PP Properti (Indonesia) Market Value
| PPRO Stock | IDR 21.00 0.00 0.00% |
| Symbol | PPRO |
PP Properti '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 PP Properti'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 PP Properti.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in PP Properti on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding PP Properti Tbk or generate 0.0% return on investment in PP Properti over 390 days. PP Properti is related to or competes with Ciputra Development, Bumi Serpong, Alam Sutera, and Lippo Karawaci. PT Pembangunan Perumahan Properti Tbk engages in the property development, hospitality, and building construction busine... More
PP Properti 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 PP Properti'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 PP Properti Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 5.56 |
PP Properti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PP Properti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PP Properti's standard deviation. In reality, there are many statistical measures that can use PP Properti historical prices to predict the future PP Properti's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | 0.6311 |
PP Properti Tbk Backtested Returns
PP Properti Tbk retains Efficiency (Sharpe Ratio) of -0.0906, which implies the firm had a -0.0906% return per unit of price deviation over the last 3 months. PP Properti exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PP Properti's market risk adjusted performance of 0.6411, and Information Ratio of (0.06) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PP Properti are expected to decrease at a much lower rate. During the bear market, PP Properti is likely to outperform the market. At this point, PP Properti Tbk has a negative expected return of -0.24%. Please make sure to check PP Properti's market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if PP Properti Tbk performance from the past will be repeated sooner or later.
Auto-correlation | -0.39 |
Poor reverse predictability
PP Properti Tbk has poor reverse predictability. Overlapping area represents the amount of predictability between PP Properti time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 PP Properti Tbk price movement. The serial correlation of -0.39 indicates that just about 39.0% of current PP Properti price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 41.4 |
PP Properti Tbk lagged returns against current returns
Autocorrelation, which is PP Properti 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 PP Properti's stock expected returns. We can calculate the autocorrelation of PP Properti returns to help us make a trade decision. For example, suppose you find that PP Properti 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 |
PP Properti 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 PP Properti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PP Properti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PP Properti stock over time.
Current vs Lagged Prices |
| Timeline |
PP Properti Lagged Returns
When evaluating PP Properti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PP Properti stock have on its future price. PP Properti 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, PP Properti autocorrelation shows the relationship between PP Properti stock current value and its past values and can show if there is a momentum factor associated with investing in PP Properti Tbk.
Regressed Prices |
| Timeline |
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PP Properti financial ratios help investors to determine whether PPRO 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 PPRO with respect to the benefits of owning PP Properti security.