Dyandra Media (Indonesia) Market Value
| DYAN Stock | IDR 86.00 3.00 3.37% |
| Symbol | Dyandra |
Dyandra Media '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 Dyandra Media'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 Dyandra Media.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Dyandra Media on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Dyandra Media International or generate 0.0% return on investment in Dyandra Media over 30 days. Dyandra Media is related to or competes with Electronic City, Steel Pipe, Visi Media, Bekasi Fajar, and Centratama Telekomunikasi. More
Dyandra Media 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 Dyandra Media'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 Dyandra Media International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 3.45 |
Dyandra Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dyandra Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dyandra Media's standard deviation. In reality, there are many statistical measures that can use Dyandra Media historical prices to predict the future Dyandra Media's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.3778 |
Dyandra Media Intern Backtested Returns
Dyandra Media Intern secures Sharpe Ratio (or Efficiency) of -0.0591, which denotes the company had a -0.0591 % return per unit of standard deviation over the last 3 months. Dyandra Media International exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dyandra Media's Coefficient Of Variation of (1,677), standard deviation of 2.39, and Mean Deviation of 1.53 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Dyandra Media are expected to decrease at a much lower rate. During the bear market, Dyandra Media is likely to outperform the market. At this point, Dyandra Media Intern has a negative expected return of -0.14%. Please make sure to confirm Dyandra Media's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Dyandra Media Intern performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Dyandra Media International has poor reverse predictability. Overlapping area represents the amount of predictability between Dyandra Media time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 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 Dyandra Media Intern price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Dyandra Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 39.54 |
Dyandra Media Intern lagged returns against current returns
Autocorrelation, which is Dyandra Media 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 Dyandra Media's stock expected returns. We can calculate the autocorrelation of Dyandra Media returns to help us make a trade decision. For example, suppose you find that Dyandra Media 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 |
Dyandra Media 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 Dyandra Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dyandra Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dyandra Media stock over time.
Current vs Lagged Prices |
| Timeline |
Dyandra Media Lagged Returns
When evaluating Dyandra Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dyandra Media stock have on its future price. Dyandra Media 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, Dyandra Media autocorrelation shows the relationship between Dyandra Media stock current value and its past values and can show if there is a momentum factor associated with investing in Dyandra Media International.
Regressed Prices |
| Timeline |
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Dyandra Media financial ratios help investors to determine whether Dyandra 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 Dyandra with respect to the benefits of owning Dyandra Media security.