Indal Aluminium (Indonesia) Market Value

INAI Stock  IDR 171.00  22.00  11.40%   
Indal Aluminium's market value is the price at which a share of Indal Aluminium trades on a public exchange. It measures the collective expectations of Indal Aluminium Industry investors about its performance. Indal Aluminium is selling for 171.00 as of the 15th of March 2025. This is a 11.4 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 170.0.
With this module, you can estimate the performance of a buy and hold strategy of Indal Aluminium Industry and determine expected loss or profit from investing in Indal Aluminium over a given investment horizon. Check out Indal Aluminium Correlation, Indal Aluminium Volatility and Indal Aluminium Alpha and Beta module to complement your research on Indal Aluminium.
Symbol

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

Indal Aluminium '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 Indal Aluminium'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 Indal Aluminium.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Indal Aluminium on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Indal Aluminium Industry or generate 0.0% return on investment in Indal Aluminium over 90 days. Indal Aluminium is related to or competes with Intanwijaya Internasional, Alumindo Light, Champion Pacific, Betonjaya Manunggal, and Intikeramik Alamasri. More

Indal Aluminium 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 Indal Aluminium'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 Indal Aluminium Industry upside and downside potential and time the market with a certain degree of confidence.

Indal Aluminium Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Indal Aluminium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indal Aluminium's standard deviation. In reality, there are many statistical measures that can use Indal Aluminium historical prices to predict the future Indal Aluminium's volatility.
Hype
Prediction
LowEstimatedHigh
161.41171.00180.59
Details
Intrinsic
Valuation
LowRealHigh
143.78153.37188.10
Details

Indal Aluminium Industry Backtested Returns

Indal Aluminium appears to be very steady, given 3 months investment horizon. Indal Aluminium Industry holds Efficiency (Sharpe) Ratio of 0.0994, which attests that the entity had a 0.0994 % return per unit of risk over the last 3 months. By evaluating Indal Aluminium's technical indicators, you can evaluate if the expected return of 0.95% is justified by implied risk. Please utilize Indal Aluminium's Downside Deviation of 5.71, risk adjusted performance of 0.0839, and Market Risk Adjusted Performance of 1.6 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Indal Aluminium holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Indal Aluminium's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indal Aluminium is expected to be smaller as well. Please check Indal Aluminium's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Indal Aluminium's current trending patterns will revert.

Auto-correlation

    
  -0.3  

Weak reverse predictability

Indal Aluminium Industry has weak reverse predictability. Overlapping area represents the amount of predictability between Indal Aluminium time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Indal Aluminium Industry price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Indal Aluminium price fluctuation can be explain by its past prices.
Correlation Coefficient-0.3
Spearman Rank Test-0.45
Residual Average0.0
Price Variance1466.96

Indal Aluminium Industry lagged returns against current returns

Autocorrelation, which is Indal Aluminium 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 Indal Aluminium's stock expected returns. We can calculate the autocorrelation of Indal Aluminium returns to help us make a trade decision. For example, suppose you find that Indal Aluminium 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  

Indal Aluminium 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 Indal Aluminium stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indal Aluminium stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indal Aluminium stock over time.
   Current vs Lagged Prices   
       Timeline  

Indal Aluminium Lagged Returns

When evaluating Indal Aluminium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indal Aluminium stock have on its future price. Indal Aluminium 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, Indal Aluminium autocorrelation shows the relationship between Indal Aluminium stock current value and its past values and can show if there is a momentum factor associated with investing in Indal Aluminium Industry.
   Regressed Prices   
       Timeline  

Building efficient market-beating portfolios requires time, education, and a lot of computing power!

The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.

Try AI Portfolio Architect

Other Information on Investing in Indal Stock

Indal Aluminium financial ratios help investors to determine whether Indal 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 Indal with respect to the benefits of owning Indal Aluminium security.