Exploitasi Energi (Indonesia) Market Value
| CNKO Stock | IDR 14.00 1.00 7.69% |
| Symbol | Exploitasi |
Exploitasi Energi '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 Exploitasi Energi'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 Exploitasi Energi.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Exploitasi Energi on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Exploitasi Energi Indonesia or generate 0.0% return on investment in Exploitasi Energi over 30 days. Exploitasi Energi is related to or competes with Central Proteina, Darma Henwa, Bakrieland Development, Energi Mega, and Kawasan Industri. More
Exploitasi Energi 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 Exploitasi Energi'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 Exploitasi Energi Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.5 | |||
| Information Ratio | 0.1484 | |||
| Maximum Drawdown | 30.95 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 16.67 |
Exploitasi Energi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exploitasi Energi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exploitasi Energi's standard deviation. In reality, there are many statistical measures that can use Exploitasi Energi historical prices to predict the future Exploitasi Energi's volatility.| Risk Adjusted Performance | 0.1247 | |||
| Jensen Alpha | 1.51 | |||
| Total Risk Alpha | 0.3139 | |||
| Sortino Ratio | 0.0949 | |||
| Treynor Ratio | (3.11) |
Exploitasi Energi Backtested Returns
Exploitasi Energi is relatively risky given 3 months investment horizon. Exploitasi Energi secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of risk over the last 3 months. We were able to collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.52% are justified by taking the suggested risk. Use Exploitasi Energi Downside Deviation of 14.5, mean deviation of 6.75, and Coefficient Of Variation of 628.12 to evaluate company specific risk that cannot be diversified away. Exploitasi Energi holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.47, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Exploitasi Energi are expected to decrease at a much lower rate. During the bear market, Exploitasi Energi is likely to outperform the market. Use Exploitasi Energi information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Exploitasi Energi.
Auto-correlation | 0.24 |
Weak predictability
Exploitasi Energi Indonesia has weak predictability. Overlapping area represents the amount of predictability between Exploitasi Energi time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Exploitasi Energi price movement. The serial correlation of 0.24 indicates that over 24.0% of current Exploitasi Energi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 7.32 |
Exploitasi Energi lagged returns against current returns
Autocorrelation, which is Exploitasi Energi 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 Exploitasi Energi's stock expected returns. We can calculate the autocorrelation of Exploitasi Energi returns to help us make a trade decision. For example, suppose you find that Exploitasi Energi 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 |
Exploitasi Energi 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 Exploitasi Energi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exploitasi Energi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exploitasi Energi stock over time.
Current vs Lagged Prices |
| Timeline |
Exploitasi Energi Lagged Returns
When evaluating Exploitasi Energi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exploitasi Energi stock have on its future price. Exploitasi Energi 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, Exploitasi Energi autocorrelation shows the relationship between Exploitasi Energi stock current value and its past values and can show if there is a momentum factor associated with investing in Exploitasi Energi Indonesia.
Regressed Prices |
| Timeline |
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Exploitasi Energi financial ratios help investors to determine whether Exploitasi 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 Exploitasi with respect to the benefits of owning Exploitasi Energi security.