PT Sreeya (Indonesia) Market Value
| SIPD Stock | IDR 835.00 25.00 2.91% |
| Symbol | SIPD |
PT Sreeya '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 Sreeya'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 Sreeya.
| 10/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in PT Sreeya on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding PT Sreeya Sewu or generate 0.0% return on investment in PT Sreeya over 60 days. PT Sreeya is related to or competes with Central Proteina, Kawasan Industri, Tunas Baru, Slj Global, and Solusi Bangun. PT Sreeya Sewu Indonesia Tbk produces processed and poultry feed in Indonesia More
PT Sreeya 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 Sreeya'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 Sreeya Sewu upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 17.99 | |||
| Value At Risk | (4.05) | |||
| Potential Upside | 3.31 |
PT Sreeya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Sreeya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Sreeya's standard deviation. In reality, there are many statistical measures that can use PT Sreeya historical prices to predict the future PT Sreeya's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | 0.2778 |
PT Sreeya Sewu Backtested Returns
PT Sreeya Sewu retains Efficiency (Sharpe Ratio) of -0.0746, which implies the firm had a -0.0746% return per unit of price deviation over the last 3 months. PT Sreeya exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PT Sreeya's market risk adjusted performance of 0.2878, and Information Ratio of (0.09) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.45, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PT Sreeya are expected to decrease at a much lower rate. During the bear market, PT Sreeya is likely to outperform the market. At this point, PT Sreeya Sewu has a negative expected return of -0.2%. Please make sure to check PT Sreeya's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if PT Sreeya Sewu performance from the past will be repeated at some future date.
Auto-correlation | -0.36 |
Poor reverse predictability
PT Sreeya Sewu has poor reverse predictability. Overlapping area represents the amount of predictability between PT Sreeya time series from 13th of October 2024 to 12th of November 2024 and 12th of November 2024 to 12th 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 Sreeya Sewu price movement. The serial correlation of -0.36 indicates that just about 36.0% of current PT Sreeya price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1033.52 |
PT Sreeya Sewu lagged returns against current returns
Autocorrelation, which is PT Sreeya 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 Sreeya's stock expected returns. We can calculate the autocorrelation of PT Sreeya returns to help us make a trade decision. For example, suppose you find that PT Sreeya 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 Sreeya 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 Sreeya stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Sreeya stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Sreeya stock over time.
Current vs Lagged Prices |
| Timeline |
PT Sreeya Lagged Returns
When evaluating PT Sreeya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Sreeya stock have on its future price. PT Sreeya 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 Sreeya autocorrelation shows the relationship between PT Sreeya stock current value and its past values and can show if there is a momentum factor associated with investing in PT Sreeya Sewu.
Regressed Prices |
| Timeline |
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PT Sreeya financial ratios help investors to determine whether SIPD 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 SIPD with respect to the benefits of owning PT Sreeya security.