PT Dafam (Indonesia) Market Value

DFAM Stock   50.00  0.00  0.00%   
PT Dafam's market value is the price at which a share of PT Dafam trades on a public exchange. It measures the collective expectations of PT Dafam Property investors about its performance. PT Dafam is selling for 50.00 as of the 15th of March 2025. This is a No Change since the beginning of the trading day. The stock's last reported lowest price was 50.0.
With this module, you can estimate the performance of a buy and hold strategy of PT Dafam Property and determine expected loss or profit from investing in PT Dafam over a given investment horizon. Check out PT Dafam Correlation, PT Dafam Volatility and PT Dafam Alpha and Beta module to complement your research on PT Dafam.
Symbol

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

PT Dafam '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 PT Dafam'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 PT Dafam.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in PT Dafam on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding PT Dafam Property or generate 0.0% return on investment in PT Dafam over 90 days. PT Dafam is related to or competes with Batavia Prosperindo, MD Pictures, Bintang Oto, Arkadia Digital, and Natura City. More

PT Dafam 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 PT Dafam'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 PT Dafam Property upside and downside potential and time the market with a certain degree of confidence.

PT Dafam Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Dafam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Dafam's standard deviation. In reality, there are many statistical measures that can use PT Dafam historical prices to predict the future PT Dafam's volatility.
Hype
Prediction
LowEstimatedHigh
49.6350.0050.37
Details
Intrinsic
Valuation
LowRealHigh
49.8850.2550.62
Details
Naive
Forecast
LowNextHigh
49.5849.9550.32
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
50.0350.0350.03
Details

PT Dafam Property Backtested Returns

As of now, DFAM Stock is very steady. PT Dafam Property retains Efficiency (Sharpe Ratio) of close to zero, which implies the firm had a close to zero % return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for PT Dafam, which you can use to evaluate the volatility of the company. Please check PT Dafam's market risk adjusted performance of (0.26), and Information Ratio of 0.2868 to confirm if the risk estimate we provide is consistent with the expected return of 7.0E-4%. The company owns a Beta (Systematic Risk) of 0.0343, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Dafam's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Dafam is expected to be smaller as well. PT Dafam Property at this moment owns a risk of 0.37%. Please check PT Dafam Property market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if PT Dafam Property will be following its current price history.

Auto-correlation

    
  0.00  

No correlation between past and present

PT Dafam Property has no correlation between past and present. Overlapping area represents the amount of predictability between PT Dafam time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 PT Dafam Property price movement. The serial correlation of 0.0 indicates that just 0.0% of current PT Dafam price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.65
Residual Average0.0
Price Variance0.0

PT Dafam Property lagged returns against current returns

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

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

PT Dafam Lagged Returns

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

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Other Information on Investing in DFAM Stock

PT Dafam financial ratios help investors to determine whether DFAM 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 DFAM with respect to the benefits of owning PT Dafam security.