Sumber Alfaria (Indonesia) Market Value
| AMRT Stock | IDR 2,170 70.00 3.12% |
| Symbol | Sumber |
Sumber Alfaria '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 Sumber Alfaria'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 Sumber Alfaria.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Sumber Alfaria on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Sumber Alfaria Trijaya or generate 0.0% return on investment in Sumber Alfaria over 30 days. Sumber Alfaria is related to or competes with Elang Mahkota, Ace Hardware, BFI Finance, Tower Bersama, and Mitra Keluarga. More
Sumber Alfaria 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 Sumber Alfaria'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 Sumber Alfaria Trijaya upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 14.77 | |||
| Value At Risk | (4.97) | |||
| Potential Upside | 3.99 |
Sumber Alfaria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumber Alfaria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumber Alfaria's standard deviation. In reality, there are many statistical measures that can use Sumber Alfaria historical prices to predict the future Sumber Alfaria's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (4.85) |
Sumber Alfaria Trijaya Backtested Returns
Sumber Alfaria Trijaya owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of risk over the last 3 months. Sumber Alfaria Trijaya exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sumber Alfaria's Variance of 7.42, coefficient of variation of (778.45), and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The entity has a beta of 0.0742, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sumber Alfaria's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sumber Alfaria is expected to be smaller as well. At this point, Sumber Alfaria Trijaya has a negative expected return of -0.39%. Please make sure to validate Sumber Alfaria's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Sumber Alfaria Trijaya performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.92 |
Near perfect reversele predictability
Sumber Alfaria Trijaya has near perfect reversele predictability. Overlapping area represents the amount of predictability between Sumber Alfaria time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 Sumber Alfaria Trijaya price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current Sumber Alfaria price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.92 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 36.5 K |
Sumber Alfaria Trijaya lagged returns against current returns
Autocorrelation, which is Sumber Alfaria 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 Sumber Alfaria's stock expected returns. We can calculate the autocorrelation of Sumber Alfaria returns to help us make a trade decision. For example, suppose you find that Sumber Alfaria 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 |
Sumber Alfaria 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 Sumber Alfaria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sumber Alfaria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sumber Alfaria stock over time.
Current vs Lagged Prices |
| Timeline |
Sumber Alfaria Lagged Returns
When evaluating Sumber Alfaria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sumber Alfaria stock have on its future price. Sumber Alfaria 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, Sumber Alfaria autocorrelation shows the relationship between Sumber Alfaria stock current value and its past values and can show if there is a momentum factor associated with investing in Sumber Alfaria Trijaya.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Sumber Stock
Sumber Alfaria financial ratios help investors to determine whether Sumber 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 Sumber with respect to the benefits of owning Sumber Alfaria security.