PT Cilacap (Indonesia) Market Value
ASHA Stock | 11.00 1.00 10.00% |
Symbol | ASHA |
PT Cilacap '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 Cilacap'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 Cilacap.
02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in PT Cilacap on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding PT Cilacap Samudera or generate 0.0% return on investment in PT Cilacap over 30 days. PT Cilacap is related to or competes with PT Dewi, Adaro Minerals, Autopedia Sukses, Wir Asia, and PT Arkora. More
PT Cilacap 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 Cilacap'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 Cilacap Samudera upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 8.35 | |||
Information Ratio | 0.0373 | |||
Maximum Drawdown | 18.18 | |||
Value At Risk | (8.33) | |||
Potential Upside | 9.09 |
PT Cilacap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Cilacap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Cilacap's standard deviation. In reality, there are many statistical measures that can use PT Cilacap historical prices to predict the future PT Cilacap's volatility.Risk Adjusted Performance | 0.0301 | |||
Jensen Alpha | 0.1643 | |||
Total Risk Alpha | 0.6302 | |||
Sortino Ratio | 0.0261 | |||
Treynor Ratio | 1.36 |
PT Cilacap Samudera Backtested Returns
As of now, ASHA Stock is slightly risky. PT Cilacap Samudera retains Efficiency (Sharpe Ratio) of 0.0291, which implies the firm had a 0.0291 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for PT Cilacap, which you can use to evaluate the volatility of the company. Please check PT Cilacap's standard deviation of 5.84, and Market Risk Adjusted Performance of 1.37 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. PT Cilacap has a performance score of 2 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Cilacap's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Cilacap is expected to be smaller as well. PT Cilacap Samudera at this moment owns a risk of 5.95%. Please check PT Cilacap Samudera semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if PT Cilacap Samudera will be following its current price history.
Auto-correlation | 0.13 |
Insignificant predictability
PT Cilacap Samudera has insignificant predictability. Overlapping area represents the amount of predictability between PT Cilacap time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Cilacap Samudera price movement. The serial correlation of 0.13 indicates that less than 13.0% of current PT Cilacap price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.13 | |
Spearman Rank Test | -0.54 | |
Residual Average | 0.0 | |
Price Variance | 0.26 |
PT Cilacap Samudera lagged returns against current returns
Autocorrelation, which is PT Cilacap 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 Cilacap's stock expected returns. We can calculate the autocorrelation of PT Cilacap returns to help us make a trade decision. For example, suppose you find that PT Cilacap 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 Cilacap 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 Cilacap stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Cilacap stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Cilacap stock over time.
Current vs Lagged Prices |
Timeline |
PT Cilacap Lagged Returns
When evaluating PT Cilacap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Cilacap stock have on its future price. PT Cilacap 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 Cilacap autocorrelation shows the relationship between PT Cilacap stock current value and its past values and can show if there is a momentum factor associated with investing in PT Cilacap Samudera.
Regressed Prices |
Timeline |
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PT Cilacap financial ratios help investors to determine whether ASHA 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 ASHA with respect to the benefits of owning PT Cilacap security.