Kioson Komersial (Indonesia) Market Value

Symbol

Kioson

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.

Kioson Komersial Upside/Downside Indicators

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.

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.

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.

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.

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.