Tempo Inti (Indonesia) Market Value
| TMPO Stock | IDR 204.00 17.00 9.09% |
| Symbol | Tempo |
Tempo Inti '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 Tempo Inti'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 Tempo Inti.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Tempo Inti on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Tempo Inti Media or generate 0.0% return on investment in Tempo Inti over 30 days. Tempo Inti is related to or competes with Mnc Land, MNC Vision, MD Pictures, Link Net, and Medikaloka Hermina. PT Tempo Inti Media Tbk, together with its subsidiaries, engages in the publishing business in Indonesia More
Tempo Inti 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 Tempo Inti'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 Tempo Inti Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.92 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 47.04 | |||
| Value At Risk | (9.80) | |||
| Potential Upside | 13.19 |
Tempo Inti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tempo Inti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tempo Inti's standard deviation. In reality, there are many statistical measures that can use Tempo Inti historical prices to predict the future Tempo Inti's volatility.| Risk Adjusted Performance | 0.0111 | |||
| Jensen Alpha | 0.1551 | |||
| Total Risk Alpha | (1.34) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.01) |
Tempo Inti Media Backtested Returns
Tempo Inti appears to be very steady, given 3 months investment horizon. Tempo Inti Media owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0763, which indicates the firm had a 0.0763% return per unit of risk over the last 3 months. By inspecting Tempo Inti's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please review Tempo Inti's Semi Deviation of 5.46, coefficient of variation of 37671.51, and Risk Adjusted Performance of 0.0111 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tempo Inti holds a performance score of 6. The entity has a beta of -1.24, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Tempo Inti are expected to decrease by larger amounts. On the other hand, during market turmoil, Tempo Inti is expected to outperform it. Please check Tempo Inti's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Tempo Inti's existing price patterns will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Tempo Inti Media has weak reverse predictability. Overlapping area represents the amount of predictability between Tempo Inti time series from 12th of November 2024 to 27th of November 2024 and 27th 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 Tempo Inti Media price movement. The serial correlation of -0.24 indicates that over 24.0% of current Tempo Inti price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 1319.41 |
Tempo Inti Media lagged returns against current returns
Autocorrelation, which is Tempo Inti 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 Tempo Inti's stock expected returns. We can calculate the autocorrelation of Tempo Inti returns to help us make a trade decision. For example, suppose you find that Tempo Inti 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 |
Tempo Inti 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 Tempo Inti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tempo Inti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tempo Inti stock over time.
Current vs Lagged Prices |
| Timeline |
Tempo Inti Lagged Returns
When evaluating Tempo Inti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tempo Inti stock have on its future price. Tempo Inti 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, Tempo Inti autocorrelation shows the relationship between Tempo Inti stock current value and its past values and can show if there is a momentum factor associated with investing in Tempo Inti Media.
Regressed Prices |
| Timeline |
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Tempo Inti financial ratios help investors to determine whether Tempo 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 Tempo with respect to the benefits of owning Tempo Inti security.