PT Sari (Indonesia) Market Value
| RAFI Stock | 33.00 3.00 10.00% |
| Symbol | RAFI |
PT Sari '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 PT Sari'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 PT Sari.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in PT Sari on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding PT Sari Kreasi or generate 0.0% return on investment in PT Sari over 30 days. PT Sari is related to or competes with Pudjiadi Sons, Hotel Sahid, Panorama Sentrawisata, and Pembangunan Jaya. More
PT Sari 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 PT Sari'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 PT Sari Kreasi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.34 | |||
| Information Ratio | 0.0656 | |||
| Maximum Drawdown | 20.0 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.33 |
PT Sari Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Sari's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Sari's standard deviation. In reality, there are many statistical measures that can use PT Sari historical prices to predict the future PT Sari's volatility.| Risk Adjusted Performance | 0.0784 | |||
| Jensen Alpha | 0.3066 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0445 | |||
| Treynor Ratio | 0.5051 |
PT Sari Kreasi Backtested Returns
PT Sari appears to be not too volatile, given 3 months investment horizon. PT Sari Kreasi retains Efficiency (Sharpe Ratio) of 0.0948, which implies the firm had a 0.0948% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for PT Sari, which you can use to evaluate the volatility of the company. Please evaluate PT Sari's market risk adjusted performance of 0.5151, and Standard Deviation of 4.3 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Sari holds a performance score of 7. The company owns a Beta (Systematic Risk) of 0.76, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Sari's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Sari is expected to be smaller as well. Please check PT Sari's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether PT Sari's current price history will revert.
Auto-correlation | -0.53 |
Good reverse predictability
PT Sari Kreasi has good reverse predictability. Overlapping area represents the amount of predictability between PT Sari time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 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 PT Sari Kreasi price movement. The serial correlation of -0.53 indicates that about 53.0% of current PT Sari price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 |
PT Sari Kreasi lagged returns against current returns
Autocorrelation, which is PT Sari 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 PT Sari's stock expected returns. We can calculate the autocorrelation of PT Sari returns to help us make a trade decision. For example, suppose you find that PT Sari 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 |
PT Sari 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 PT Sari stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Sari stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Sari stock over time.
Current vs Lagged Prices |
| Timeline |
PT Sari Lagged Returns
When evaluating PT Sari's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Sari stock have on its future price. PT Sari 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, PT Sari autocorrelation shows the relationship between PT Sari stock current value and its past values and can show if there is a momentum factor associated with investing in PT Sari Kreasi.
Regressed Prices |
| Timeline |
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PT Sari financial ratios help investors to determine whether RAFI 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 RAFI with respect to the benefits of owning PT Sari security.