DCI Indonesia (Indonesia) Market Value
| DCII Stock | IDR 116,125 19,350 19.99% |
| Symbol | DCI |
DCI Indonesia '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 DCI Indonesia'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 DCI Indonesia.
| 09/09/2023 |
| 03/02/2025 |
If you would invest 0.00 in DCI Indonesia on September 9, 2023 and sell it all today you would earn a total of 0.00 from holding DCI Indonesia Tbk or generate 0.0% return on investment in DCI Indonesia over 540 days. DCI Indonesia is related to or competes with Bank Artos, Elang Mahkota, Indointernet Tbk, PT Bukalapak, and Digital Mediatama. PT DCI Indonesia Tbk provides cloud and carrier neutral data center infrastructure services in Indonesia More
DCI Indonesia 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 DCI Indonesia'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 DCI Indonesia Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.51 | |||
| Information Ratio | 0.2968 | |||
| Maximum Drawdown | 19.99 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 19.97 |
DCI Indonesia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DCI Indonesia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DCI Indonesia's standard deviation. In reality, there are many statistical measures that can use DCI Indonesia historical prices to predict the future DCI Indonesia's volatility.| Risk Adjusted Performance | 0.2257 | |||
| Jensen Alpha | 1.73 | |||
| Total Risk Alpha | 1.94 | |||
| Sortino Ratio | 0.5067 | |||
| Treynor Ratio | (1.65) |
DCI Indonesia Tbk Backtested Returns
DCI Indonesia is very steady given 3 months investment horizon. DCI Indonesia Tbk secures Sharpe Ratio (or Efficiency) of 0.29, which denotes the company had a 0.29 % return per unit of return volatility 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 1.8% are justified by taking the suggested risk. Use DCI Indonesia downside deviation of 3.51, and Mean Deviation of 3.75 to evaluate company specific risk that cannot be diversified away. DCI Indonesia holds a performance score of 22 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.06, which means a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning DCI Indonesia are expected to decrease slowly. On the other hand, during market turmoil, DCI Indonesia is expected to outperform it slightly. Use DCI Indonesia downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to analyze future returns on DCI Indonesia.
Auto-correlation | 0.50 |
Modest predictability
DCI Indonesia Tbk has modest predictability. Overlapping area represents the amount of predictability between DCI Indonesia time series from 9th of September 2023 to 5th of June 2024 and 5th of June 2024 to 2nd 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 DCI Indonesia Tbk price movement. The serial correlation of 0.5 indicates that about 50.0% of current DCI Indonesia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 23.1 M |
DCI Indonesia Tbk lagged returns against current returns
Autocorrelation, which is DCI Indonesia 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 DCI Indonesia's stock expected returns. We can calculate the autocorrelation of DCI Indonesia returns to help us make a trade decision. For example, suppose you find that DCI Indonesia 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 |
DCI Indonesia 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 DCI Indonesia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DCI Indonesia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DCI Indonesia stock over time.
Current vs Lagged Prices |
| Timeline |
DCI Indonesia Lagged Returns
When evaluating DCI Indonesia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DCI Indonesia stock have on its future price. DCI Indonesia 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, DCI Indonesia autocorrelation shows the relationship between DCI Indonesia stock current value and its past values and can show if there is a momentum factor associated with investing in DCI Indonesia Tbk.
Regressed Prices |
| Timeline |
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DCI Indonesia financial ratios help investors to determine whether DCI 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 DCI with respect to the benefits of owning DCI Indonesia security.