Link Net (Indonesia) Market Value
| LINK Stock | IDR 1,800 100.00 5.88% |
| Symbol | Link |
Link Net '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 Link Net'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 Link Net.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Link Net on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Link Net Tbk or generate 0.0% return on investment in Link Net over 90 days. Link Net is related to or competes with Mitra Keluarga, Surya Citra, Matahari Department, Puradelta Lestari, and Tower Bersama. More
Link Net 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 Link Net'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 Link Net Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.74 | |||
| Information Ratio | 0.1374 | |||
| Maximum Drawdown | 34.72 | |||
| Value At Risk | (6.00) | |||
| Potential Upside | 23.75 |
Link Net Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Link Net's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Link Net's standard deviation. In reality, there are many statistical measures that can use Link Net historical prices to predict the future Link Net's volatility.| Risk Adjusted Performance | 0.1149 | |||
| Jensen Alpha | 0.8899 | |||
| Total Risk Alpha | 1.58 | |||
| Sortino Ratio | 0.2355 | |||
| Treynor Ratio | 0.7191 |
Link Net Tbk Backtested Returns
Link Net appears to be very steady, given 3 months investment horizon. Link Net Tbk has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. By analyzing Link Net's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please exercise Link Net's Risk Adjusted Performance of 0.1149, mean deviation of 3.71, and Downside Deviation of 3.74 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Link Net holds a performance score of 9. The company secures a Beta (Market Risk) of 1.07, which conveys a somewhat significant risk relative to the market. Link Net returns are very sensitive to returns on the market. As the market goes up or down, Link Net is expected to follow. Please check Link Net's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Link Net's current price movements will revert.
Auto-correlation | -0.67 |
Very good reverse predictability
Link Net Tbk has very good reverse predictability. Overlapping area represents the amount of predictability between Link Net 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 Link Net Tbk price movement. The serial correlation of -0.67 indicates that around 67.0% of current Link Net price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 33.9 K |
Link Net Tbk lagged returns against current returns
Autocorrelation, which is Link Net 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 Link Net's stock expected returns. We can calculate the autocorrelation of Link Net returns to help us make a trade decision. For example, suppose you find that Link Net 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 |
Link Net 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 Link Net stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Link Net stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Link Net stock over time.
Current vs Lagged Prices |
| Timeline |
Link Net Lagged Returns
When evaluating Link Net's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Link Net stock have on its future price. Link Net 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, Link Net autocorrelation shows the relationship between Link Net stock current value and its past values and can show if there is a momentum factor associated with investing in Link Net Tbk.
Regressed Prices |
| Timeline |
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Link Net financial ratios help investors to determine whether Link 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 Link with respect to the benefits of owning Link Net security.