Panin Sekuritas (Indonesia) Market Value
| PANS Stock | IDR 1,625 10.00 0.61% |
| Symbol | Panin |
Panin Sekuritas '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 Panin Sekuritas' 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 Panin Sekuritas.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Panin Sekuritas on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Panin Sekuritas Tbk or generate 0.0% return on investment in Panin Sekuritas over 720 days. Panin Sekuritas is related to or competes with Paninvest Tbk, Panin Financial, Bank Pan, Trimegah Securities, and Panca Global. PT Panin Sekuritas Tbk, together with its subsidiaries, provides securities brokerage, underwriting, and investment mana... More
Panin Sekuritas 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 Panin Sekuritas' 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 Panin Sekuritas Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9126 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.26 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.53 |
Panin Sekuritas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Panin Sekuritas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panin Sekuritas' standard deviation. In reality, there are many statistical measures that can use Panin Sekuritas historical prices to predict the future Panin Sekuritas' volatility.| Risk Adjusted Performance | 0.0169 | |||
| Jensen Alpha | 0.0137 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (0.15) |
Panin Sekuritas Tbk Backtested Returns
As of now, Panin Stock is very steady. Panin Sekuritas Tbk maintains Sharpe Ratio (i.e., Efficiency) of 0.0284, which implies the firm had a 0.0284% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Panin Sekuritas Tbk, which you can use to evaluate the volatility of the company. Please check Panin Sekuritas' Risk Adjusted Performance of 0.0169, coefficient of variation of 4713.58, and Semi Deviation of 0.679 to confirm if the risk estimate we provide is consistent with the expected return of 0.0224%. Panin Sekuritas has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -0.0496, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Panin Sekuritas are expected to decrease at a much lower rate. During the bear market, Panin Sekuritas is likely to outperform the market. Panin Sekuritas Tbk right now holds a risk of 0.79%. Please check Panin Sekuritas Tbk sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Panin Sekuritas Tbk will be following its historical price patterns.
Auto-correlation | 0.40 |
Average predictability
Panin Sekuritas Tbk has average predictability. Overlapping area represents the amount of predictability between Panin Sekuritas time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 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 Panin Sekuritas Tbk price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Panin Sekuritas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 5620.12 |
Panin Sekuritas Tbk lagged returns against current returns
Autocorrelation, which is Panin Sekuritas 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 Panin Sekuritas' stock expected returns. We can calculate the autocorrelation of Panin Sekuritas returns to help us make a trade decision. For example, suppose you find that Panin Sekuritas 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 |
Panin Sekuritas 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 Panin Sekuritas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Panin Sekuritas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Panin Sekuritas stock over time.
Current vs Lagged Prices |
| Timeline |
Panin Sekuritas Lagged Returns
When evaluating Panin Sekuritas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Panin Sekuritas stock have on its future price. Panin Sekuritas 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, Panin Sekuritas autocorrelation shows the relationship between Panin Sekuritas stock current value and its past values and can show if there is a momentum factor associated with investing in Panin Sekuritas Tbk.
Regressed Prices |
| Timeline |
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Panin Sekuritas financial ratios help investors to determine whether Panin 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 Panin with respect to the benefits of owning Panin Sekuritas security.