Perusahaan Perkebunan (Indonesia) Market Value
| LSIP Stock | IDR 1,125 45.00 4.17% |
| Symbol | Perusahaan |
Perusahaan Perkebunan '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 Perusahaan Perkebunan'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 Perusahaan Perkebunan.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Perusahaan Perkebunan on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Perusahaan Perkebunan London or generate 0.0% return on investment in Perusahaan Perkebunan over 720 days. Perusahaan Perkebunan is related to or competes with Astra International, Unilever Indonesia, Telkom Indonesia, Bank Mandiri, and Perusahaan Gas. More
Perusahaan Perkebunan 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 Perusahaan Perkebunan'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 Perusahaan Perkebunan London upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.89 | |||
| Information Ratio | 0.0969 | |||
| Maximum Drawdown | 15.91 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 5.13 |
Perusahaan Perkebunan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perusahaan Perkebunan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perusahaan Perkebunan's standard deviation. In reality, there are many statistical measures that can use Perusahaan Perkebunan historical prices to predict the future Perusahaan Perkebunan's volatility.| Risk Adjusted Performance | 0.1108 | |||
| Jensen Alpha | 0.4012 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0985 | |||
| Treynor Ratio | (3.00) |
Perusahaan Perkebunan Backtested Returns
Perusahaan Perkebunan appears to be very steady, given 3 months investment horizon. Perusahaan Perkebunan maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Perusahaan Perkebunan, which you can use to evaluate the volatility of the company. Please evaluate Perusahaan Perkebunan's Coefficient Of Variation of 737.7, risk adjusted performance of 0.1108, and Semi Deviation of 2.48 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Perusahaan Perkebunan holds a performance score of 8. The company holds a Beta of -0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Perusahaan Perkebunan are expected to decrease at a much lower rate. During the bear market, Perusahaan Perkebunan is likely to outperform the market. Please check Perusahaan Perkebunan's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Perusahaan Perkebunan's historical price patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Perusahaan Perkebunan London has poor reverse predictability. Overlapping area represents the amount of predictability between Perusahaan Perkebunan time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th 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 Perusahaan Perkebunan price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Perusahaan Perkebunan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 17.8 K |
Perusahaan Perkebunan lagged returns against current returns
Autocorrelation, which is Perusahaan Perkebunan 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 Perusahaan Perkebunan's stock expected returns. We can calculate the autocorrelation of Perusahaan Perkebunan returns to help us make a trade decision. For example, suppose you find that Perusahaan Perkebunan 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 |
Perusahaan Perkebunan 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 Perusahaan Perkebunan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perusahaan Perkebunan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perusahaan Perkebunan stock over time.
Current vs Lagged Prices |
| Timeline |
Perusahaan Perkebunan Lagged Returns
When evaluating Perusahaan Perkebunan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perusahaan Perkebunan stock have on its future price. Perusahaan Perkebunan 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, Perusahaan Perkebunan autocorrelation shows the relationship between Perusahaan Perkebunan stock current value and its past values and can show if there is a momentum factor associated with investing in Perusahaan Perkebunan London.
Regressed Prices |
| Timeline |
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Perusahaan Perkebunan financial ratios help investors to determine whether Perusahaan 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 Perusahaan with respect to the benefits of owning Perusahaan Perkebunan security.