Adaro Energy Tbk Stock Market Value
| ADOOY Stock | USD 6.85 0.15 2.14% |
| Symbol | Adaro |
Adaro Energy '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 Adaro Energy's pink sheet 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 Adaro Energy.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Adaro Energy on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Adaro Energy Tbk or generate 0.0% return on investment in Adaro Energy over 30 days. Adaro Energy is related to or competes with Geo Energy, Bukit Asam, New Hope, Yancoal Australia, Whitehaven Coal, Indo Tambangraya, and Yanzhou Coal. PT Adaro Energy Indonesia Tbk, together with its subsidiaries, operates as an integrated energy producer in coal, energy... More
Adaro Energy 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 Adaro Energy's pink sheet 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 Adaro Energy Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.67 | |||
| Information Ratio | 0.0828 | |||
| Maximum Drawdown | 81.58 | |||
| Value At Risk | (14.36) | |||
| Potential Upside | 11.41 |
Adaro Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adaro Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adaro Energy's standard deviation. In reality, there are many statistical measures that can use Adaro Energy historical prices to predict the future Adaro Energy's volatility.| Risk Adjusted Performance | 0.0705 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 1.11 | |||
| Sortino Ratio | 0.1188 | |||
| Treynor Ratio | 1.18 |
Adaro Energy Tbk Backtested Returns
Adaro Energy is very risky given 3 months investment horizon. Adaro Energy Tbk secures Sharpe Ratio (or Efficiency) of 0.0953, which signifies that the company had a 0.0953 % return per unit of standard deviation over the last 3 months. We were able to break down and interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.29% are justified by taking the suggested risk. Use Adaro Energy mean deviation of 5.94, and Risk Adjusted Performance of 0.0705 to evaluate company specific risk that cannot be diversified away. Adaro Energy holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Adaro Energy returns are very sensitive to returns on the market. As the market goes up or down, Adaro Energy is expected to follow. Use Adaro Energy value at risk, and the relationship between the standard deviation and kurtosis , to analyze future returns on Adaro Energy.
Auto-correlation | 0.13 |
Insignificant predictability
Adaro Energy Tbk has insignificant predictability. Overlapping area represents the amount of predictability between Adaro Energy time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 Adaro Energy Tbk price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Adaro Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Adaro Energy Tbk lagged returns against current returns
Autocorrelation, which is Adaro Energy pink sheet'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 Adaro Energy's pink sheet expected returns. We can calculate the autocorrelation of Adaro Energy returns to help us make a trade decision. For example, suppose you find that Adaro Energy has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Adaro Energy 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 Adaro Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adaro Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adaro Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Adaro Energy Lagged Returns
When evaluating Adaro Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adaro Energy pink sheet have on its future price. Adaro Energy 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, Adaro Energy autocorrelation shows the relationship between Adaro Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Adaro Energy Tbk.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Adaro Pink Sheet Analysis
When running Adaro Energy's price analysis, check to measure Adaro Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Adaro Energy is operating at the current time. Most of Adaro Energy's value examination focuses on studying past and present price action to predict the probability of Adaro Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Adaro Energy's price. Additionally, you may evaluate how the addition of Adaro Energy to your portfolios can decrease your overall portfolio volatility.