Kedawung Setia (Indonesia) Market Value
| KDSI Stock | IDR 394.00 6.00 1.50% |
| Symbol | Kedawung |
Kedawung Setia '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 Kedawung Setia'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 Kedawung Setia.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Kedawung Setia on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Kedawung Setia Industrial or generate 0.0% return on investment in Kedawung Setia over 90 days. Kedawung Setia is related to or competes with Kedaung Indah, Langgeng Makmur, Kabelindo Murni, Mustika Ratu, and Champion Pacific. PT Kedawung Setia Industrial Tbk, together with its subsidiary, manufactures and sells enamel products in Indonesia More
Kedawung Setia 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 Kedawung Setia'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 Kedawung Setia Industrial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0031 | |||
| Maximum Drawdown | 37.1 | |||
| Value At Risk | (6.12) | |||
| Potential Upside | 7.46 |
Kedawung Setia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kedawung Setia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kedawung Setia's standard deviation. In reality, there are many statistical measures that can use Kedawung Setia historical prices to predict the future Kedawung Setia's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | 0.456 | |||
| Treynor Ratio | 0.1196 |
Kedawung Setia Industrial Backtested Returns
Kedawung Setia Industrial has Sharpe Ratio of -0.0194, which conveys that the firm had a -0.0194 % return per unit of risk over the last 3 months. Kedawung Setia exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kedawung Setia's Mean Deviation of 2.39, standard deviation of 4.4, and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.8, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kedawung Setia are expected to decrease at a much lower rate. During the bear market, Kedawung Setia is likely to outperform the market. At this point, Kedawung Setia Industrial has a negative expected return of -0.0853%. Please make sure to verify Kedawung Setia's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Kedawung Setia Industrial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Kedawung Setia Industrial has insignificant reverse predictability. Overlapping area represents the amount of predictability between Kedawung Setia 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 Kedawung Setia Industrial price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Kedawung Setia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 1406.06 |
Kedawung Setia Industrial lagged returns against current returns
Autocorrelation, which is Kedawung Setia 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 Kedawung Setia's stock expected returns. We can calculate the autocorrelation of Kedawung Setia returns to help us make a trade decision. For example, suppose you find that Kedawung Setia 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 |
Kedawung Setia 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 Kedawung Setia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kedawung Setia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kedawung Setia stock over time.
Current vs Lagged Prices |
| Timeline |
Kedawung Setia Lagged Returns
When evaluating Kedawung Setia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kedawung Setia stock have on its future price. Kedawung Setia 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, Kedawung Setia autocorrelation shows the relationship between Kedawung Setia stock current value and its past values and can show if there is a momentum factor associated with investing in Kedawung Setia Industrial.
Regressed Prices |
| Timeline |
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Kedawung Setia financial ratios help investors to determine whether Kedawung 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 Kedawung with respect to the benefits of owning Kedawung Setia security.