Arkadia Digital (Indonesia) Market Value
| DIGI Stock | IDR 16.00 1.00 5.88% |
| Symbol | Arkadia |
Arkadia Digital '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 Arkadia Digital'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 Arkadia Digital.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Arkadia Digital on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Arkadia Digital Media or generate 0.0% return on investment in Arkadia Digital over 90 days. Arkadia Digital is related to or competes with Electronic City, MD Pictures, Bintang Oto, Graha Layar, and Natura City. PT Arkadia Digital Media Tbk operates as an independent and integrated digital media company in Indonesia More
Arkadia Digital 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 Arkadia Digital'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 Arkadia Digital Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.24 | |||
| Information Ratio | 0.0919 | |||
| Maximum Drawdown | 13.81 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.67 |
Arkadia Digital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arkadia Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arkadia Digital's standard deviation. In reality, there are many statistical measures that can use Arkadia Digital historical prices to predict the future Arkadia Digital's volatility.| Risk Adjusted Performance | 0.0677 | |||
| Jensen Alpha | 0.1928 | |||
| Total Risk Alpha | 0.8119 | |||
| Sortino Ratio | 0.0625 | |||
| Treynor Ratio | (0.35) |
Arkadia Digital Media Backtested Returns
Arkadia Digital appears to be somewhat reliable, given 3 months investment horizon. Arkadia Digital Media secures Sharpe Ratio (or Efficiency) of 0.0465, which signifies that the company had a 0.0465 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Arkadia Digital Media, which you can use to evaluate the volatility of the firm. Please makes use of Arkadia Digital's Mean Deviation of 2.99, risk adjusted performance of 0.0677, and Downside Deviation of 6.24 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arkadia Digital holds a performance score of 3. The firm shows a Beta (market volatility) of -0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arkadia Digital are expected to decrease at a much lower rate. During the bear market, Arkadia Digital is likely to outperform the market. Please check Arkadia Digital's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Arkadia Digital's price patterns will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
Arkadia Digital Media has very weak reverse predictability. Overlapping area represents the amount of predictability between Arkadia Digital 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 Arkadia Digital Media price movement. The serial correlation of -0.02 indicates that only 2.0% of current Arkadia Digital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
Arkadia Digital Media lagged returns against current returns
Autocorrelation, which is Arkadia Digital 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 Arkadia Digital's stock expected returns. We can calculate the autocorrelation of Arkadia Digital returns to help us make a trade decision. For example, suppose you find that Arkadia Digital 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 |
Arkadia Digital 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 Arkadia Digital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arkadia Digital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arkadia Digital stock over time.
Current vs Lagged Prices |
| Timeline |
Arkadia Digital Lagged Returns
When evaluating Arkadia Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arkadia Digital stock have on its future price. Arkadia Digital 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, Arkadia Digital autocorrelation shows the relationship between Arkadia Digital stock current value and its past values and can show if there is a momentum factor associated with investing in Arkadia Digital Media.
Regressed Prices |
| Timeline |
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Arkadia Digital financial ratios help investors to determine whether Arkadia 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 Arkadia with respect to the benefits of owning Arkadia Digital security.