Electronic City (Indonesia) Market Value
| ECII Stock | IDR 175.00 6.00 3.55% |
| Symbol | Electronic |
Electronic City '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 Electronic City'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 Electronic City.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Electronic City on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Electronic City Indonesia or generate 0.0% return on investment in Electronic City over 30 days. Electronic City is related to or competes with Catur Sentosa, Fast Food, Hero Supermarket, Graha Layar, and Dyandra Media. More
Electronic City 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 Electronic City'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 Electronic City Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.56 | |||
| Information Ratio | 0.0644 | |||
| Maximum Drawdown | 52.9 | |||
| Value At Risk | (11.25) | |||
| Potential Upside | 24.48 |
Electronic City Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Electronic City's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Electronic City's standard deviation. In reality, there are many statistical measures that can use Electronic City historical prices to predict the future Electronic City's volatility.| Risk Adjusted Performance | 0.0538 | |||
| Jensen Alpha | 0.6937 | |||
| Total Risk Alpha | 1.45 | |||
| Sortino Ratio | 0.1019 | |||
| Treynor Ratio | 0.4324 |
Electronic City Indonesia Backtested Returns
Electronic City Indonesia secures Sharpe Ratio (or Efficiency) of -0.0746, which denotes the company had a -0.0746 % return per unit of risk over the last 3 months. Electronic City Indonesia exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Electronic City's Coefficient Of Variation of 1679.29, mean deviation of 6.95, and Downside Deviation of 6.56 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.41, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Electronic City will likely underperform. At this point, Electronic City Indonesia has a negative expected return of -0.61%. Please make sure to confirm Electronic City's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Electronic City Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Electronic City Indonesia has poor predictability. Overlapping area represents the amount of predictability between Electronic City time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Electronic City Indonesia price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Electronic City price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 462.38 |
Electronic City Indonesia lagged returns against current returns
Autocorrelation, which is Electronic City 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 Electronic City's stock expected returns. We can calculate the autocorrelation of Electronic City returns to help us make a trade decision. For example, suppose you find that Electronic City 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 |
Electronic City 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 Electronic City stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Electronic City stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Electronic City stock over time.
Current vs Lagged Prices |
| Timeline |
Electronic City Lagged Returns
When evaluating Electronic City's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Electronic City stock have on its future price. Electronic City 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, Electronic City autocorrelation shows the relationship between Electronic City stock current value and its past values and can show if there is a momentum factor associated with investing in Electronic City Indonesia.
Regressed Prices |
| Timeline |
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Electronic City financial ratios help investors to determine whether Electronic 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 Electronic with respect to the benefits of owning Electronic City security.