PT Indonesia (Indonesia) Market Value
| IPCC Stock | 740.00 10.00 1.33% |
| Symbol | IPCC |
PT Indonesia '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 PT Indonesia'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 PT Indonesia.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in PT Indonesia on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding PT Indonesia Kendaraan or generate 0.0% return on investment in PT Indonesia over 180 days. PT Indonesia is related to or competes with Jasa Armada, Cikarang Listrindo, Mitra Pinasthika, Wijaya Karya, and Puradelta Lestari. More
PT Indonesia 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 PT Indonesia'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 PT Indonesia Kendaraan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9707 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.88 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.05 |
PT Indonesia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Indonesia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Indonesia's standard deviation. In reality, there are many statistical measures that can use PT Indonesia historical prices to predict the future PT Indonesia's volatility.| Risk Adjusted Performance | 0.1107 | |||
| Jensen Alpha | 0.1021 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.7691 |
PT Indonesia Kendaraan Backtested Returns
As of now, IPCC Stock is very steady. PT Indonesia Kendaraan retains Efficiency (Sharpe Ratio) of 0.16, which implies the firm had a 0.16% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for PT Indonesia, which you can use to evaluate the volatility of the company. Please check PT Indonesia's standard deviation of 0.9296, and Market Risk Adjusted Performance of 0.7791 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. PT Indonesia has a performance score of 12 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Indonesia's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Indonesia is expected to be smaller as well. PT Indonesia Kendaraan at this moment owns a risk of 0.95%. Please check PT Indonesia Kendaraan mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if PT Indonesia Kendaraan will be following its current price history.
Auto-correlation | 0.45 |
Average predictability
PT Indonesia Kendaraan has average predictability. Overlapping area represents the amount of predictability between PT Indonesia time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 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 PT Indonesia Kendaraan price movement. The serial correlation of 0.45 indicates that just about 45.0% of current PT Indonesia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 661.68 |
PT Indonesia Kendaraan lagged returns against current returns
Autocorrelation, which is PT Indonesia 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 PT Indonesia's stock expected returns. We can calculate the autocorrelation of PT Indonesia returns to help us make a trade decision. For example, suppose you find that PT Indonesia 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 |
PT Indonesia 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 PT Indonesia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Indonesia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Indonesia stock over time.
Current vs Lagged Prices |
| Timeline |
PT Indonesia Lagged Returns
When evaluating PT Indonesia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Indonesia stock have on its future price. PT Indonesia 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, PT Indonesia autocorrelation shows the relationship between PT Indonesia stock current value and its past values and can show if there is a momentum factor associated with investing in PT Indonesia Kendaraan.
Regressed Prices |
| Timeline |
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PT Indonesia financial ratios help investors to determine whether IPCC 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 IPCC with respect to the benefits of owning PT Indonesia security.