Kioson Komersial (Indonesia) Market Value
| KIOS Stock | IDR 50.00 0.00 0.00% |
| Symbol | Kioson |
Kioson Komersial '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 Kioson Komersial'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 Kioson Komersial.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Kioson Komersial on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Kioson Komersial Indonesia or generate 0.0% return on investment in Kioson Komersial over 720 days. Kioson Komersial is related to or competes with M Cash, NFC Indonesia, Multipolar Technology, Digital Mediatama, and Sentral Mitra. More
Kioson Komersial 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 Kioson Komersial'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 Kioson Komersial Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.19 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 43.63 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 3.92 |
Kioson Komersial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kioson Komersial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kioson Komersial's standard deviation. In reality, there are many statistical measures that can use Kioson Komersial historical prices to predict the future Kioson Komersial's volatility.| Risk Adjusted Performance | 0.0226 | |||
| Jensen Alpha | 0.0594 | |||
| Total Risk Alpha | (0.63) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.9234 |
Kioson Komersial Ind Backtested Returns
As of now, Kioson Stock is not too volatile. Kioson Komersial Ind has Sharpe Ratio of 0.0193, which conveys that the firm had a 0.0193% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Kioson Komersial, which you can use to evaluate the volatility of the firm. Please verify Kioson Komersial's Mean Deviation of 1.32, risk adjusted performance of 0.0226, and Downside Deviation of 5.19 to check out if the risk estimate we provide is consistent with the expected return of 0.0827%. Kioson Komersial has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0747, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kioson Komersial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kioson Komersial is expected to be smaller as well. Kioson Komersial Ind right now secures a risk of 4.28%. Please verify Kioson Komersial Indonesia sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Kioson Komersial Indonesia will be following its current price movements.
Auto-correlation | 0.07 |
Virtually no predictability
Kioson Komersial Indonesia has virtually no predictability. Overlapping area represents the amount of predictability between Kioson Komersial time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kioson Komersial Ind price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Kioson Komersial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 1.37 |
Kioson Komersial Ind lagged returns against current returns
Autocorrelation, which is Kioson Komersial 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 Kioson Komersial's stock expected returns. We can calculate the autocorrelation of Kioson Komersial returns to help us make a trade decision. For example, suppose you find that Kioson Komersial 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 |
Kioson Komersial 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 Kioson Komersial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kioson Komersial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kioson Komersial stock over time.
Current vs Lagged Prices |
| Timeline |
Kioson Komersial Lagged Returns
When evaluating Kioson Komersial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kioson Komersial stock have on its future price. Kioson Komersial 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, Kioson Komersial autocorrelation shows the relationship between Kioson Komersial stock current value and its past values and can show if there is a momentum factor associated with investing in Kioson Komersial Indonesia.
Regressed Prices |
| Timeline |
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Kioson Komersial financial ratios help investors to determine whether Kioson 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 Kioson with respect to the benefits of owning Kioson Komersial security.