Cisarua Mountain (Indonesia) Market Value

CMRY Stock   5,450  100.00  1.87%   
Cisarua Mountain's market value is the price at which a share of Cisarua Mountain trades on a public exchange. It measures the collective expectations of Cisarua Mountain Dairy investors about its performance. Cisarua Mountain is selling for 5450.00 as of the 29th of November 2024. This is a 1.87 percent up since the beginning of the trading day. The stock's last reported lowest price was 5375.0.
With this module, you can estimate the performance of a buy and hold strategy of Cisarua Mountain Dairy and determine expected loss or profit from investing in Cisarua Mountain over a given investment horizon. Check out Cisarua Mountain Correlation, Cisarua Mountain Volatility and Cisarua Mountain Alpha and Beta module to complement your research on Cisarua Mountain.
Symbol

Please note, there is a significant difference between Cisarua Mountain's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cisarua Mountain is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cisarua Mountain'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.

Cisarua Mountain '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 Cisarua Mountain'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 Cisarua Mountain.
0.00
10/30/2024
No Change 0.00  0.0 
In 31 days
11/29/2024
0.00
If you would invest  0.00  in Cisarua Mountain on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Cisarua Mountain Dairy or generate 0.0% return on investment in Cisarua Mountain over 30 days. Cisarua Mountain is related to or competes with Garudafood Putra, Estika Tata, Campina Ice, PT Wahana, and Era Mandiri. More

Cisarua Mountain 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 Cisarua Mountain'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 Cisarua Mountain Dairy upside and downside potential and time the market with a certain degree of confidence.

Cisarua Mountain Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cisarua Mountain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cisarua Mountain's standard deviation. In reality, there are many statistical measures that can use Cisarua Mountain historical prices to predict the future Cisarua Mountain's volatility.
Hype
Prediction
LowEstimatedHigh
5,3485,3505,352
Details
Intrinsic
Valuation
LowRealHigh
4,5024,5045,885
Details

Cisarua Mountain Dairy Backtested Returns

As of now, Cisarua Stock is very steady. Cisarua Mountain Dairy secures Sharpe Ratio (or Efficiency) of 0.0539, which signifies that the company had a 0.0539% return per unit of risk over the last 3 months. We have found thirty technical indicators for Cisarua Mountain Dairy, which you can use to evaluate the volatility of the firm. Please confirm Cisarua Mountain's Mean Deviation of 1.7, risk adjusted performance of 0.0173, and Downside Deviation of 2.18 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Cisarua Mountain has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cisarua Mountain are expected to decrease at a much lower rate. During the bear market, Cisarua Mountain is likely to outperform the market. Cisarua Mountain Dairy right now shows a risk of 2.05%. Please confirm Cisarua Mountain Dairy treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Cisarua Mountain Dairy will be following its price patterns.

Auto-correlation

    
  0.64  

Good predictability

Cisarua Mountain Dairy has good predictability. Overlapping area represents the amount of predictability between Cisarua Mountain time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Cisarua Mountain Dairy price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Cisarua Mountain price fluctuation can be explain by its past prices.
Correlation Coefficient0.64
Spearman Rank Test-0.05
Residual Average0.0
Price Variance10.1 K

Cisarua Mountain Dairy lagged returns against current returns

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

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

Cisarua Mountain Lagged Returns

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

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Other Information on Investing in Cisarua Stock

Cisarua Mountain financial ratios help investors to determine whether Cisarua 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 Cisarua with respect to the benefits of owning Cisarua Mountain security.