Lippo Karawaci (Indonesia) Market Value

LPKR Stock  IDR 85.00  3.00  3.41%   
Lippo Karawaci's market value is the price at which a share of Lippo Karawaci trades on a public exchange. It measures the collective expectations of Lippo Karawaci Tbk investors about its performance. Lippo Karawaci is selling for 85.00 as of the 17th of March 2025. This is a 3.41 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 84.0.
With this module, you can estimate the performance of a buy and hold strategy of Lippo Karawaci Tbk and determine expected loss or profit from investing in Lippo Karawaci over a given investment horizon. Check out Lippo Karawaci Correlation, Lippo Karawaci Volatility and Lippo Karawaci Alpha and Beta module to complement your research on Lippo Karawaci.
Symbol

Please note, there is a significant difference between Lippo Karawaci's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lippo Karawaci is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lippo Karawaci's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Lippo Karawaci '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 Karawaci'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 Karawaci.
0.00
12/17/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/17/2025
0.00
If you would invest  0.00  in Lippo Karawaci on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Lippo Karawaci Tbk or generate 0.0% return on investment in Lippo Karawaci over 90 days. Lippo Karawaci is related to or competes with Bumi Serpong, Alam Sutera, Summarecon Agung, Ciputra Development, and Indocement Tunggal. More

Lippo Karawaci 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 Karawaci'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 Karawaci Tbk upside and downside potential and time the market with a certain degree of confidence.

Lippo Karawaci Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lippo Karawaci's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lippo Karawaci's standard deviation. In reality, there are many statistical measures that can use Lippo Karawaci historical prices to predict the future Lippo Karawaci's volatility.
Hype
Prediction
LowEstimatedHigh
81.7585.0088.25
Details
Intrinsic
Valuation
LowRealHigh
72.5675.8193.50
Details
Naive
Forecast
LowNextHigh
81.4984.7588.00
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
82.6486.2289.80
Details

Lippo Karawaci Tbk Backtested Returns

Lippo Karawaci Tbk has Sharpe Ratio of -0.043, which conveys that the firm had a -0.043 % return per unit of risk over the last 3 months. Lippo Karawaci exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lippo Karawaci's Standard Deviation of 3.27, risk adjusted performance of (0.09), and Mean Deviation of 2.37 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lippo Karawaci are expected to decrease at a much lower rate. During the bear market, Lippo Karawaci is likely to outperform the market. At this point, Lippo Karawaci Tbk has a negative expected return of -0.14%. Please make sure to verify Lippo Karawaci's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Lippo Karawaci Tbk performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.19  

Insignificant reverse predictability

Lippo Karawaci Tbk has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lippo Karawaci 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 Lippo Karawaci Tbk price movement. The serial correlation of -0.19 indicates that over 19.0% of current Lippo Karawaci price fluctuation can be explain by its past prices.
Correlation Coefficient-0.19
Spearman Rank Test0.2
Residual Average0.0
Price Variance12.76

Lippo Karawaci Tbk lagged returns against current returns

Autocorrelation, which is Lippo Karawaci 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 Karawaci's stock expected returns. We can calculate the autocorrelation of Lippo Karawaci returns to help us make a trade decision. For example, suppose you find that Lippo Karawaci 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 Karawaci 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 Karawaci stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lippo Karawaci stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lippo Karawaci stock over time.
   Current vs Lagged Prices   
       Timeline  

Lippo Karawaci Lagged Returns

When evaluating Lippo Karawaci's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lippo Karawaci stock have on its future price. Lippo Karawaci 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 Karawaci autocorrelation shows the relationship between Lippo Karawaci stock current value and its past values and can show if there is a momentum factor associated with investing in Lippo Karawaci Tbk.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Lippo Stock

Lippo Karawaci 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 Karawaci security.