Jaya Real (Indonesia) Market Value
| JRPT Stock | IDR 735.00 15.00 2.00% |
| Symbol | Jaya |
Jaya Real '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 Jaya Real'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 Jaya Real.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Jaya Real on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Jaya Real Property or generate 0.0% return on investment in Jaya Real over 90 days. Jaya Real is related to or competes with Lippo Cikarang, Duta Pertiwi, Intiland Development, Mnc Land, and Jakarta Int. More
Jaya Real 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 Jaya Real'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 Jaya Real Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.2491 | |||
| Maximum Drawdown | 6.41 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.38 |
Jaya Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jaya Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jaya Real's standard deviation. In reality, there are many statistical measures that can use Jaya Real historical prices to predict the future Jaya Real's volatility.| Risk Adjusted Performance | 0.1316 | |||
| Jensen Alpha | 0.1436 | |||
| Total Risk Alpha | 0.2641 | |||
| Sortino Ratio | 0.2386 | |||
| Treynor Ratio | 3.54 |
Jaya Real Property Backtested Returns
As of now, Jaya Stock is very steady. Jaya Real Property holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Jaya Real Property, which you can use to evaluate the volatility of the firm. Please check out Jaya Real's Risk Adjusted Performance of 0.1316, market risk adjusted performance of 3.55, and Downside Deviation of 1.04 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Jaya Real has a performance score of 11 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0393, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jaya Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jaya Real is expected to be smaller as well. Jaya Real Property right now retains a risk of 1.0%. Please check out Jaya Real potential upside, semi variance, and the relationship between the value at risk and downside variance , to decide if Jaya Real will be following its current trending patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Jaya Real Property has weak reverse predictability. Overlapping area represents the amount of predictability between Jaya Real 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 Jaya Real Property price movement. The serial correlation of -0.22 indicates that over 22.0% of current Jaya Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 22.84 |
Jaya Real Property lagged returns against current returns
Autocorrelation, which is Jaya Real 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 Jaya Real's stock expected returns. We can calculate the autocorrelation of Jaya Real returns to help us make a trade decision. For example, suppose you find that Jaya Real 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 |
Jaya Real 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 Jaya Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jaya Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jaya Real stock over time.
Current vs Lagged Prices |
| Timeline |
Jaya Real Lagged Returns
When evaluating Jaya Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jaya Real stock have on its future price. Jaya Real 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, Jaya Real autocorrelation shows the relationship between Jaya Real stock current value and its past values and can show if there is a momentum factor associated with investing in Jaya Real Property.
Regressed Prices |
| Timeline |
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Jaya Real financial ratios help investors to determine whether Jaya 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 Jaya with respect to the benefits of owning Jaya Real security.