Sinergi Inti (Indonesia) Market Value
| ESIP Stock | IDR 25.00 1.00 4.17% |
| Symbol | Sinergi |
Sinergi Inti '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 Sinergi Inti'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 Sinergi Inti.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sinergi Inti on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sinergi Inti Plastindo or generate 0.0% return on investment in Sinergi Inti over 90 days. Sinergi Inti is related to or competes with Lotte Chemical, Agro Yasa, Era Mandiri, Jasnita Telekomindo, and MNC Vision. PT Sinergi Inti Plastindo Tbk provides plastic packaging products in Indonesia and internationally More
Sinergi Inti 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 Sinergi Inti'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 Sinergi Inti Plastindo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.1 | |||
| Information Ratio | 0.0985 | |||
| Maximum Drawdown | 17.03 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 4.76 |
Sinergi Inti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sinergi Inti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sinergi Inti's standard deviation. In reality, there are many statistical measures that can use Sinergi Inti historical prices to predict the future Sinergi Inti's volatility.| Risk Adjusted Performance | 0.0697 | |||
| Jensen Alpha | 0.0858 | |||
| Total Risk Alpha | 0.705 | |||
| Sortino Ratio | 0.0588 | |||
| Treynor Ratio | (0.17) |
Sinergi Inti Plastindo Backtested Returns
Sinergi Inti Plastindo owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Sinergi Inti Plastindo exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sinergi Inti's Coefficient Of Variation of 1402.95, risk adjusted performance of 0.0697, and Semi Deviation of 2.87 to confirm the risk estimate we provide. The entity has a beta of -1.5, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sinergi Inti are expected to decrease by larger amounts. On the other hand, during market turmoil, Sinergi Inti is expected to outperform it. At this point, Sinergi Inti Plastindo has a negative expected return of -0.0156%. Please make sure to validate Sinergi Inti's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Sinergi Inti Plastindo performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Sinergi Inti Plastindo has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sinergi Inti time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Sinergi Inti Plastindo price movement. The serial correlation of -0.18 indicates that over 18.0% of current Sinergi Inti price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Sinergi Inti Plastindo lagged returns against current returns
Autocorrelation, which is Sinergi Inti 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 Sinergi Inti's stock expected returns. We can calculate the autocorrelation of Sinergi Inti returns to help us make a trade decision. For example, suppose you find that Sinergi Inti 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 |
Sinergi Inti 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 Sinergi Inti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sinergi Inti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sinergi Inti stock over time.
Current vs Lagged Prices |
| Timeline |
Sinergi Inti Lagged Returns
When evaluating Sinergi Inti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sinergi Inti stock have on its future price. Sinergi Inti 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, Sinergi Inti autocorrelation shows the relationship between Sinergi Inti stock current value and its past values and can show if there is a momentum factor associated with investing in Sinergi Inti Plastindo.
Regressed Prices |
| Timeline |
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Sinergi Inti financial ratios help investors to determine whether Sinergi 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 Sinergi with respect to the benefits of owning Sinergi Inti security.