Lippo Karawaci (Indonesia) Market Value
| LPKR Stock | IDR 107.00 2.00 1.83% |
| 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.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Lippo Karawaci on September 2, 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.
| Downside Deviation | 3.12 | |||
| Information Ratio | 0.0817 | |||
| Maximum Drawdown | 26.25 | |||
| Value At Risk | (5.61) | |||
| Potential Upside | 7.95 |
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 | 0.0948 | |||
| Jensen Alpha | 0.4186 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.1142 | |||
| Treynor Ratio | 0.9457 |
Lippo Karawaci Tbk Backtested Returns
Lippo Karawaci appears to be very steady, given 3 months investment horizon. Lippo Karawaci Tbk has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. By analyzing Lippo Karawaci's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please exercise Lippo Karawaci's Downside Deviation of 3.12, mean deviation of 3.19, and Risk Adjusted Performance of 0.0948 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lippo Karawaci holds a performance score of 9. The company secures a Beta (Market Risk) of 0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lippo Karawaci's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lippo Karawaci is expected to be smaller as well. Please check Lippo Karawaci's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Lippo Karawaci's current price movements will revert.
Auto-correlation | -0.85 |
Excellent reverse predictability
Lippo Karawaci Tbk has excellent reverse predictability. Overlapping area represents the amount of predictability between Lippo Karawaci time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 2024. 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 -0.85 indicates that around 85.0% of current Lippo Karawaci price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 69.8 |
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.