PT Data (Indonesia) Market Value
| ELIT Stock | 278.00 12.00 4.51% |
| Symbol | ELIT |
PT Data '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 Data'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 Data.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in PT Data on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding PT Data Sinergitama or generate 0.0% return on investment in PT Data over 30 days. PT Data is related to or competes with Alumindo Light, Victoria Insurance, Eastparc Hotel, Indosterling Technomedia, Trinitan Metals, Indo Acidatama, and Hero Supermarket. More
PT Data 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 Data'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 Data Sinergitama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.14 | |||
| Information Ratio | 0.2244 | |||
| Maximum Drawdown | 46.57 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 10.29 |
PT Data Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Data's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Data's standard deviation. In reality, there are many statistical measures that can use PT Data historical prices to predict the future PT Data's volatility.| Risk Adjusted Performance | 0.1744 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | 1.51 | |||
| Sortino Ratio | 0.3536 | |||
| Treynor Ratio | (0.61) |
PT Data Sinergitama Backtested Returns
PT Data is very steady given 3 months investment horizon. PT Data Sinergitama retains Efficiency (Sharpe Ratio) of 0.25, which implies the firm had a 0.25 % return per unit of price deviation over the last 3 months. We were able to collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.73% are justified by taking the suggested risk. Use PT Data Sinergitama market risk adjusted performance of (0.60), and Standard Deviation of 6.52 to evaluate company specific risk that cannot be diversified away. PT Data holds a performance score of 19 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -2.39, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PT Data are expected to decrease by larger amounts. On the other hand, during market turmoil, PT Data is expected to outperform it. Use PT Data Sinergitama market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to analyze future returns on PT Data Sinergitama.
Auto-correlation | -0.68 |
Very good reverse predictability
PT Data Sinergitama has very good reverse predictability. Overlapping area represents the amount of predictability between PT Data time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Data Sinergitama price movement. The serial correlation of -0.68 indicates that around 68.0% of current PT Data price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 1897.01 |
PT Data Sinergitama lagged returns against current returns
Autocorrelation, which is PT Data 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 Data's stock expected returns. We can calculate the autocorrelation of PT Data returns to help us make a trade decision. For example, suppose you find that PT Data 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 Data 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 Data stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Data stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Data stock over time.
Current vs Lagged Prices |
| Timeline |
PT Data Lagged Returns
When evaluating PT Data's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Data stock have on its future price. PT Data 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 Data autocorrelation shows the relationship between PT Data stock current value and its past values and can show if there is a momentum factor associated with investing in PT Data Sinergitama.
Regressed Prices |
| Timeline |
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PT Data financial ratios help investors to determine whether ELIT 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 ELIT with respect to the benefits of owning PT Data security.