Humpuss Intermoda (Indonesia) Market Value
| HITS Stock | IDR 364.00 72.00 24.66% |
| Symbol | Humpuss |
Humpuss Intermoda '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 Humpuss Intermoda'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 Humpuss Intermoda.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Humpuss Intermoda on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Humpuss Intermoda Transportasi or generate 0.0% return on investment in Humpuss Intermoda over 30 days. Humpuss Intermoda is related to or competes with PT MNC, Tanah Laut, Indorama Synthetics, Fortune Mate, and Rig Tenders. More
Humpuss Intermoda 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 Humpuss Intermoda'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 Humpuss Intermoda Transportasi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.28 | |||
| Value At Risk | (4.62) | |||
| Potential Upside | 4.58 |
Humpuss Intermoda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Humpuss Intermoda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Humpuss Intermoda's standard deviation. In reality, there are many statistical measures that can use Humpuss Intermoda historical prices to predict the future Humpuss Intermoda's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.0508 | |||
| Treynor Ratio | (0.1) |
Humpuss Intermoda Backtested Returns
Humpuss Intermoda holds Efficiency (Sharpe) Ratio of -0.0458, which attests that the entity had a -0.0458 % return per unit of risk over the last 3 months. Humpuss Intermoda exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Humpuss Intermoda's insignificant Risk Adjusted Performance, market risk adjusted performance of (0.09), and Standard Deviation of 4.09 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Humpuss Intermoda's returns are expected to increase less than the market. However, during the bear market, the loss of holding Humpuss Intermoda is expected to be smaller as well. At this point, Humpuss Intermoda has a negative expected return of -0.2%. Please make sure to check out Humpuss Intermoda's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Humpuss Intermoda performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Humpuss Intermoda Transportasi has very weak reverse predictability. Overlapping area represents the amount of predictability between Humpuss Intermoda time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Humpuss Intermoda price movement. The serial correlation of -0.01 indicates that just 1.0% of current Humpuss Intermoda price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 315.83 |
Humpuss Intermoda lagged returns against current returns
Autocorrelation, which is Humpuss Intermoda 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 Humpuss Intermoda's stock expected returns. We can calculate the autocorrelation of Humpuss Intermoda returns to help us make a trade decision. For example, suppose you find that Humpuss Intermoda 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 |
Humpuss Intermoda 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 Humpuss Intermoda stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Humpuss Intermoda stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Humpuss Intermoda stock over time.
Current vs Lagged Prices |
| Timeline |
Humpuss Intermoda Lagged Returns
When evaluating Humpuss Intermoda's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Humpuss Intermoda stock have on its future price. Humpuss Intermoda 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, Humpuss Intermoda autocorrelation shows the relationship between Humpuss Intermoda stock current value and its past values and can show if there is a momentum factor associated with investing in Humpuss Intermoda Transportasi.
Regressed Prices |
| Timeline |
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Humpuss Intermoda financial ratios help investors to determine whether Humpuss 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 Humpuss with respect to the benefits of owning Humpuss Intermoda security.