Intermedia Capital (Indonesia) Market Value

Symbol

Intermedia

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 Intermedia Capital'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 Intermedia Capital.

Intermedia Capital Upside/Downside Indicators

Intermedia Capital Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Intermedia Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intermedia Capital's standard deviation. In reality, there are many statistical measures that can use Intermedia Capital historical prices to predict the future Intermedia Capital's volatility.

Autocorrelation, which is Intermedia Capital 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 Intermedia Capital's stock expected returns. We can calculate the autocorrelation of Intermedia Capital returns to help us make a trade decision. For example, suppose you find that Intermedia Capital 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Intermedia Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intermedia Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intermedia Capital stock over time.

When evaluating Intermedia Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intermedia Capital stock have on its future price. Intermedia Capital 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, Intermedia Capital autocorrelation shows the relationship between Intermedia Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Intermedia Capital Tbk.

Intermedia Capital financial ratios help investors to determine whether Intermedia 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 Intermedia with respect to the benefits of owning Intermedia Capital security.