Pt Pradiksi (Indonesia) Market Value
| PGUN Stock | IDR 530.00 15.00 2.91% |
| Symbol | PGUN |
Pt Pradiksi '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 Pt Pradiksi'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 Pt Pradiksi.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Pt Pradiksi on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Pt Pradiksi Gunatama or generate 0.0% return on investment in Pt Pradiksi over 90 days. Pt Pradiksi is related to or competes with Mahkota Group, Palma Serasih, Cisadane Sawit, Diamond Food, and Saraswanti Anugerah. PT Pradiksi Gunatama TBK engages in the palm oil plantation activities in Indonesia More
Pt Pradiksi 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 Pt Pradiksi'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 Pt Pradiksi Gunatama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.08 | |||
| Information Ratio | 0.0975 | |||
| Maximum Drawdown | 44.61 | |||
| Value At Risk | (9.65) | |||
| Potential Upside | 9.82 |
Pt Pradiksi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pt Pradiksi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pt Pradiksi's standard deviation. In reality, there are many statistical measures that can use Pt Pradiksi historical prices to predict the future Pt Pradiksi's volatility.| Risk Adjusted Performance | 0.0805 | |||
| Jensen Alpha | 0.566 | |||
| Total Risk Alpha | 1.36 | |||
| Sortino Ratio | 0.0797 | |||
| Treynor Ratio | 1.88 |
Pt Pradiksi Gunatama Backtested Returns
Pt Pradiksi appears to be very steady, given 3 months investment horizon. Pt Pradiksi Gunatama retains Efficiency (Sharpe Ratio) of 0.0872, which implies the firm had a 0.0872 % return per unit of price deviation over the last 3 months. By examining Pt Pradiksi's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please evaluate Pt Pradiksi's market risk adjusted performance of 1.89, and Standard Deviation of 6.6 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pt Pradiksi holds a performance score of 6. The company owns a Beta (Systematic Risk) of 0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pt Pradiksi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pt Pradiksi is expected to be smaller as well. Please check Pt Pradiksi's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Pt Pradiksi's current price history will revert.
Auto-correlation | 0.36 |
Below average predictability
Pt Pradiksi Gunatama has below average predictability. Overlapping area represents the amount of predictability between Pt Pradiksi 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 Pt Pradiksi Gunatama price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Pt Pradiksi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 8930.21 |
Pt Pradiksi Gunatama lagged returns against current returns
Autocorrelation, which is Pt Pradiksi 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 Pt Pradiksi's stock expected returns. We can calculate the autocorrelation of Pt Pradiksi returns to help us make a trade decision. For example, suppose you find that Pt Pradiksi 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 |
Pt Pradiksi 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 Pt Pradiksi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pt Pradiksi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pt Pradiksi stock over time.
Current vs Lagged Prices |
| Timeline |
Pt Pradiksi Lagged Returns
When evaluating Pt Pradiksi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pt Pradiksi stock have on its future price. Pt Pradiksi 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, Pt Pradiksi autocorrelation shows the relationship between Pt Pradiksi stock current value and its past values and can show if there is a momentum factor associated with investing in Pt Pradiksi Gunatama.
Regressed Prices |
| Timeline |
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Pt Pradiksi financial ratios help investors to determine whether PGUN 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 PGUN with respect to the benefits of owning Pt Pradiksi security.