Phapros Tbk (Indonesia) Market Value
| PEHA Stock | IDR 292.00 4.00 1.39% |
| Symbol | Phapros |
Phapros Tbk '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 Phapros Tbk'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 Phapros Tbk.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Phapros Tbk on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Phapros Tbk PT or generate 0.0% return on investment in Phapros Tbk over 90 days. Phapros Tbk is related to or competes with Indofarma Tbk, Pyridam Farma, Itama Ranoraya, Darya Varia, and Kimia Farma. PT Phapros, Tbk operates in the pharmaceutical and health care industry in Indonesia More
Phapros Tbk 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 Phapros Tbk'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 Phapros Tbk PT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 11.34 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 3.18 |
Phapros Tbk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Phapros Tbk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Phapros Tbk's standard deviation. In reality, there are many statistical measures that can use Phapros Tbk historical prices to predict the future Phapros Tbk's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.1586 | |||
| Treynor Ratio | (0.75) |
Phapros Tbk PT Backtested Returns
Phapros Tbk PT maintains Sharpe Ratio (i.e., Efficiency) of -0.0382, which implies the firm had a -0.0382 % return per unit of risk over the last 3 months. Phapros Tbk PT exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Phapros Tbk's Risk Adjusted Performance of (0.03), coefficient of variation of (2,461), and Variance of 3.97 to confirm the risk estimate we provide. The company holds a Beta of 0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, Phapros Tbk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Phapros Tbk is expected to be smaller as well. At this point, Phapros Tbk PT has a negative expected return of -0.08%. Please make sure to check Phapros Tbk's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Phapros Tbk PT performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.12 |
Insignificant predictability
Phapros Tbk PT has insignificant predictability. Overlapping area represents the amount of predictability between Phapros Tbk 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 Phapros Tbk PT price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Phapros Tbk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 119.35 |
Phapros Tbk PT lagged returns against current returns
Autocorrelation, which is Phapros Tbk 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 Phapros Tbk's stock expected returns. We can calculate the autocorrelation of Phapros Tbk returns to help us make a trade decision. For example, suppose you find that Phapros Tbk 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 |
Phapros Tbk 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 Phapros Tbk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Phapros Tbk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Phapros Tbk stock over time.
Current vs Lagged Prices |
| Timeline |
Phapros Tbk Lagged Returns
When evaluating Phapros Tbk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Phapros Tbk stock have on its future price. Phapros Tbk 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, Phapros Tbk autocorrelation shows the relationship between Phapros Tbk stock current value and its past values and can show if there is a momentum factor associated with investing in Phapros Tbk PT.
Regressed Prices |
| Timeline |
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Phapros Tbk financial ratios help investors to determine whether Phapros 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 Phapros with respect to the benefits of owning Phapros Tbk security.