PT Indofood's market value is the price at which a share of PT Indofood trades on a public exchange. It measures the collective expectations of PT Indofood Sukses investors about its performance. PT Indofood is trading at 0.42 as of the 6th of January 2025, a 4.55 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.42. With this module, you can estimate the performance of a buy and hold strategy of PT Indofood Sukses and determine expected loss or profit from investing in PT Indofood over a given investment horizon. Check out PT Indofood Correlation, PT Indofood Volatility and PT Indofood Alpha and Beta module to complement your research on PT Indofood.
Please note, there is a significant difference between PT Indofood's value and its price as these two are different measures arrived at by different means. Investors typically determine if PT Indofood is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PT Indofood'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.
PT Indofood '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 Indofood'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 Indofood.
0.00
12/07/2024
No Change 0.00
0.0
In 31 days
01/06/2025
0.00
If you would invest 0.00 in PT Indofood on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding PT Indofood Sukses or generate 0.0% return on investment in PT Indofood over 30 days. PT Indofood is related to or competes with FIREWEED METALS, Wyndham Hotels, SWISS WATER, BJs Restaurants, and PPHE HOTEL. More
PT Indofood 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 Indofood'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 Indofood Sukses upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Indofood's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Indofood's standard deviation. In reality, there are many statistical measures that can use PT Indofood historical prices to predict the future PT Indofood's volatility.
PT Indofood appears to be abnormally volatile, given 3 months investment horizon. PT Indofood Sukses retains Efficiency (Sharpe Ratio) of 0.0972, which implies the firm had a 0.0972% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for PT Indofood, which you can use to evaluate the volatility of the company. Please evaluate PT Indofood's standard deviation of 2.26, and Market Risk Adjusted Performance of (0.23) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Indofood holds a performance score of 7. The company owns a Beta (Systematic Risk) of -0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PT Indofood are expected to decrease at a much lower rate. During the bear market, PT Indofood is likely to outperform the market. Please check PT Indofood's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether PT Indofood's current price history will revert.
Auto-correlation
0.34
Below average predictability
PT Indofood Sukses has below average predictability. Overlapping area represents the amount of predictability between PT Indofood time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th of January 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 PT Indofood Sukses price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current PT Indofood price fluctuation can be explain by its past prices.
Correlation Coefficient
0.34
Spearman Rank Test
0.83
Residual Average
0.0
Price Variance
0.0
PT Indofood Sukses lagged returns against current returns
Autocorrelation, which is PT Indofood 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 Indofood's stock expected returns. We can calculate the autocorrelation of PT Indofood returns to help us make a trade decision. For example, suppose you find that PT Indofood 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 Indofood 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 Indofood stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Indofood stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Indofood stock over time.
Current vs Lagged Prices
Timeline
PT Indofood Lagged Returns
When evaluating PT Indofood's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Indofood stock have on its future price. PT Indofood 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 Indofood autocorrelation shows the relationship between PT Indofood stock current value and its past values and can show if there is a momentum factor associated with investing in PT Indofood Sukses.
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.
PT Indofood financial ratios help investors to determine whether ISM 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 ISM with respect to the benefits of owning PT Indofood security.