FAP Agri (Indonesia) Market Value
| FAPA Stock | IDR 5,350 25.00 0.47% |
| Symbol | FAP |
FAP Agri '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 FAP Agri'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 FAP Agri.
| 07/21/2023 |
| 12/12/2024 |
If you would invest 0.00 in FAP Agri on July 21, 2023 and sell it all today you would earn a total of 0.00 from holding FAP Agri Tbk or generate 0.0% return on investment in FAP Agri over 510 days. FAP Agri is related to or competes with Triputra Agro, Indointernet Tbk, Austindo Nusantara, Garudafood Putra, and Diamond Food. PT FAP Agri Tbk operates as an oil palm plantation company in Indonesia More
FAP Agri 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 FAP Agri'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 FAP Agri Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.494 | |||
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 0.9479 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.4739 |
FAP Agri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FAP Agri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FAP Agri's standard deviation. In reality, there are many statistical measures that can use FAP Agri historical prices to predict the future FAP Agri's volatility.| Risk Adjusted Performance | 0.0222 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | 0.0636 |
FAP Agri Tbk Backtested Returns
As of now, FAP Stock is very steady. FAP Agri Tbk secures Sharpe Ratio (or Efficiency) of 0.0552, which denotes the company had a 0.0552% return per unit of volatility over the last 3 months. We have found thirty technical indicators for FAP Agri Tbk, which you can use to evaluate the volatility of the entity. Please confirm FAP Agri's Downside Deviation of 0.494, mean deviation of 0.1659, and Market Risk Adjusted Performance of 0.0736 to check if the risk estimate we provide is consistent with the expected return of 0.0155%. FAP Agri has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0723, which means not very significant fluctuations relative to the market. As returns on the market increase, FAP Agri's returns are expected to increase less than the market. However, during the bear market, the loss of holding FAP Agri is expected to be smaller as well. FAP Agri Tbk at this time shows a risk of 0.28%. Please confirm FAP Agri Tbk jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if FAP Agri Tbk will be following its price patterns.
Auto-correlation | 0.22 |
Weak predictability
FAP Agri Tbk has weak predictability. Overlapping area represents the amount of predictability between FAP Agri time series from 21st of July 2023 to 1st of April 2024 and 1st of April 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FAP Agri Tbk price movement. The serial correlation of 0.22 indicates that over 22.0% of current FAP Agri price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 575.0 |
FAP Agri Tbk lagged returns against current returns
Autocorrelation, which is FAP Agri 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 FAP Agri's stock expected returns. We can calculate the autocorrelation of FAP Agri returns to help us make a trade decision. For example, suppose you find that FAP Agri 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 |
FAP Agri 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 FAP Agri stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FAP Agri stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FAP Agri stock over time.
Current vs Lagged Prices |
| Timeline |
FAP Agri Lagged Returns
When evaluating FAP Agri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FAP Agri stock have on its future price. FAP Agri 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, FAP Agri autocorrelation shows the relationship between FAP Agri stock current value and its past values and can show if there is a momentum factor associated with investing in FAP Agri Tbk.
Regressed Prices |
| Timeline |
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FAP Agri financial ratios help investors to determine whether FAP 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 FAP with respect to the benefits of owning FAP Agri security.