Lippo General (Indonesia) Market Value
| LPGI Stock | IDR 352.00 32.00 10.00% |
| Symbol | Lippo |
Lippo General '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 Lippo General'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 Lippo General.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Lippo General on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Lippo General Insurance or generate 0.0% return on investment in Lippo General over 90 days. Lippo General is related to or competes with Maskapai Reasuransi, Lenox Pasifik, Paninvest Tbk, Bank Mayapada, and Asuransi Dayin. PT Lippo General Insurance Tbk provides various insurance products in Indonesia More
Lippo General 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 Lippo General'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 Lippo General Insurance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0133 | |||
| Maximum Drawdown | 8.54 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 0.641 |
Lippo General Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lippo General's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lippo General's standard deviation. In reality, there are many statistical measures that can use Lippo General historical prices to predict the future Lippo General's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.1753 | |||
| Treynor Ratio | (0.71) |
Lippo General Insurance Backtested Returns
Lippo General Insurance has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Lippo General exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lippo General's Mean Deviation of 0.7489, risk adjusted performance of (0.02), and Standard Deviation of 2.05 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lippo General's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lippo General is expected to be smaller as well. At this point, Lippo General Insurance has a negative expected return of -0.0071%. Please make sure to verify Lippo General's total risk alpha, potential upside, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if Lippo General Insurance performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.91 |
Excellent predictability
Lippo General Insurance has excellent predictability. Overlapping area represents the amount of predictability between Lippo General 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 Lippo General Insurance price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Lippo General price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 41.88 |
Lippo General Insurance lagged returns against current returns
Autocorrelation, which is Lippo General 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 Lippo General's stock expected returns. We can calculate the autocorrelation of Lippo General returns to help us make a trade decision. For example, suppose you find that Lippo General 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 |
Lippo General 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 Lippo General stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lippo General stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lippo General stock over time.
Current vs Lagged Prices |
| Timeline |
Lippo General Lagged Returns
When evaluating Lippo General's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lippo General stock have on its future price. Lippo General 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, Lippo General autocorrelation shows the relationship between Lippo General stock current value and its past values and can show if there is a momentum factor associated with investing in Lippo General Insurance.
Regressed Prices |
| Timeline |
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Lippo General financial ratios help investors to determine whether Lippo 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 Lippo with respect to the benefits of owning Lippo General security.