DMS Propertindo (Indonesia) Market Value
| KOTA Stock | 9.00 1.00 12.50% |
| Symbol | DMS |
DMS Propertindo '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 DMS Propertindo'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 DMS Propertindo.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in DMS Propertindo on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding DMS Propertindo Tbk or generate 0.0% return on investment in DMS Propertindo over 30 days. DMS Propertindo is related to or competes with Bima Sakti, Karya Bersama, Pollux Properti, Surya Permata, and Mnc Land. More
DMS Propertindo 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 DMS Propertindo'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 DMS Propertindo Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 22.5 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 11.11 |
DMS Propertindo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DMS Propertindo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DMS Propertindo's standard deviation. In reality, there are many statistical measures that can use DMS Propertindo historical prices to predict the future DMS Propertindo's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (1.33) | |||
| Treynor Ratio | (0.34) |
DMS Propertindo Tbk Backtested Returns
DMS Propertindo Tbk secures Sharpe Ratio (or Efficiency) of -0.0169, which denotes the company had a -0.0169% return per unit of volatility over the last 3 months. DMS Propertindo Tbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DMS Propertindo's Market Risk Adjusted Performance of (0.33), mean deviation of 4.28, and Standard Deviation of 6.59 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.68, which means possible diversification benefits within a given portfolio. As returns on the market increase, DMS Propertindo's returns are expected to increase less than the market. However, during the bear market, the loss of holding DMS Propertindo is expected to be smaller as well. At this point, DMS Propertindo Tbk has a negative expected return of -0.11%. Please make sure to confirm DMS Propertindo's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if DMS Propertindo Tbk performance from the past will be repeated at future time.
Auto-correlation | 0.44 |
Average predictability
DMS Propertindo Tbk has average predictability. Overlapping area represents the amount of predictability between DMS Propertindo time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 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 DMS Propertindo Tbk price movement. The serial correlation of 0.44 indicates that just about 44.0% of current DMS Propertindo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
DMS Propertindo Tbk lagged returns against current returns
Autocorrelation, which is DMS Propertindo 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 DMS Propertindo's stock expected returns. We can calculate the autocorrelation of DMS Propertindo returns to help us make a trade decision. For example, suppose you find that DMS Propertindo 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 |
DMS Propertindo 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 DMS Propertindo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DMS Propertindo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DMS Propertindo stock over time.
Current vs Lagged Prices |
| Timeline |
DMS Propertindo Lagged Returns
When evaluating DMS Propertindo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DMS Propertindo stock have on its future price. DMS Propertindo 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, DMS Propertindo autocorrelation shows the relationship between DMS Propertindo stock current value and its past values and can show if there is a momentum factor associated with investing in DMS Propertindo Tbk.
Regressed Prices |
| Timeline |
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DMS Propertindo financial ratios help investors to determine whether DMS 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 DMS with respect to the benefits of owning DMS Propertindo security.