Grand House (Indonesia) Market Value
| HOMI Stock | IDR 288.00 10.00 3.36% |
| Symbol | Grand |
Grand House '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 Grand House'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 Grand House.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Grand House on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Grand House Mulia or generate 0.0% return on investment in Grand House over 90 days. Grand House is related to or competes with Perintis Triniti, Makmur Berkah, Mega Manunggal, Natura City, and Trimitra Prawara. PT Grand House Mulia Tbk engages in operating residential and commercial properties in Indonesia More
Grand House 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 Grand House'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 Grand House Mulia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 25.06 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 7.82 |
Grand House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grand House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grand House's standard deviation. In reality, there are many statistical measures that can use Grand House historical prices to predict the future Grand House's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | 0.2878 | |||
| Treynor Ratio | (0.65) |
Grand House Mulia Backtested Returns
Grand House Mulia holds Efficiency (Sharpe) Ratio of -0.0623, which attests that the entity had a -0.0623 % return per unit of standard deviation over the last 3 months. Grand House Mulia exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grand House's market risk adjusted performance of (0.64), and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Grand House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grand House is expected to be smaller as well. At this point, Grand House Mulia has a negative expected return of -0.3%. Please make sure to check out Grand House's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Grand House Mulia performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Grand House Mulia has poor reverse predictability. Overlapping area represents the amount of predictability between Grand House 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 Grand House Mulia price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Grand House price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1733.41 |
Grand House Mulia lagged returns against current returns
Autocorrelation, which is Grand House 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 Grand House's stock expected returns. We can calculate the autocorrelation of Grand House returns to help us make a trade decision. For example, suppose you find that Grand House 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 |
Grand House 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 Grand House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grand House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grand House stock over time.
Current vs Lagged Prices |
| Timeline |
Grand House Lagged Returns
When evaluating Grand House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grand House stock have on its future price. Grand House 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, Grand House autocorrelation shows the relationship between Grand House stock current value and its past values and can show if there is a momentum factor associated with investing in Grand House Mulia.
Regressed Prices |
| Timeline |
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Grand House financial ratios help investors to determine whether Grand 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 Grand with respect to the benefits of owning Grand House security.