Aesler Grup (Indonesia) Market Value
RONY Stock | IDR 1,465 130.00 9.74% |
Symbol | Aesler |
Aesler Grup '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 Aesler Grup'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 Aesler Grup.
09/18/2024 |
| 12/17/2024 |
If you would invest 0.00 in Aesler Grup on September 18, 2024 and sell it all today you would earn a total of 0.00 from holding Aesler Grup Internasional or generate 0.0% return on investment in Aesler Grup over 90 days. Aesler Grup is related to or competes with Inocycle Technology, Metro Healthcare, Alumindo Light, Optima Prima, Bank Ocbc, Communication Cable, and Nanotech Indonesia. PT Aesler Grup Internasional Tbk provides architectural and construction management services in Indonesia More
Aesler Grup 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 Aesler Grup'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 Aesler Grup Internasional upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | 0.8027 | |||
Maximum Drawdown | 10.0 | |||
Potential Upside | 9.95 |
Aesler Grup Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aesler Grup's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aesler Grup's standard deviation. In reality, there are many statistical measures that can use Aesler Grup historical prices to predict the future Aesler Grup's volatility.Risk Adjusted Performance | 0.6011 | |||
Jensen Alpha | 3.96 | |||
Total Risk Alpha | 3.4 | |||
Treynor Ratio | (4.87) |
Aesler Grup Internasional Backtested Returns
Aesler Grup is very steady given 3 months investment horizon. Aesler Grup Internasional secures Sharpe Ratio (or Efficiency) of 0.77, which signifies that the company had a 0.77% return per unit of risk over the last 3 months. We were able to collect data for twenty different technical indicators, which can help you to evaluate if expected returns of 3.63% are justified by taking the suggested risk. Use Aesler Grup Standard Deviation of 4.76, risk adjusted performance of 0.6011, and Mean Deviation of 4.62 to evaluate company specific risk that cannot be diversified away. Aesler Grup holds a performance score of 60 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.8, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aesler Grup are expected to decrease at a much lower rate. During the bear market, Aesler Grup is likely to outperform the market. Use Aesler Grup daily balance of power, and the relationship between the skewness and day median price , to analyze future returns on Aesler Grup.
Auto-correlation | 0.45 |
Average predictability
Aesler Grup Internasional has average predictability. Overlapping area represents the amount of predictability between Aesler Grup time series from 18th of September 2024 to 2nd of November 2024 and 2nd of November 2024 to 17th 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 Aesler Grup Internasional price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Aesler Grup price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.45 | |
Spearman Rank Test | 1.0 | |
Residual Average | 0.0 | |
Price Variance | 118 K |
Aesler Grup Internasional lagged returns against current returns
Autocorrelation, which is Aesler Grup 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 Aesler Grup's stock expected returns. We can calculate the autocorrelation of Aesler Grup returns to help us make a trade decision. For example, suppose you find that Aesler Grup 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 |
Aesler Grup 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 Aesler Grup stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aesler Grup stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aesler Grup stock over time.
Current vs Lagged Prices |
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Aesler Grup Lagged Returns
When evaluating Aesler Grup's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aesler Grup stock have on its future price. Aesler Grup 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, Aesler Grup autocorrelation shows the relationship between Aesler Grup stock current value and its past values and can show if there is a momentum factor associated with investing in Aesler Grup Internasional.
Regressed Prices |
Timeline |
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Aesler Grup financial ratios help investors to determine whether Aesler 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 Aesler with respect to the benefits of owning Aesler Grup security.