Solusi Bangun (Indonesia) Market Value
| SMCB Stock | IDR 740.00 5.00 0.67% |
| Symbol | Solusi |
Solusi Bangun '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 Solusi Bangun'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 Solusi Bangun.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Solusi Bangun on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Solusi Bangun Indonesia or generate 0.0% return on investment in Solusi Bangun over 720 days. Solusi Bangun is related to or competes with Mitra Pinasthika, Jakarta Int, Asuransi Harta, Indosterling Technomedia, Indosat Tbk, Bank Negara, and PT Kusuma. More
Solusi Bangun 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 Solusi Bangun'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 Solusi Bangun Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | 0.0661 | |||
| Maximum Drawdown | 19.43 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 9.46 |
Solusi Bangun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Solusi Bangun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Solusi Bangun's standard deviation. In reality, there are many statistical measures that can use Solusi Bangun historical prices to predict the future Solusi Bangun's volatility.| Risk Adjusted Performance | 0.0839 | |||
| Jensen Alpha | 0.4219 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0879 | |||
| Treynor Ratio | (0.35) |
Solusi Bangun Indonesia Backtested Returns
Solusi Bangun Indonesia owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11% return per unit of risk over the last 3 months. Solusi Bangun Indonesia exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Solusi Bangun's Risk Adjusted Performance of 0.0839, semi deviation of 2.09, and Coefficient Of Variation of 1001.44 to confirm the risk estimate we provide. The entity has a beta of -0.94, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Solusi Bangun are expected to decrease slowly. On the other hand, during market turmoil, Solusi Bangun is expected to outperform it slightly. At this point, Solusi Bangun Indonesia has a negative expected return of -0.26%. Please make sure to validate Solusi Bangun's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Solusi Bangun Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Solusi Bangun Indonesia has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Solusi Bangun time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 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 Solusi Bangun Indonesia price movement. The serial correlation of -0.78 indicates that around 78.0% of current Solusi Bangun price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 78.7 K |
Solusi Bangun Indonesia lagged returns against current returns
Autocorrelation, which is Solusi Bangun 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 Solusi Bangun's stock expected returns. We can calculate the autocorrelation of Solusi Bangun returns to help us make a trade decision. For example, suppose you find that Solusi Bangun 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 |
Solusi Bangun 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 Solusi Bangun stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Solusi Bangun stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Solusi Bangun stock over time.
Current vs Lagged Prices |
| Timeline |
Solusi Bangun Lagged Returns
When evaluating Solusi Bangun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Solusi Bangun stock have on its future price. Solusi Bangun 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, Solusi Bangun autocorrelation shows the relationship between Solusi Bangun stock current value and its past values and can show if there is a momentum factor associated with investing in Solusi Bangun Indonesia.
Regressed Prices |
| Timeline |
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Solusi Bangun financial ratios help investors to determine whether Solusi 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 Solusi with respect to the benefits of owning Solusi Bangun security.