Panca Global (Indonesia) Market Value
| PEGE Stock | IDR 108.00 1.00 0.93% |
| Symbol | Panca |
Panca Global '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 Global'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 Global.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Panca Global on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Panca Global Securities or generate 0.0% return on investment in Panca Global over 90 days. Panca Global is related to or competes with Panin Sekuritas, Reliance Securities, Mandala Multifinance, Paninvest Tbk, and Maskapai Reasuransi. More
Panca Global 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 Global'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 Global Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.25 | |||
| Information Ratio | 0.0431 | |||
| Maximum Drawdown | 18.45 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 4.17 |
Panca Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Panca Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panca Global's standard deviation. In reality, there are many statistical measures that can use Panca Global historical prices to predict the future Panca Global's volatility.| Risk Adjusted Performance | 0.0157 | |||
| Jensen Alpha | 0.0329 | |||
| Total Risk Alpha | 0.3925 | |||
| Sortino Ratio | 0.0395 | |||
| Treynor Ratio | 0.1566 |
Panca Global Securities Backtested Returns
As of now, Panca Stock is very steady. Panca Global Securities maintains Sharpe Ratio (i.e., Efficiency) of 0.0518, which implies the firm had a 0.0518 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Panca Global Securities, which you can use to evaluate the volatility of the company. Please check Panca Global's Semi Deviation of 2.48, risk adjusted performance of 0.0157, and Coefficient Of Variation of 10137.5 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Panca Global has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of 0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, Panca Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Panca Global is expected to be smaller as well. Panca Global Securities right now holds a risk of 3.1%. Please check Panca Global Securities jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Panca Global Securities will be following its historical price patterns.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Panca Global Securities has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Panca Global time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Panca Global Securities price movement. The serial correlation of -0.71 indicates that around 71.0% of current Panca Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 17.58 |
Panca Global Securities lagged returns against current returns
Autocorrelation, which is Panca Global 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 Global's stock expected returns. We can calculate the autocorrelation of Panca Global returns to help us make a trade decision. For example, suppose you find that Panca Global 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 Global 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 Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Panca Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Panca Global stock over time.
Current vs Lagged Prices |
| Timeline |
Panca Global Lagged Returns
When evaluating Panca Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Panca Global stock have on its future price. Panca Global 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 Global autocorrelation shows the relationship between Panca Global stock current value and its past values and can show if there is a momentum factor associated with investing in Panca Global Securities.
Regressed Prices |
| Timeline |
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Panca Global 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 Global security.