 0.0157 | |||
| Maximum Drawdown | 43.08 | |||
| Value At Risk | (7.84) | |||
| Potential Upside | 7.5 |
Lenox Pasifik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lenox Pasifik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lenox Pasifik's standard deviation. In reality, there are many statistical measures that can use Lenox Pasifik historical prices to predict the future Lenox Pasifik's volatility.| Risk Adjusted Performance | 0.0353 | |||
| Jensen Alpha | 0.2821 | |||
| Total Risk Alpha | (0.73) | |||
| Sortino Ratio | 0.0169 | |||
| Treynor Ratio | (0.32) |
Lenox Pasifik Investama Backtested Returns
Lenox Pasifik appears to be very steady, given 3 months investment horizon. Lenox Pasifik Investama has Sharpe Ratio of 0.0426, which conveys that the firm had a 0.0426% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lenox Pasifik, which you can use to evaluate the volatility of the firm. Please exercise Lenox Pasifik's Downside Deviation of 5.52, mean deviation of 3.43, and Risk Adjusted Performance of 0.0353 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lenox Pasifik holds a performance score of 3. The company secures a Beta (Market Risk) of -0.65, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lenox Pasifik are expected to decrease at a much lower rate. During the bear market, Lenox Pasifik is likely to outperform the market. Please check Lenox Pasifik's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Lenox Pasifik's current price movements will revert.
Auto-correlation | 0.58 |
Modest predictability
Lenox Pasifik Investama has modest predictability. Overlapping area represents the amount of predictability between Lenox Pasifik time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Lenox Pasifik Investama price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Lenox Pasifik price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 7.61 |
Lenox Pasifik Investama lagged returns against current returns
Autocorrelation, which is Lenox Pasifik 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 Lenox Pasifik's stock expected returns. We can calculate the autocorrelation of Lenox Pasifik returns to help us make a trade decision. For example, suppose you find that Lenox Pasifik 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 |
Lenox Pasifik 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 Lenox Pasifik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lenox Pasifik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lenox Pasifik stock over time.
Current vs Lagged Prices |
| Timeline |
Lenox Pasifik Lagged Returns
When evaluating Lenox Pasifik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lenox Pasifik stock have on its future price. Lenox Pasifik 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, Lenox Pasifik autocorrelation shows the relationship between Lenox Pasifik stock current value and its past values and can show if there is a momentum factor associated with investing in Lenox Pasifik Investama.
Regressed Prices |
| Timeline |
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Lenox Pasifik financial ratios help investors to determine whether Lenox 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 Lenox with respect to the benefits of owning Lenox Pasifik security.