Kalbe Farma (Indonesia) Market Value

KLBF Stock  IDR 1,045  5.00  0.48%   
Kalbe Farma's market value is the price at which a share of Kalbe Farma trades on a public exchange. It measures the collective expectations of Kalbe Farma Tbk investors about its performance. Kalbe Farma is selling for 1045.00 as of the 17th of March 2025. This is a 0.48 percent down since the beginning of the trading day. The stock's last reported lowest price was 1045.0.
With this module, you can estimate the performance of a buy and hold strategy of Kalbe Farma Tbk and determine expected loss or profit from investing in Kalbe Farma over a given investment horizon. Check out Kalbe Farma Correlation, Kalbe Farma Volatility and Kalbe Farma Alpha and Beta module to complement your research on Kalbe Farma.
Symbol

Please note, there is a significant difference between Kalbe Farma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kalbe Farma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kalbe Farma's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Kalbe Farma '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 Kalbe Farma'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 Kalbe Farma.
0.00
12/17/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/17/2025
0.00
If you would invest  0.00  in Kalbe Farma on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Kalbe Farma Tbk or generate 0.0% return on investment in Kalbe Farma over 90 days. Kalbe Farma is related to or competes with PT Indofood, Unilever Indonesia, Semen Indonesia, United Tractors, and Astra International. More

Kalbe Farma 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 Kalbe Farma'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 Kalbe Farma Tbk upside and downside potential and time the market with a certain degree of confidence.

Kalbe Farma Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Kalbe Farma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kalbe Farma's standard deviation. In reality, there are many statistical measures that can use Kalbe Farma historical prices to predict the future Kalbe Farma's volatility.
Hype
Prediction
LowEstimatedHigh
1,0521,0551,058
Details
Intrinsic
Valuation
LowRealHigh
990.34993.301,160
Details
Naive
Forecast
LowNextHigh
1,0821,0851,088
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,0511,2091,367
Details

Kalbe Farma Tbk Backtested Returns

Kalbe Farma Tbk has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15 % return per unit of risk over the last 3 months. Kalbe Farma exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kalbe Farma's Risk Adjusted Performance of (0.14), standard deviation of 2.85, and Mean Deviation of 2.23 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kalbe Farma are expected to decrease at a much lower rate. During the bear market, Kalbe Farma is likely to outperform the market. At this point, Kalbe Farma Tbk has a negative expected return of -0.46%. Please make sure to verify Kalbe Farma's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Kalbe Farma Tbk performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.65  

Good predictability

Kalbe Farma Tbk has good predictability. Overlapping area represents the amount of predictability between Kalbe Farma time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Kalbe Farma Tbk price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Kalbe Farma price fluctuation can be explain by its past prices.
Correlation Coefficient0.65
Spearman Rank Test0.59
Residual Average0.0
Price Variance5327.85

Kalbe Farma Tbk lagged returns against current returns

Autocorrelation, which is Kalbe Farma 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 Kalbe Farma's stock expected returns. We can calculate the autocorrelation of Kalbe Farma returns to help us make a trade decision. For example, suppose you find that Kalbe Farma 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  

Kalbe Farma 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 Kalbe Farma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kalbe Farma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kalbe Farma stock over time.
   Current vs Lagged Prices   
       Timeline  

Kalbe Farma Lagged Returns

When evaluating Kalbe Farma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kalbe Farma stock have on its future price. Kalbe Farma 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, Kalbe Farma autocorrelation shows the relationship between Kalbe Farma stock current value and its past values and can show if there is a momentum factor associated with investing in Kalbe Farma Tbk.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Kalbe Stock

Kalbe Farma financial ratios help investors to determine whether Kalbe 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 Kalbe with respect to the benefits of owning Kalbe Farma security.