Panca Anugrah (Indonesia) Market Value
| MGLV Stock | 89.00 9.00 9.18% |
| Symbol | Panca |
Panca Anugrah '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 Panca Anugrah'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 Panca Anugrah.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Panca Anugrah on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Panca Anugrah Wisesa or generate 0.0% return on investment in Panca Anugrah over 30 days. Panca Anugrah is related to or competes with Imago Mulia, PT Sunter, Ladangbaja Murni, Lima Dua, and Damai Sejahtera. More
Panca Anugrah 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 Panca Anugrah'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 Panca Anugrah Wisesa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.45 | |||
| Information Ratio | 0.0914 | |||
| Maximum Drawdown | 19.26 | |||
| Value At Risk | (5.63) | |||
| Potential Upside | 9.09 |
Panca Anugrah Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Panca Anugrah's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panca Anugrah's standard deviation. In reality, there are many statistical measures that can use Panca Anugrah historical prices to predict the future Panca Anugrah's volatility.| Risk Adjusted Performance | 0.0927 | |||
| Jensen Alpha | 0.424 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0817 | |||
| Treynor Ratio | 1.38 |
Panca Anugrah Wisesa Backtested Returns
Panca Anugrah appears to be very steady, given 3 months investment horizon. Panca Anugrah Wisesa maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Panca Anugrah Wisesa, which you can use to evaluate the volatility of the company. Please evaluate Panca Anugrah's Coefficient Of Variation of 857.81, risk adjusted performance of 0.0927, and Semi Deviation of 3.15 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Panca Anugrah holds a performance score of 8. The company holds a Beta of 0.33, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Panca Anugrah's returns are expected to increase less than the market. However, during the bear market, the loss of holding Panca Anugrah is expected to be smaller as well. Please check Panca Anugrah's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Panca Anugrah's historical price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Panca Anugrah Wisesa has insignificant reverse predictability. Overlapping area represents the amount of predictability between Panca Anugrah time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Panca Anugrah Wisesa price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Panca Anugrah price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 188.74 |
Panca Anugrah Wisesa lagged returns against current returns
Autocorrelation, which is Panca Anugrah 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 Panca Anugrah's stock expected returns. We can calculate the autocorrelation of Panca Anugrah returns to help us make a trade decision. For example, suppose you find that Panca Anugrah 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 |
Panca Anugrah 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 Panca Anugrah stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Panca Anugrah stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Panca Anugrah stock over time.
Current vs Lagged Prices |
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Panca Anugrah Lagged Returns
When evaluating Panca Anugrah's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Panca Anugrah stock have on its future price. Panca Anugrah 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, Panca Anugrah autocorrelation shows the relationship between Panca Anugrah stock current value and its past values and can show if there is a momentum factor associated with investing in Panca Anugrah Wisesa.
Regressed Prices |
| Timeline |
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Panca Anugrah financial ratios help investors to determine whether Panca 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 Panca with respect to the benefits of owning Panca Anugrah security.