Cipta Selera (Indonesia) Market Value
| CSMI Stock | IDR 3,240 10.00 0.31% |
| Symbol | Cipta |
Cipta Selera '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 Cipta Selera'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 Cipta Selera.
| 01/20/2023 |
| 01/09/2025 |
If you would invest 0.00 in Cipta Selera on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding Cipta Selera Murni or generate 0.0% return on investment in Cipta Selera over 720 days. Cipta Selera is related to or competes with Panin Financial, Indo Acidatama, Anabatic Technologies, Tera Data, Hero Supermarket, and Galva Technologies. PT Cipta Selera Murni Tbk, together with its subsidiaries, engages in the fast food restaurant business in Indonesia More
Cipta Selera 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 Cipta Selera'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 Cipta Selera Murni upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1864 | |||
| Maximum Drawdown | 6.06 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 2.31 |
Cipta Selera Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cipta Selera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cipta Selera's standard deviation. In reality, there are many statistical measures that can use Cipta Selera historical prices to predict the future Cipta Selera's volatility.| Risk Adjusted Performance | 0.1596 | |||
| Jensen Alpha | 0.1841 | |||
| Total Risk Alpha | 0.1846 | |||
| Treynor Ratio | 0.6541 |
Cipta Selera Murni Backtested Returns
Cipta Selera appears to be very steady, given 3 months investment horizon. Cipta Selera Murni secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Cipta Selera Murni, which you can use to evaluate the volatility of the firm. Please makes use of Cipta Selera's Mean Deviation of 0.4692, risk adjusted performance of 0.1596, and Standard Deviation of 0.9896 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cipta Selera holds a performance score of 21. The firm shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cipta Selera's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cipta Selera is expected to be smaller as well. Please check Cipta Selera's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Cipta Selera's price patterns will revert.
Auto-correlation | -0.45 |
Modest reverse predictability
Cipta Selera Murni has modest reverse predictability. Overlapping area represents the amount of predictability between Cipta Selera time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th of January 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 Cipta Selera Murni price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Cipta Selera price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 8550.55 |
Cipta Selera Murni lagged returns against current returns
Autocorrelation, which is Cipta Selera 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 Cipta Selera's stock expected returns. We can calculate the autocorrelation of Cipta Selera returns to help us make a trade decision. For example, suppose you find that Cipta Selera 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 |
Cipta Selera 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 Cipta Selera stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cipta Selera stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cipta Selera stock over time.
Current vs Lagged Prices |
| Timeline |
Cipta Selera Lagged Returns
When evaluating Cipta Selera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cipta Selera stock have on its future price. Cipta Selera 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, Cipta Selera autocorrelation shows the relationship between Cipta Selera stock current value and its past values and can show if there is a momentum factor associated with investing in Cipta Selera Murni.
Regressed Prices |
| Timeline |
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Cipta Selera financial ratios help investors to determine whether Cipta 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 Cipta with respect to the benefits of owning Cipta Selera security.