Saratoga Investama (Indonesia) Market Value
| SRTG Stock | IDR 2,120 20.00 0.95% |
| Symbol | Saratoga |
Saratoga Investama '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 Saratoga Investama'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 Saratoga Investama.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Saratoga Investama on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Saratoga Investama Sedaya or generate 0.0% return on investment in Saratoga Investama over 720 days. Saratoga Investama is related to or competes with Elang Mahkota, Mitra Pinasthika, Tower Bersama, Merdeka Copper, and PT Sarana. PT Saratoga Investama Sedaya Tbk is a private equity and venture capital firm specializing in early stage, growth stage ... More
Saratoga Investama 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 Saratoga Investama'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 Saratoga Investama Sedaya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.75 | |||
| Information Ratio | 0.0085 | |||
| Maximum Drawdown | 32.66 | |||
| Value At Risk | (5.24) | |||
| Potential Upside | 6.1 |
Saratoga Investama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saratoga Investama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saratoga Investama's standard deviation. In reality, there are many statistical measures that can use Saratoga Investama historical prices to predict the future Saratoga Investama's volatility.| Risk Adjusted Performance | 0.0385 | |||
| Jensen Alpha | 0.2223 | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | 0.0101 | |||
| Treynor Ratio | (0.37) |
Saratoga Investama Sedaya Backtested Returns
Saratoga Investama Sedaya owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0131, which indicates the firm had a -0.0131% return per unit of risk over the last 3 months. Saratoga Investama Sedaya exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saratoga Investama's Semi Deviation of 3.52, coefficient of variation of 2531.47, and Risk Adjusted Performance of 0.0385 to confirm the risk estimate we provide. The entity has a beta of -0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Saratoga Investama are expected to decrease at a much lower rate. During the bear market, Saratoga Investama is likely to outperform the market. At this point, Saratoga Investama Sedaya has a negative expected return of -0.0559%. Please make sure to validate Saratoga Investama's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Saratoga Investama Sedaya performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Saratoga Investama Sedaya has poor reverse predictability. Overlapping area represents the amount of predictability between Saratoga Investama time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Saratoga Investama Sedaya price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Saratoga Investama price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 150.3 K |
Saratoga Investama Sedaya lagged returns against current returns
Autocorrelation, which is Saratoga Investama 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 Saratoga Investama's stock expected returns. We can calculate the autocorrelation of Saratoga Investama returns to help us make a trade decision. For example, suppose you find that Saratoga Investama 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 |
Saratoga Investama 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 Saratoga Investama stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saratoga Investama stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saratoga Investama stock over time.
Current vs Lagged Prices |
| Timeline |
Saratoga Investama Lagged Returns
When evaluating Saratoga Investama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saratoga Investama stock have on its future price. Saratoga Investama 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, Saratoga Investama autocorrelation shows the relationship between Saratoga Investama stock current value and its past values and can show if there is a momentum factor associated with investing in Saratoga Investama Sedaya.
Regressed Prices |
| Timeline |
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Saratoga Investama financial ratios help investors to determine whether Saratoga 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 Saratoga with respect to the benefits of owning Saratoga Investama security.