Lionmesh Prima (Indonesia) Market Value
| LMSH Stock | IDR 256.00 0.00 0.00% |
| Symbol | Lionmesh |
Lionmesh Prima '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 Lionmesh Prima'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 Lionmesh Prima.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Lionmesh Prima on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Lionmesh Prima Tbk or generate 0.0% return on investment in Lionmesh Prima over 90 days. Lionmesh Prima is related to or competes with Lion Metal, Pelangi Indah, Indal Aluminium, Tembaga Mulia, and PT Mulia. PT Lionmesh Prima Tbk engages in the manufacture of various welded wire mesh products in Indonesia More
Lionmesh Prima 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 Lionmesh Prima'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 Lionmesh Prima Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 18.86 | |||
| Value At Risk | (8.54) | |||
| Potential Upside | 6.77 |
Lionmesh Prima Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lionmesh Prima's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lionmesh Prima's standard deviation. In reality, there are many statistical measures that can use Lionmesh Prima historical prices to predict the future Lionmesh Prima's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | 0.1673 | |||
| Treynor Ratio | 0.2321 |
Lionmesh Prima Tbk Backtested Returns
Lionmesh Prima Tbk has Sharpe Ratio of -0.27, which conveys that the firm had a -0.27 % return per unit of risk over the last 3 months. Lionmesh Prima exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lionmesh Prima's Mean Deviation of 1.7, risk adjusted performance of (0.06), and Standard Deviation of 3.48 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.16, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Lionmesh Prima are expected to decrease by larger amounts. On the other hand, during market turmoil, Lionmesh Prima is expected to outperform it. At this point, Lionmesh Prima Tbk has a negative expected return of -0.79%. Please make sure to verify Lionmesh Prima's jensen alpha, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Lionmesh Prima Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Lionmesh Prima Tbk has no correlation between past and present. Overlapping area represents the amount of predictability between Lionmesh Prima 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 Lionmesh Prima Tbk price movement. The serial correlation of 0.0 indicates that just 0.0% of current Lionmesh Prima price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lionmesh Prima Tbk lagged returns against current returns
Autocorrelation, which is Lionmesh Prima 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 Lionmesh Prima's stock expected returns. We can calculate the autocorrelation of Lionmesh Prima returns to help us make a trade decision. For example, suppose you find that Lionmesh Prima 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 |
Lionmesh Prima 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 Lionmesh Prima stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lionmesh Prima stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lionmesh Prima stock over time.
Current vs Lagged Prices |
| Timeline |
Lionmesh Prima Lagged Returns
When evaluating Lionmesh Prima's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lionmesh Prima stock have on its future price. Lionmesh Prima 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, Lionmesh Prima autocorrelation shows the relationship between Lionmesh Prima stock current value and its past values and can show if there is a momentum factor associated with investing in Lionmesh Prima Tbk.
Regressed Prices |
| Timeline |
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Lionmesh Prima financial ratios help investors to determine whether Lionmesh 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 Lionmesh with respect to the benefits of owning Lionmesh Prima security.