Grand House (Indonesia) Market Value

HOMI Stock  IDR 288.00  10.00  3.36%   
Grand House's market value is the price at which a share of Grand House trades on a public exchange. It measures the collective expectations of Grand House Mulia investors about its performance. Grand House is selling for 288.00 as of the 16th of March 2025. This is a 3.36 percent down since the beginning of the trading day. The stock's last reported lowest price was 288.0.
With this module, you can estimate the performance of a buy and hold strategy of Grand House Mulia and determine expected loss or profit from investing in Grand House over a given investment horizon. Check out Grand House Correlation, Grand House Volatility and Grand House Alpha and Beta module to complement your research on Grand House.
Symbol

Please note, there is a significant difference between Grand House's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grand House is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grand House'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.

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.
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 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.

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.
Hype
Prediction
LowEstimatedHigh
283.24288.00292.76
Details
Intrinsic
Valuation
LowRealHigh
274.96279.72316.80
Details
Naive
Forecast
LowNextHigh
279.53284.28289.04
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
242.35343.17444.00
Details

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-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grand House's risk adjusted performance of (0.04), and Market Risk Adjusted Performance of (0.64) 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 coefficient of variation, jensen alpha, and 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 Average0.0
Price Variance1733.41

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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Other Information on Investing in Grand Stock

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.