Karya Bersama (Indonesia) Market Value
| KBAG Stock | IDR 28.00 2.00 7.69% |
| Symbol | Karya |
Karya Bersama '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 Karya Bersama'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 Karya Bersama.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Karya Bersama on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Karya Bersama Anugerah or generate 0.0% return on investment in Karya Bersama over 90 days. Karya Bersama is related to or competes with Putra Rajawali, Repower Asia, DMS Propertindo, Perintis Triniti, and Diamond Citra. PT Karya Bersama Anugerah Tbk engages in the real estate development business More
Karya Bersama 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 Karya Bersama'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 Karya Bersama Anugerah upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.94 | |||
| Information Ratio | 0.1265 | |||
| Maximum Drawdown | 10.26 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 8.33 |
Karya Bersama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Karya Bersama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Karya Bersama's standard deviation. In reality, there are many statistical measures that can use Karya Bersama historical prices to predict the future Karya Bersama's volatility.| Risk Adjusted Performance | 0.0967 | |||
| Jensen Alpha | 0.3193 | |||
| Total Risk Alpha | 0.9112 | |||
| Sortino Ratio | 0.1037 | |||
| Treynor Ratio | (0.52) |
Karya Bersama Anugerah Backtested Returns
Karya Bersama appears to be not too volatile, given 3 months investment horizon. Karya Bersama Anugerah has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Karya Bersama, which you can use to evaluate the volatility of the firm. Please exercise Karya Bersama's Downside Deviation of 4.94, mean deviation of 3.03, and Risk Adjusted Performance of 0.0967 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Karya Bersama holds a performance score of 8. The company secures a Beta (Market Risk) of -0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Karya Bersama are expected to decrease at a much lower rate. During the bear market, Karya Bersama is likely to outperform the market. Please check Karya Bersama's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Karya Bersama's current price movements will revert.
Auto-correlation | 0.52 |
Modest predictability
Karya Bersama Anugerah has modest predictability. Overlapping area represents the amount of predictability between Karya Bersama 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 Karya Bersama Anugerah price movement. The serial correlation of 0.52 indicates that about 52.0% of current Karya Bersama price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Karya Bersama Anugerah lagged returns against current returns
Autocorrelation, which is Karya Bersama 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 Karya Bersama's stock expected returns. We can calculate the autocorrelation of Karya Bersama returns to help us make a trade decision. For example, suppose you find that Karya Bersama 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 |
Karya Bersama 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 Karya Bersama stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Karya Bersama stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Karya Bersama stock over time.
Current vs Lagged Prices |
| Timeline |
Karya Bersama Lagged Returns
When evaluating Karya Bersama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Karya Bersama stock have on its future price. Karya Bersama 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, Karya Bersama autocorrelation shows the relationship between Karya Bersama stock current value and its past values and can show if there is a momentum factor associated with investing in Karya Bersama Anugerah.
Regressed Prices |
| Timeline |
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Karya Bersama financial ratios help investors to determine whether Karya 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 Karya with respect to the benefits of owning Karya Bersama security.