Pt Pakuan (Indonesia) Market Value
| UANG Stock | IDR 735.00 0.00 0.00% |
| Symbol | UANG |
Pt Pakuan '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 Pakuan'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 Pakuan.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Pt Pakuan on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Pt Pakuan Tbk or generate 0.0% return on investment in Pt Pakuan over 390 days. Pt Pakuan is related to or competes with Perintis Triniti, Satria Mega, Sunindo Adipersada, Jaya Sukses, and Pt Pradiksi. PT Pakuan, Tbk. operates as a property developer in the residential and commercial sectors in Indonesia More
Pt Pakuan 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 Pakuan'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 Pakuan Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 21.11 | |||
| Value At Risk | (5.29) | |||
| Potential Upside | 2.0 |
Pt Pakuan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pt Pakuan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pt Pakuan's standard deviation. In reality, there are many statistical measures that can use Pt Pakuan historical prices to predict the future Pt Pakuan's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.76) | |||
| Treynor Ratio | (1.87) |
Pt Pakuan Tbk Backtested Returns
Pt Pakuan Tbk retains Efficiency (Sharpe Ratio) of -0.13, which implies the firm had a -0.13% return per unit of price deviation over the last 3 months. Pt Pakuan exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pt Pakuan's market risk adjusted performance of (1.86), and Information Ratio of (0.15) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pt Pakuan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pt Pakuan is expected to be smaller as well. At this point, Pt Pakuan Tbk has a negative expected return of -0.22%. Please make sure to check Pt Pakuan's market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if Pt Pakuan Tbk performance from the past will be repeated at future time.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Pt Pakuan Tbk has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Pt Pakuan time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 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 Pt Pakuan Tbk price movement. The serial correlation of -0.75 indicates that around 75.0% of current Pt Pakuan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 22.9 K |
Pt Pakuan Tbk lagged returns against current returns
Autocorrelation, which is Pt Pakuan 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 Pakuan's stock expected returns. We can calculate the autocorrelation of Pt Pakuan returns to help us make a trade decision. For example, suppose you find that Pt Pakuan 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 Pakuan 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 Pakuan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pt Pakuan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pt Pakuan stock over time.
Current vs Lagged Prices |
| Timeline |
Pt Pakuan Lagged Returns
When evaluating Pt Pakuan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pt Pakuan stock have on its future price. Pt Pakuan 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 Pakuan autocorrelation shows the relationship between Pt Pakuan stock current value and its past values and can show if there is a momentum factor associated with investing in Pt Pakuan Tbk.
Regressed Prices |
| Timeline |
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Pt Pakuan financial ratios help investors to determine whether UANG 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 UANG with respect to the benefits of owning Pt Pakuan security.