Sillo Maritime (Indonesia) Market Value
| SHIP Stock | IDR 1,050 145.00 12.13% |
| Symbol | Sillo |
Sillo Maritime '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 Sillo Maritime'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 Sillo Maritime.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Sillo Maritime on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Sillo Maritime Perdana or generate 0.0% return on investment in Sillo Maritime over 720 days. Sillo Maritime is related to or competes with Harum Energy, Delta Dunia, Adi Sarana, Elang Mahkota, and Erajaya Swasembada. More
Sillo Maritime 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 Sillo Maritime'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 Sillo Maritime Perdana upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.65 | |||
| Information Ratio | 0.0118 | |||
| Maximum Drawdown | 30.24 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 5.56 |
Sillo Maritime Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sillo Maritime's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sillo Maritime's standard deviation. In reality, there are many statistical measures that can use Sillo Maritime historical prices to predict the future Sillo Maritime's volatility.| Risk Adjusted Performance | 0.0386 | |||
| Jensen Alpha | 0.0533 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.012 | |||
| Treynor Ratio | 0.1605 |
Sillo Maritime Perdana Backtested Returns
Sillo Maritime Perdana owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0109, which indicates the firm had a -0.0109% return per unit of risk over the last 3 months. Sillo Maritime Perdana exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sillo Maritime's Risk Adjusted Performance of 0.0386, coefficient of variation of 2380.68, and Semi Deviation of 2.77 to confirm the risk estimate we provide. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Sillo Maritime returns are very sensitive to returns on the market. As the market goes up or down, Sillo Maritime is expected to follow. At this point, Sillo Maritime Perdana has a negative expected return of -0.0397%. Please make sure to validate Sillo Maritime's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Sillo Maritime Perdana performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.13 |
Insignificant predictability
Sillo Maritime Perdana has insignificant predictability. Overlapping area represents the amount of predictability between Sillo Maritime time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 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 Sillo Maritime Perdana price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Sillo Maritime price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 15.4 K |
Sillo Maritime Perdana lagged returns against current returns
Autocorrelation, which is Sillo Maritime 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 Sillo Maritime's stock expected returns. We can calculate the autocorrelation of Sillo Maritime returns to help us make a trade decision. For example, suppose you find that Sillo Maritime 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 |
Sillo Maritime 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 Sillo Maritime stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sillo Maritime stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sillo Maritime stock over time.
Current vs Lagged Prices |
| Timeline |
Sillo Maritime Lagged Returns
When evaluating Sillo Maritime's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sillo Maritime stock have on its future price. Sillo Maritime 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, Sillo Maritime autocorrelation shows the relationship between Sillo Maritime stock current value and its past values and can show if there is a momentum factor associated with investing in Sillo Maritime Perdana.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Sillo Stock
Sillo Maritime financial ratios help investors to determine whether Sillo 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 Sillo with respect to the benefits of owning Sillo Maritime security.