INDOSAT B (Germany) Market Value
| IDO1 Stock | EUR 0.12 0.01 7.69% |
| Symbol | INDOSAT |
INDOSAT B '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 INDOSAT B'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 INDOSAT B.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in INDOSAT B on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding INDOSAT B or generate 0.0% return on investment in INDOSAT B over 30 days. INDOSAT B is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
INDOSAT B 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 INDOSAT B'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 INDOSAT B upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 25.87 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 |
INDOSAT B Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for INDOSAT B's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INDOSAT B's standard deviation. In reality, there are many statistical measures that can use INDOSAT B historical prices to predict the future INDOSAT B's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.20) |
INDOSAT B Backtested Returns
INDOSAT B holds Efficiency (Sharpe) Ratio of -0.0618, which attests that the entity had a -0.0618% return per unit of return volatility over the last 3 months. INDOSAT B exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out INDOSAT B's Market Risk Adjusted Performance of (0.19), risk adjusted performance of (0.02), and Coefficient Of Variation of (2,430) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.09, which attests to a somewhat significant risk relative to the market. INDOSAT B returns are very sensitive to returns on the market. As the market goes up or down, INDOSAT B is expected to follow. At this point, INDOSAT B has a negative expected return of -0.31%. Please make sure to check out INDOSAT B's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if INDOSAT B performance from the past will be repeated in the future.
Auto-correlation | -0.69 |
Very good reverse predictability
INDOSAT B has very good reverse predictability. Overlapping area represents the amount of predictability between INDOSAT B time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of INDOSAT B price movement. The serial correlation of -0.69 indicates that around 69.0% of current INDOSAT B price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
INDOSAT B lagged returns against current returns
Autocorrelation, which is INDOSAT B 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 INDOSAT B's stock expected returns. We can calculate the autocorrelation of INDOSAT B returns to help us make a trade decision. For example, suppose you find that INDOSAT B 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 |
INDOSAT B 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 INDOSAT B stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if INDOSAT B stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in INDOSAT B stock over time.
Current vs Lagged Prices |
| Timeline |
INDOSAT B Lagged Returns
When evaluating INDOSAT B's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of INDOSAT B stock have on its future price. INDOSAT B 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, INDOSAT B autocorrelation shows the relationship between INDOSAT B stock current value and its past values and can show if there is a momentum factor associated with investing in INDOSAT B .
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in INDOSAT Stock
INDOSAT B financial ratios help investors to determine whether INDOSAT 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 INDOSAT with respect to the benefits of owning INDOSAT B security.