Garudafood Putra (Indonesia) Market Value

GOOD Stock  IDR 386.00  6.00  1.53%   
Garudafood Putra's market value is the price at which a share of Garudafood Putra trades on a public exchange. It measures the collective expectations of Garudafood Putra Putri investors about its performance. Garudafood Putra is selling for 386.00 as of the 16th of March 2025. This is a 1.53 percent down since the beginning of the trading day. The stock's last reported lowest price was 382.0.
With this module, you can estimate the performance of a buy and hold strategy of Garudafood Putra Putri and determine expected loss or profit from investing in Garudafood Putra over a given investment horizon. Check out Garudafood Putra Correlation, Garudafood Putra Volatility and Garudafood Putra Alpha and Beta module to complement your research on Garudafood Putra.
Symbol

Please note, there is a significant difference between Garudafood Putra's value and its price as these two are different measures arrived at by different means. Investors typically determine if Garudafood Putra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Garudafood Putra's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Garudafood Putra '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 Garudafood Putra'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 Garudafood Putra.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Garudafood Putra on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Garudafood Putra Putri or generate 0.0% return on investment in Garudafood Putra over 90 days. Garudafood Putra is related to or competes with Sariguna Primatirta, Ultra Jaya, Nippon Indosari, Kino Indonesia, and Medikaloka Hermina. PT Garudafood Putra Putri Jaya Tbk provides snacks and beverages in Indonesia More

Garudafood Putra 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 Garudafood Putra'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 Garudafood Putra Putri upside and downside potential and time the market with a certain degree of confidence.

Garudafood Putra Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Garudafood Putra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Garudafood Putra's standard deviation. In reality, there are many statistical measures that can use Garudafood Putra historical prices to predict the future Garudafood Putra's volatility.
Hype
Prediction
LowEstimatedHigh
384.78386.00387.22
Details
Intrinsic
Valuation
LowRealHigh
384.78386.00387.22
Details
Naive
Forecast
LowNextHigh
390.99392.21393.43
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
374.52390.34406.16
Details

Garudafood Putra Putri Backtested Returns

Garudafood Putra Putri holds Efficiency (Sharpe) Ratio of -0.0504, which attests that the entity had a -0.0504 % return per unit of risk over the last 3 months. Garudafood Putra Putri exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Garudafood Putra's Standard Deviation of 1.17, risk adjusted performance of (0.03), and Market Risk Adjusted Performance of 0.3886 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Garudafood Putra are expected to decrease at a much lower rate. During the bear market, Garudafood Putra is likely to outperform the market. At this point, Garudafood Putra Putri has a negative expected return of -0.0615%. Please make sure to check out Garudafood Putra's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Garudafood Putra Putri performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.04  

Virtually no predictability

Garudafood Putra Putri has virtually no predictability. Overlapping area represents the amount of predictability between Garudafood Putra 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 Garudafood Putra Putri price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Garudafood Putra price fluctuation can be explain by its past prices.
Correlation Coefficient0.04
Spearman Rank Test-0.06
Residual Average0.0
Price Variance40.27

Garudafood Putra Putri lagged returns against current returns

Autocorrelation, which is Garudafood Putra 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 Garudafood Putra's stock expected returns. We can calculate the autocorrelation of Garudafood Putra returns to help us make a trade decision. For example, suppose you find that Garudafood Putra 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  

Garudafood Putra 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 Garudafood Putra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Garudafood Putra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Garudafood Putra stock over time.
   Current vs Lagged Prices   
       Timeline  

Garudafood Putra Lagged Returns

When evaluating Garudafood Putra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Garudafood Putra stock have on its future price. Garudafood Putra 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, Garudafood Putra autocorrelation shows the relationship between Garudafood Putra stock current value and its past values and can show if there is a momentum factor associated with investing in Garudafood Putra Putri.
   Regressed Prices   
       Timeline  

Building efficient market-beating portfolios requires time, education, and a lot of computing power!

The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.

Try AI Portfolio Architect

Other Information on Investing in Garudafood Stock

Garudafood Putra financial ratios help investors to determine whether Garudafood 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 Garudafood with respect to the benefits of owning Garudafood Putra security.