Wahana Inti (Indonesia) Market Value
| NASI Stock | 79.00 1.00 1.25% |
| Symbol | Wahana |
Wahana Inti '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 Wahana Inti'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 Wahana Inti.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Wahana Inti on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Wahana Inti MakmurTbk or generate 0.0% return on investment in Wahana Inti over 30 days. Wahana Inti is related to or competes with FAP Agri, Sawit Sumbermas, Triputra Agro, Sumber Tani, Citra Borneo, Pt Pradiksi, and Provident Agro. More
Wahana Inti 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 Wahana Inti'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 Wahana Inti MakmurTbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 21.96 | |||
| Value At Risk | (4.82) | |||
| Potential Upside | 6.33 |
Wahana Inti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wahana Inti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wahana Inti's standard deviation. In reality, there are many statistical measures that can use Wahana Inti historical prices to predict the future Wahana Inti's volatility.| Risk Adjusted Performance | 0.0043 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.1806 |
Wahana Inti MakmurTbk Backtested Returns
Wahana Inti MakmurTbk shows Sharpe Ratio of -0.072, which attests that the company had a -0.072 % return per unit of risk over the last 3 months. Wahana Inti MakmurTbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wahana Inti's Market Risk Adjusted Performance of 0.1906, standard deviation of 3.56, and Mean Deviation of 2.52 to validate the risk estimate we provide. The firm maintains a market beta of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Wahana Inti are expected to decrease at a much lower rate. During the bear market, Wahana Inti is likely to outperform the market. At this point, Wahana Inti MakmurTbk has a negative expected return of -0.21%. Please make sure to check out Wahana Inti's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Wahana Inti MakmurTbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.26 |
Weak reverse predictability
Wahana Inti MakmurTbk has weak reverse predictability. Overlapping area represents the amount of predictability between Wahana Inti time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 Wahana Inti MakmurTbk price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Wahana Inti price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 5.39 |
Wahana Inti MakmurTbk lagged returns against current returns
Autocorrelation, which is Wahana Inti 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 Wahana Inti's stock expected returns. We can calculate the autocorrelation of Wahana Inti returns to help us make a trade decision. For example, suppose you find that Wahana Inti 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 |
Wahana Inti 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 Wahana Inti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wahana Inti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wahana Inti stock over time.
Current vs Lagged Prices |
| Timeline |
Wahana Inti Lagged Returns
When evaluating Wahana Inti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wahana Inti stock have on its future price. Wahana Inti 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, Wahana Inti autocorrelation shows the relationship between Wahana Inti stock current value and its past values and can show if there is a momentum factor associated with investing in Wahana Inti MakmurTbk.
Regressed Prices |
| Timeline |
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Wahana Inti financial ratios help investors to determine whether Wahana 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 Wahana with respect to the benefits of owning Wahana Inti security.