PT Homeco (Indonesia) Market Value
| LIVE Stock | 198.00 32.00 13.91% |
| Symbol | LIVE |
PT Homeco '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 PT Homeco'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 PT Homeco.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in PT Homeco on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding PT Homeco Victoria or generate 0.0% return on investment in PT Homeco over 90 days.
PT Homeco 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 PT Homeco'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 PT Homeco Victoria upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.45 | |||
| Information Ratio | 0.0644 | |||
| Maximum Drawdown | 50.0 | |||
| Value At Risk | (13.91) | |||
| Potential Upside | 18.72 |
PT Homeco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Homeco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Homeco's standard deviation. In reality, there are many statistical measures that can use PT Homeco historical prices to predict the future PT Homeco's volatility.| Risk Adjusted Performance | 0.0543 | |||
| Jensen Alpha | 0.4691 | |||
| Total Risk Alpha | 1.42 | |||
| Sortino Ratio | 0.0614 | |||
| Treynor Ratio | 0.7566 |
PT Homeco Victoria Backtested Returns
PT Homeco appears to be very steady, given 3 months investment horizon. PT Homeco Victoria retains Efficiency (Sharpe Ratio) of 0.0521, which implies the firm had a 0.0521 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for PT Homeco, which you can use to evaluate the volatility of the company. Please evaluate PT Homeco's standard deviation of 8.06, and Market Risk Adjusted Performance of 0.7666 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Homeco holds a performance score of 4. The company owns a Beta (Systematic Risk) of 0.54, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Homeco's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Homeco is expected to be smaller as well. Please check PT Homeco's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether PT Homeco's current price history will revert.
Auto-correlation | 0.51 |
Modest predictability
PT Homeco Victoria has modest predictability. Overlapping area represents the amount of predictability between PT Homeco 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 PT Homeco Victoria price movement. The serial correlation of 0.51 indicates that about 51.0% of current PT Homeco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1284.69 |
PT Homeco Victoria lagged returns against current returns
Autocorrelation, which is PT Homeco 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 PT Homeco's stock expected returns. We can calculate the autocorrelation of PT Homeco returns to help us make a trade decision. For example, suppose you find that PT Homeco 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 |
PT Homeco 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 PT Homeco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Homeco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Homeco stock over time.
Current vs Lagged Prices |
| Timeline |
PT Homeco Lagged Returns
When evaluating PT Homeco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Homeco stock have on its future price. PT Homeco 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, PT Homeco autocorrelation shows the relationship between PT Homeco stock current value and its past values and can show if there is a momentum factor associated with investing in PT Homeco Victoria.
Regressed Prices |
| Timeline |
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