Lotte Chemical (Indonesia) Market Value
| FPNI Stock | IDR 181.00 1.00 0.56% |
| Symbol | Lotte |
Lotte Chemical '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 Lotte Chemical'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 Lotte Chemical.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Lotte Chemical on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Lotte Chemical Titan or generate 0.0% return on investment in Lotte Chemical over 90 days. Lotte Chemical is related to or competes with Champion Pacific, Argha Karya, Asiaplast Industries, Intanwijaya Internasional, and Duta Pertiwi. PT Lotte Chemical Titan Tbk, together with its subsidiaries, produces and distributes polyethylene products in Indonesia More
Lotte Chemical 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 Lotte Chemical'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 Lotte Chemical Titan upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0139 | |||
| Maximum Drawdown | 9.13 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 2.19 |
Lotte Chemical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lotte Chemical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lotte Chemical's standard deviation. In reality, there are many statistical measures that can use Lotte Chemical historical prices to predict the future Lotte Chemical's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | 0.1097 | |||
| Treynor Ratio | 0.2836 |
Lotte Chemical Titan Backtested Returns
Lotte Chemical Titan has Sharpe Ratio of -0.0588, which conveys that the firm had a -0.0588 % return per unit of risk over the last 3 months. Lotte Chemical exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lotte Chemical's Risk Adjusted Performance of (0.04), standard deviation of 1.57, and Mean Deviation of 1.08 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lotte Chemical are expected to decrease at a much lower rate. During the bear market, Lotte Chemical is likely to outperform the market. At this point, Lotte Chemical Titan has a negative expected return of -0.0957%. Please make sure to verify Lotte Chemical's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Lotte Chemical Titan performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.02 |
Virtually no predictability
Lotte Chemical Titan has virtually no predictability. Overlapping area represents the amount of predictability between Lotte Chemical 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 Lotte Chemical Titan price movement. The serial correlation of 0.02 indicates that only 2.0% of current Lotte Chemical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 12.81 |
Lotte Chemical Titan lagged returns against current returns
Autocorrelation, which is Lotte Chemical 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 Lotte Chemical's stock expected returns. We can calculate the autocorrelation of Lotte Chemical returns to help us make a trade decision. For example, suppose you find that Lotte Chemical 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 |
Lotte Chemical 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 Lotte Chemical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lotte Chemical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lotte Chemical stock over time.
Current vs Lagged Prices |
| Timeline |
Lotte Chemical Lagged Returns
When evaluating Lotte Chemical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lotte Chemical stock have on its future price. Lotte Chemical 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, Lotte Chemical autocorrelation shows the relationship between Lotte Chemical stock current value and its past values and can show if there is a momentum factor associated with investing in Lotte Chemical Titan.
Regressed Prices |
| Timeline |
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Lotte Chemical financial ratios help investors to determine whether Lotte 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 Lotte with respect to the benefits of owning Lotte Chemical security.