Austindo Nusantara (Indonesia) Market Value
| ANJT Stock | IDR 1,335 20.00 1.52% |
| Symbol | Austindo |
Austindo Nusantara '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 Austindo Nusantara'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 Austindo Nusantara.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Austindo Nusantara on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Austindo Nusantara Jaya or generate 0.0% return on investment in Austindo Nusantara over 90 days. Austindo Nusantara is related to or competes with Dharma Satya, Provident Agro, Salim Ivomas, Jaya Agra, and Sawit Sumbermas. PT Austindo Nusantara Jaya Tbk engages in the oil palm plantation business in Indonesia More
Austindo Nusantara 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 Austindo Nusantara'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 Austindo Nusantara Jaya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | 0.3272 | |||
| Maximum Drawdown | 20.1 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 8.42 |
Austindo Nusantara Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Austindo Nusantara's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Austindo Nusantara's standard deviation. In reality, there are many statistical measures that can use Austindo Nusantara historical prices to predict the future Austindo Nusantara's volatility.| Risk Adjusted Performance | 0.2655 | |||
| Jensen Alpha | 0.8904 | |||
| Total Risk Alpha | 1.35 | |||
| Sortino Ratio | 0.3707 | |||
| Treynor Ratio | (1.80) |
Austindo Nusantara Jaya Backtested Returns
Austindo Nusantara is very steady given 3 months investment horizon. Austindo Nusantara Jaya secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the company had a 0.31 % return per unit of risk over the last 3 months. We were able to collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.06% are justified by taking the suggested risk. Use Austindo Nusantara Mean Deviation of 1.98, risk adjusted performance of 0.2655, and Downside Deviation of 2.85 to evaluate company specific risk that cannot be diversified away. Austindo Nusantara holds a performance score of 24 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Austindo Nusantara are expected to decrease at a much lower rate. During the bear market, Austindo Nusantara is likely to outperform the market. Use Austindo Nusantara sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to analyze future returns on Austindo Nusantara.
Auto-correlation | 0.59 |
Modest predictability
Austindo Nusantara Jaya has modest predictability. Overlapping area represents the amount of predictability between Austindo Nusantara time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Austindo Nusantara Jaya price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Austindo Nusantara price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 8664.88 |
Austindo Nusantara Jaya lagged returns against current returns
Autocorrelation, which is Austindo Nusantara 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 Austindo Nusantara's stock expected returns. We can calculate the autocorrelation of Austindo Nusantara returns to help us make a trade decision. For example, suppose you find that Austindo Nusantara 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 |
Austindo Nusantara 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 Austindo Nusantara stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Austindo Nusantara stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Austindo Nusantara stock over time.
Current vs Lagged Prices |
| Timeline |
Austindo Nusantara Lagged Returns
When evaluating Austindo Nusantara's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Austindo Nusantara stock have on its future price. Austindo Nusantara 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, Austindo Nusantara autocorrelation shows the relationship between Austindo Nusantara stock current value and its past values and can show if there is a momentum factor associated with investing in Austindo Nusantara Jaya.
Regressed Prices |
| Timeline |
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Austindo Nusantara financial ratios help investors to determine whether Austindo 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 Austindo with respect to the benefits of owning Austindo Nusantara security.