GTS Internasional (Indonesia) Market Value
| GTSI Stock | 44.00 2.00 4.76% |
| Symbol | GTS |
GTS Internasional '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 GTS Internasional'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 GTS Internasional.
| 01/21/2023 |
| 01/10/2025 |
If you would invest 0.00 in GTS Internasional on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding GTS Internasional Tbk or generate 0.0% return on investment in GTS Internasional over 720 days. GTS Internasional is related to or competes with PAM Mineral, Pelayaran Nelly, Bintang Samudera, and Trans Power. More
GTS Internasional 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 GTS Internasional'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 GTS Internasional Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.22 | |||
| Information Ratio | 0.12 | |||
| Maximum Drawdown | 14.55 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 8.33 |
GTS Internasional Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GTS Internasional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GTS Internasional's standard deviation. In reality, there are many statistical measures that can use GTS Internasional historical prices to predict the future GTS Internasional's volatility.| Risk Adjusted Performance | 0.1095 | |||
| Jensen Alpha | 0.4511 | |||
| Total Risk Alpha | 0.3636 | |||
| Sortino Ratio | 0.1316 | |||
| Treynor Ratio | (0.78) |
GTS Internasional Tbk Backtested Returns
GTS Internasional appears to be not too volatile, given 3 months investment horizon. GTS Internasional Tbk holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of volatility over the last 3 months. By analyzing GTS Internasional's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize GTS Internasional's risk adjusted performance of 0.1095, and Market Risk Adjusted Performance of (0.77) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GTS Internasional holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning GTS Internasional are expected to decrease at a much lower rate. During the bear market, GTS Internasional is likely to outperform the market. Please check GTS Internasional's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether GTS Internasional's current trending patterns will revert.
Auto-correlation | -0.04 |
Very weak reverse predictability
GTS Internasional Tbk has very weak reverse predictability. Overlapping area represents the amount of predictability between GTS Internasional time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th of January 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 GTS Internasional Tbk price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current GTS Internasional price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 71.78 |
GTS Internasional Tbk lagged returns against current returns
Autocorrelation, which is GTS Internasional 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 GTS Internasional's stock expected returns. We can calculate the autocorrelation of GTS Internasional returns to help us make a trade decision. For example, suppose you find that GTS Internasional 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 |
GTS Internasional 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 GTS Internasional stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GTS Internasional stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GTS Internasional stock over time.
Current vs Lagged Prices |
| Timeline |
GTS Internasional Lagged Returns
When evaluating GTS Internasional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GTS Internasional stock have on its future price. GTS Internasional 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, GTS Internasional autocorrelation shows the relationship between GTS Internasional stock current value and its past values and can show if there is a momentum factor associated with investing in GTS Internasional Tbk.
Regressed Prices |
| Timeline |
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GTS Internasional financial ratios help investors to determine whether GTS 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 GTS with respect to the benefits of owning GTS Internasional security.