Fast Food (Indonesia) Market Value
| FAST Stock | IDR 230.00 6.00 2.54% |
| Symbol | Fast |
Fast Food '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 Fast Food'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 Fast Food.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Fast Food on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Fast Food Indonesia or generate 0.0% return on investment in Fast Food over 90 days. Fast Food is related to or competes with Hero Supermarket, Indoritel Makmur, Enseval Putra, Fks Multi, and Bayu Buana. More
Fast Food 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 Fast Food'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 Fast Food Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 36.54 | |||
| Value At Risk | (5.65) | |||
| Potential Upside | 4.32 |
Fast Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fast Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fast Food's standard deviation. In reality, there are many statistical measures that can use Fast Food historical prices to predict the future Fast Food's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | 0.2586 | |||
| Treynor Ratio | 0.424 |
Fast Food Indonesia Backtested Returns
Fast Food Indonesia secures Sharpe Ratio (or Efficiency) of -0.0862, which denotes the company had a -0.0862 % return per unit of risk over the last 3 months. Fast Food Indonesia exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fast Food's Mean Deviation of 2.96, standard deviation of 4.78, and Variance of 22.82 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fast Food are expected to decrease at a much lower rate. During the bear market, Fast Food is likely to outperform the market. At this point, Fast Food Indonesia has a negative expected return of -0.43%. Please make sure to confirm Fast Food's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Fast Food Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Fast Food Indonesia has good predictability. Overlapping area represents the amount of predictability between Fast Food time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Fast Food Indonesia price movement. The serial correlation of 0.66 indicates that around 66.0% of current Fast Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 207.11 |
Fast Food Indonesia lagged returns against current returns
Autocorrelation, which is Fast Food 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 Fast Food's stock expected returns. We can calculate the autocorrelation of Fast Food returns to help us make a trade decision. For example, suppose you find that Fast Food 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 |
Fast Food 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 Fast Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fast Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fast Food stock over time.
Current vs Lagged Prices |
| Timeline |
Fast Food Lagged Returns
When evaluating Fast Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fast Food stock have on its future price. Fast Food 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, Fast Food autocorrelation shows the relationship between Fast Food stock current value and its past values and can show if there is a momentum factor associated with investing in Fast Food Indonesia.
Regressed Prices |
| Timeline |
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Fast Food financial ratios help investors to determine whether Fast 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 Fast with respect to the benefits of owning Fast Food security.