Royalindo Investa (Indonesia) Market Value
| INDO Stock | IDR 144.00 12.00 7.69% |
| Symbol | Royalindo |
Royalindo Investa '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 Royalindo Investa'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 Royalindo Investa.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Royalindo Investa on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Royalindo Investa Wijaya or generate 0.0% return on investment in Royalindo Investa over 90 days. Royalindo Investa is related to or competes with Andalan Sakti, Bumi Benowo, Bima Sakti, Agro Yasa, and Karya Bersama. PT Royalindo Investa Wijaya Tbk, through its subsidiaries, manages and rents boarding facilities in Indonesia More
Royalindo Investa 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 Royalindo Investa'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 Royalindo Investa Wijaya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.58 | |||
| Information Ratio | 0.1306 | |||
| Maximum Drawdown | 42.05 | |||
| Value At Risk | (5.26) | |||
| Potential Upside | 6.73 |
Royalindo Investa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royalindo Investa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royalindo Investa's standard deviation. In reality, there are many statistical measures that can use Royalindo Investa historical prices to predict the future Royalindo Investa's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 0.5966 | |||
| Total Risk Alpha | 1.32 | |||
| Sortino Ratio | 0.2046 | |||
| Treynor Ratio | (2.60) |
Royalindo Investa Wijaya Backtested Returns
Royalindo Investa appears to be very steady, given 3 months investment horizon. Royalindo Investa Wijaya maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. By analyzing Royalindo Investa's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please evaluate Royalindo Investa's Semi Deviation of 2.94, coefficient of variation of 885.37, and Risk Adjusted Performance of 0.1068 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Royalindo Investa holds a performance score of 9. The company holds a Beta of -0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Royalindo Investa are expected to decrease at a much lower rate. During the bear market, Royalindo Investa is likely to outperform the market. Please check Royalindo Investa's potential upside, semi variance, and the relationship between the value at risk and downside variance , to make a quick decision on whether Royalindo Investa's historical price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
Royalindo Investa Wijaya has average predictability. Overlapping area represents the amount of predictability between Royalindo Investa 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 Royalindo Investa Wijaya price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Royalindo Investa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 50.2 |
Royalindo Investa Wijaya lagged returns against current returns
Autocorrelation, which is Royalindo Investa 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 Royalindo Investa's stock expected returns. We can calculate the autocorrelation of Royalindo Investa returns to help us make a trade decision. For example, suppose you find that Royalindo Investa 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 |
Royalindo Investa 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 Royalindo Investa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Royalindo Investa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Royalindo Investa stock over time.
Current vs Lagged Prices |
| Timeline |
Royalindo Investa Lagged Returns
When evaluating Royalindo Investa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Royalindo Investa stock have on its future price. Royalindo Investa 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, Royalindo Investa autocorrelation shows the relationship between Royalindo Investa stock current value and its past values and can show if there is a momentum factor associated with investing in Royalindo Investa Wijaya.
Regressed Prices |
| Timeline |
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Royalindo Investa financial ratios help investors to determine whether Royalindo 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 Royalindo with respect to the benefits of owning Royalindo Investa security.