Graha Layar (Indonesia) Market Value
| BLTZ Stock | IDR 2,000 0.00 0.00% |
| Symbol | Graha |
Graha Layar '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 Graha Layar'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 Graha Layar.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Graha Layar on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Graha Layar Prima or generate 0.0% return on investment in Graha Layar over 720 days. Graha Layar is related to or competes with Electronic City, Bayu Buana, Bintang Oto, Garuda Metalindo, and Arita Prima. PT Graha Layar Prima Tbk, through its subsidiary, PT Graha Layar Mitra, operates in the cinema industry in Indonesia More
Graha Layar 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 Graha Layar'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 Graha Layar Prima upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0175 | |||
| Maximum Drawdown | 9.52 | |||
| Potential Upside | 3.9 |
Graha Layar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graha Layar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graha Layar's standard deviation. In reality, there are many statistical measures that can use Graha Layar historical prices to predict the future Graha Layar's volatility.| Risk Adjusted Performance | 0.0776 | |||
| Jensen Alpha | 0.1344 | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (1.40) |
Graha Layar Prima Backtested Returns
As of now, Graha Stock is very steady. Graha Layar Prima holds Efficiency (Sharpe) Ratio of 0.055, which attests that the entity had a 0.055% return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Graha Layar Prima, which you can use to evaluate the volatility of the firm. Please check out Graha Layar's market risk adjusted performance of (1.39), and Risk Adjusted Performance of 0.0776 to validate if the risk estimate we provide is consistent with the expected return of 0.0695%. Graha Layar has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0892, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Graha Layar are expected to decrease at a much lower rate. During the bear market, Graha Layar is likely to outperform the market. Graha Layar Prima right now retains a risk of 1.26%. Please check out Graha Layar market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if Graha Layar will be following its current trending patterns.
Auto-correlation | 0.32 |
Below average predictability
Graha Layar Prima has below average predictability. Overlapping area represents the amount of predictability between Graha Layar time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Graha Layar Prima price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Graha Layar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 17.7 K |
Graha Layar Prima lagged returns against current returns
Autocorrelation, which is Graha Layar 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 Graha Layar's stock expected returns. We can calculate the autocorrelation of Graha Layar returns to help us make a trade decision. For example, suppose you find that Graha Layar 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 |
Graha Layar 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 Graha Layar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graha Layar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graha Layar stock over time.
Current vs Lagged Prices |
| Timeline |
Graha Layar Lagged Returns
When evaluating Graha Layar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graha Layar stock have on its future price. Graha Layar 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, Graha Layar autocorrelation shows the relationship between Graha Layar stock current value and its past values and can show if there is a momentum factor associated with investing in Graha Layar Prima.
Regressed Prices |
| Timeline |
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Graha Layar financial ratios help investors to determine whether Graha 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 Graha with respect to the benefits of owning Graha Layar security.