Lippo Karawaci (Indonesia) Market Value
| LPKR Stock | IDR 85.00 3.00 3.41% |
| Symbol | Lippo |
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.
| 12/17/2024 |
| 03/17/2025 |
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.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 17.89 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 5.95 |
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.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | 0.0485 | |||
| Treynor Ratio | 0.84 |
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 Mean Deviation of 2.37, risk adjusted performance of (0.09), and Standard Deviation of 3.27 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 Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 12.76 |
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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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.