Avia Avian (Indonesia) Market Value

AVIA Stock   406.00  4.00  0.98%   
Avia Avian's market value is the price at which a share of Avia Avian trades on a public exchange. It measures the collective expectations of Avia Avian PT investors about its performance. Avia Avian is selling for 406.00 as of the 18th of March 2025. This is a 0.98 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 404.0.
With this module, you can estimate the performance of a buy and hold strategy of Avia Avian PT and determine expected loss or profit from investing in Avia Avian over a given investment horizon. Check out Avia Avian Correlation, Avia Avian Volatility and Avia Avian Alpha and Beta module to complement your research on Avia Avian.
Symbol

Please note, there is a significant difference between Avia Avian's value and its price as these two are different measures arrived at by different means. Investors typically determine if Avia Avian is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Avia Avian's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Avia Avian '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 Avia Avian'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 Avia Avian.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Avia Avian on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Avia Avian PT or generate 0.0% return on investment in Avia Avian over 90 days. Avia Avian is related to or competes with Dayamitra Telekomunikasi, Cisarua Mountain, PT Bukalapak, Sumber Alfaria, and Adaro Minerals. More

Avia Avian 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 Avia Avian'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 Avia Avian PT upside and downside potential and time the market with a certain degree of confidence.

Avia Avian Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Avia Avian's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avia Avian's standard deviation. In reality, there are many statistical measures that can use Avia Avian historical prices to predict the future Avia Avian's volatility.
Hype
Prediction
LowEstimatedHigh
403.72406.00408.28
Details
Intrinsic
Valuation
LowRealHigh
330.78333.06446.60
Details

Avia Avian PT Backtested Returns

As of now, Avia Stock is very steady. Avia Avian PT secures Sharpe Ratio (or Efficiency) of 0.0744, which signifies that the company had a 0.0744 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Avia Avian PT, which you can use to evaluate the volatility of the firm. Please confirm Avia Avian's Downside Deviation of 2.44, risk adjusted performance of 0.0098, and Mean Deviation of 1.59 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Avia Avian has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Avia Avian are expected to decrease at a much lower rate. During the bear market, Avia Avian is likely to outperform the market. Avia Avian PT right now shows a risk of 2.28%. Please confirm Avia Avian PT information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Avia Avian PT will be following its price patterns.

Auto-correlation

    
  -0.68  

Very good reverse predictability

Avia Avian PT has very good reverse predictability. Overlapping area represents the amount of predictability between Avia Avian 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 Avia Avian PT price movement. The serial correlation of -0.68 indicates that around 68.0% of current Avia Avian price fluctuation can be explain by its past prices.
Correlation Coefficient-0.68
Spearman Rank Test0.0
Residual Average0.0
Price Variance409.48

Avia Avian PT lagged returns against current returns

Autocorrelation, which is Avia Avian 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 Avia Avian's stock expected returns. We can calculate the autocorrelation of Avia Avian returns to help us make a trade decision. For example, suppose you find that Avia Avian 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  

Avia Avian 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 Avia Avian stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avia Avian stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avia Avian stock over time.
   Current vs Lagged Prices   
       Timeline  

Avia Avian Lagged Returns

When evaluating Avia Avian's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avia Avian stock have on its future price. Avia Avian 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, Avia Avian autocorrelation shows the relationship between Avia Avian stock current value and its past values and can show if there is a momentum factor associated with investing in Avia Avian PT.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Avia Stock

Avia Avian financial ratios help investors to determine whether Avia 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 Avia with respect to the benefits of owning Avia Avian security.