Jakarta Int (Indonesia) Market Value
| JIHD Stock | IDR 710.00 45.00 5.96% |
| Symbol | Jakarta |
Jakarta Int '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 Jakarta Int'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 Jakarta Int.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Jakarta Int on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Jakarta Int Hotels or generate 0.0% return on investment in Jakarta Int over 90 days. Jakarta Int is related to or competes with Jaya Real, Mnc Land, Kawasan Industri, Duta Pertiwi, and Jakarta Setiabudi. PT Jakarta International Hotels Development Tbk, through its subsidiaries, engages in the hotel and property businesses ... More
Jakarta Int 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 Jakarta Int'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 Jakarta Int Hotels upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 38.03 | |||
| Value At Risk | (10.31) | |||
| Potential Upside | 12.56 |
Jakarta Int Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jakarta Int's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jakarta Int's standard deviation. In reality, there are many statistical measures that can use Jakarta Int historical prices to predict the future Jakarta Int's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.88) | |||
| Total Risk Alpha | 0.0185 | |||
| Treynor Ratio | (8.12) |
Jakarta Int Hotels Backtested Returns
Jakarta Int Hotels holds Efficiency (Sharpe) Ratio of -0.16, which attests that the entity had a -0.16 % return per unit of risk over the last 3 months. Jakarta Int Hotels exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jakarta Int's Standard Deviation of 7.28, risk adjusted performance of (0.1), and Market Risk Adjusted Performance of (8.11) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jakarta Int's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jakarta Int is expected to be smaller as well. At this point, Jakarta Int Hotels has a negative expected return of -1.03%. Please make sure to check out Jakarta Int's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Jakarta Int Hotels performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Jakarta Int Hotels has very weak reverse predictability. Overlapping area represents the amount of predictability between Jakarta Int 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 Jakarta Int Hotels price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Jakarta Int price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 21.6 K |
Jakarta Int Hotels lagged returns against current returns
Autocorrelation, which is Jakarta Int 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 Jakarta Int's stock expected returns. We can calculate the autocorrelation of Jakarta Int returns to help us make a trade decision. For example, suppose you find that Jakarta Int 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 |
Jakarta Int 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 Jakarta Int stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jakarta Int stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jakarta Int stock over time.
Current vs Lagged Prices |
| Timeline |
Jakarta Int Lagged Returns
When evaluating Jakarta Int's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jakarta Int stock have on its future price. Jakarta Int 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, Jakarta Int autocorrelation shows the relationship between Jakarta Int stock current value and its past values and can show if there is a momentum factor associated with investing in Jakarta Int Hotels.
Regressed Prices |
| Timeline |
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Jakarta Int financial ratios help investors to determine whether Jakarta 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 Jakarta with respect to the benefits of owning Jakarta Int security.