Intraco Penta (Indonesia) Market Value
| INTA Stock | IDR 11.00 1.00 10.00% |
| Symbol | Intraco |
Intraco Penta '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 Intraco Penta'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 Intraco Penta.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Intraco Penta on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Intraco Penta Tbk or generate 0.0% return on investment in Intraco Penta over 90 days. Intraco Penta is related to or competes with Tempo Inti, HK Metals, Dyandra Media, Global Mediacom, Trinitan Metals, Indorama Synthetics, and Merdeka Copper. PT Intraco Penta Tbk operates as a heavy equipment trading company in Indonesia More
Intraco Penta 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 Intraco Penta'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 Intraco Penta Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0232 | |||
| Maximum Drawdown | 17.42 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 8.33 |
Intraco Penta Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intraco Penta's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intraco Penta's standard deviation. In reality, there are many statistical measures that can use Intraco Penta historical prices to predict the future Intraco Penta's volatility.| Risk Adjusted Performance | 0.004 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.7579 | |||
| Treynor Ratio | 0.061 |
Intraco Penta Tbk Backtested Returns
Intraco Penta Tbk holds Efficiency (Sharpe) Ratio of -0.0113, which attests that the entity had a -0.0113 % return per unit of risk over the last 3 months. Intraco Penta Tbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intraco Penta's Standard Deviation of 4.7, market risk adjusted performance of 0.071, and Risk Adjusted Performance of 0.004 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Intraco Penta are expected to decrease at a much lower rate. During the bear market, Intraco Penta is likely to outperform the market. At this point, Intraco Penta Tbk has a negative expected return of -0.0506%. Please make sure to check out Intraco Penta's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Intraco Penta Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.69 |
Very good reverse predictability
Intraco Penta Tbk has very good reverse predictability. Overlapping area represents the amount of predictability between Intraco Penta 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 Intraco Penta Tbk price movement. The serial correlation of -0.69 indicates that around 69.0% of current Intraco Penta price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Intraco Penta Tbk lagged returns against current returns
Autocorrelation, which is Intraco Penta 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 Intraco Penta's stock expected returns. We can calculate the autocorrelation of Intraco Penta returns to help us make a trade decision. For example, suppose you find that Intraco Penta 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 |
Intraco Penta 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 Intraco Penta stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intraco Penta stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intraco Penta stock over time.
Current vs Lagged Prices |
| Timeline |
Intraco Penta Lagged Returns
When evaluating Intraco Penta's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intraco Penta stock have on its future price. Intraco Penta 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, Intraco Penta autocorrelation shows the relationship between Intraco Penta stock current value and its past values and can show if there is a momentum factor associated with investing in Intraco Penta Tbk.
Regressed Prices |
| Timeline |
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Intraco Penta financial ratios help investors to determine whether Intraco 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 Intraco with respect to the benefits of owning Intraco Penta security.