Surya Permata (Indonesia) Market Value

NATO Stock   155.00  4.00  2.52%   
Surya Permata's market value is the price at which a share of Surya Permata trades on a public exchange. It measures the collective expectations of Surya Permata Andalan investors about its performance. Surya Permata is selling for 155.00 as of the 18th of March 2025. This is a 2.52 percent down since the beginning of the trading day. The stock's last reported lowest price was 155.0.
With this module, you can estimate the performance of a buy and hold strategy of Surya Permata Andalan and determine expected loss or profit from investing in Surya Permata over a given investment horizon. Check out Surya Permata Correlation, Surya Permata Volatility and Surya Permata Alpha and Beta module to complement your research on Surya Permata.
Symbol

Please note, there is a significant difference between Surya Permata's value and its price as these two are different measures arrived at by different means. Investors typically determine if Surya Permata is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Surya Permata'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.

Surya Permata '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 Surya Permata'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 Surya Permata.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Surya Permata on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Surya Permata Andalan or generate 0.0% return on investment in Surya Permata over 90 days. Surya Permata is related to or competes with Bintang Oto, Metro Healthcare, Bhakti Multi, MNC Vision, and Mahaka Radio. More

Surya Permata 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 Surya Permata'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 Surya Permata Andalan upside and downside potential and time the market with a certain degree of confidence.

Surya Permata Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Surya Permata's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Surya Permata's standard deviation. In reality, there are many statistical measures that can use Surya Permata historical prices to predict the future Surya Permata's volatility.
Hype
Prediction
LowEstimatedHigh
152.21155.00157.79
Details
Intrinsic
Valuation
LowRealHigh
125.10127.89170.50
Details

Surya Permata Andalan Backtested Returns

Surya Permata appears to be very steady, given 3 months investment horizon. Surya Permata Andalan owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0725, which indicates the firm had a 0.0725 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Surya Permata Andalan, which you can use to evaluate the volatility of the company. Please review Surya Permata's Semi Deviation of 1.85, risk adjusted performance of 0.0547, and Coefficient Of Variation of 1814.61 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Surya Permata holds a performance score of 5. The entity has a beta of -0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Surya Permata are expected to decrease at a much lower rate. During the bear market, Surya Permata is likely to outperform the market. Please check Surya Permata's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Surya Permata's existing price patterns will revert.

Auto-correlation

    
  0.19  

Very weak predictability

Surya Permata Andalan has very weak predictability. Overlapping area represents the amount of predictability between Surya Permata time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Surya Permata Andalan price movement. The serial correlation of 0.19 indicates that over 19.0% of current Surya Permata price fluctuation can be explain by its past prices.
Correlation Coefficient0.19
Spearman Rank Test0.56
Residual Average0.0
Price Variance8.64

Surya Permata Andalan lagged returns against current returns

Autocorrelation, which is Surya Permata 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 Surya Permata's stock expected returns. We can calculate the autocorrelation of Surya Permata returns to help us make a trade decision. For example, suppose you find that Surya Permata 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  

Surya Permata 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 Surya Permata stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Surya Permata stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Surya Permata stock over time.
   Current vs Lagged Prices   
       Timeline  

Surya Permata Lagged Returns

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

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Other Information on Investing in Surya Stock

Surya Permata financial ratios help investors to determine whether Surya 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 Surya with respect to the benefits of owning Surya Permata security.