PT Samcro (Indonesia) Market Value
| ACRO Stock | 64.00 1.00 1.59% |
| Symbol | ACRO |
PT Samcro '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 Samcro'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 Samcro.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in PT Samcro on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding PT Samcro Hyosung or generate 0.0% return on investment in PT Samcro over 90 days.
PT Samcro 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 Samcro'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 Samcro Hyosung upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.11 | |||
| Information Ratio | 0.0738 | |||
| Maximum Drawdown | 40.54 | |||
| Value At Risk | (4.11) | |||
| Potential Upside | 4.84 |
PT Samcro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Samcro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Samcro's standard deviation. In reality, there are many statistical measures that can use PT Samcro historical prices to predict the future PT Samcro's volatility.| Risk Adjusted Performance | 0.0583 | |||
| Jensen Alpha | 0.3946 | |||
| Total Risk Alpha | 1.07 | |||
| Sortino Ratio | 0.1414 | |||
| Treynor Ratio | 0.5572 |
PT Samcro Hyosung Backtested Returns
PT Samcro appears to be very steady, given 3 months investment horizon. PT Samcro Hyosung retains Efficiency (Sharpe Ratio) of 0.0693, which implies the firm had a 0.0693 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for PT Samcro, which you can use to evaluate the volatility of the company. Please evaluate PT Samcro's standard deviation of 5.95, and Market Risk Adjusted Performance of 0.5672 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Samcro holds a performance score of 5. The company owns a Beta (Systematic Risk) of 0.59, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Samcro's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Samcro is expected to be smaller as well. Please check PT Samcro's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether PT Samcro's current price history will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
PT Samcro Hyosung has insignificant reverse predictability. Overlapping area represents the amount of predictability between PT Samcro time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 2025. 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 Samcro Hyosung price movement. The serial correlation of -0.19 indicates that over 19.0% of current PT Samcro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 10.46 |
PT Samcro Hyosung lagged returns against current returns
Autocorrelation, which is PT Samcro 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 Samcro's stock expected returns. We can calculate the autocorrelation of PT Samcro returns to help us make a trade decision. For example, suppose you find that PT Samcro 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 Samcro 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 Samcro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Samcro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Samcro stock over time.
Current vs Lagged Prices |
| Timeline |
PT Samcro Lagged Returns
When evaluating PT Samcro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Samcro stock have on its future price. PT Samcro 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 Samcro autocorrelation shows the relationship between PT Samcro stock current value and its past values and can show if there is a momentum factor associated with investing in PT Samcro Hyosung.
Regressed Prices |
| Timeline |
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