PT Dafam (Indonesia) Market Value
| DFAM Stock | 50.00 1.00 1.96% |
| Symbol | DFAM |
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.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in PT Dafam on December 15, 2022 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 720 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.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 5.96 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.0 |
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.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.33) |
PT Dafam Property Backtested Returns
PT Dafam Property retains Efficiency (Sharpe Ratio) of -0.0365, which implies the firm had a -0.0365% return per unit of price deviation over the last 3 months. PT Dafam exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PT Dafam's information ratio of (0.13), and Market Risk Adjusted Performance of (0.32) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.27, 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. At this point, PT Dafam Property has a negative expected return of -0.0529%. Please make sure to check PT Dafam's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if PT Dafam Property performance from the past will be repeated at some future date.
Auto-correlation | 0.47 |
Average predictability
PT Dafam Property has average predictability. Overlapping area represents the amount of predictability between PT Dafam time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th 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 PT Dafam Property price movement. The serial correlation of 0.47 indicates that about 47.0% of current PT Dafam price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 11.29 |
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 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther 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.