Pt Hanjaya Mandala Stock Market Value
| PHJMF Stock | USD 0.04 0.01 33.33% |
| Symbol | PHJMF |
PT Hanjaya '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 Hanjaya's pink sheet 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 Hanjaya.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in PT Hanjaya on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding PT Hanjaya Mandala or generate 0.0% return on investment in PT Hanjaya over 90 days. PT Hanjaya is related to or competes with Greenlane Holdings, 22nd Century, Japan Tobacco, Kaival Brands, and RLX Technology. PT Hanjaya Mandala Sampoerna Tbk, together with its subsidiaries, engages in manufacture, distribution, and trading of c... More
PT Hanjaya 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 Hanjaya's pink sheet 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 Hanjaya Mandala upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.01 | |||
| Information Ratio | 0.0662 | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
PT Hanjaya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Hanjaya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Hanjaya's standard deviation. In reality, there are many statistical measures that can use PT Hanjaya historical prices to predict the future PT Hanjaya's volatility.| Risk Adjusted Performance | 0.0609 | |||
| Jensen Alpha | 0.6221 | |||
| Total Risk Alpha | 2.59 | |||
| Sortino Ratio | 0.0492 | |||
| Treynor Ratio | (0.44) |
PT Hanjaya Mandala Backtested Returns
PT Hanjaya appears to be out of control, given 3 months investment horizon. PT Hanjaya Mandala retains Efficiency (Sharpe Ratio) of 0.0668, which implies the firm had a 0.0668 % return per unit of price deviation over the last 3 months. By inspecting PT Hanjaya's technical indicators, you can evaluate if the expected return of 0.95% is justified by implied risk. Please evaluate PT Hanjaya's standard deviation of 14.12, and Market Risk Adjusted Performance of (0.43) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Hanjaya holds a performance score of 5. The company owns a Beta (Systematic Risk) of -1.87, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PT Hanjaya are expected to decrease by larger amounts. On the other hand, during market turmoil, PT Hanjaya is expected to outperform it. Please check PT Hanjaya's value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether PT Hanjaya's current price history will revert.
Auto-correlation | 0.04 |
Virtually no predictability
PT Hanjaya Mandala has virtually no predictability. Overlapping area represents the amount of predictability between PT Hanjaya 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 Hanjaya Mandala price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current PT Hanjaya price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Hanjaya Mandala lagged returns against current returns
Autocorrelation, which is PT Hanjaya pink sheet'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 Hanjaya's pink sheet expected returns. We can calculate the autocorrelation of PT Hanjaya returns to help us make a trade decision. For example, suppose you find that PT Hanjaya has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Hanjaya 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 Hanjaya pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Hanjaya pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Hanjaya pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PT Hanjaya Lagged Returns
When evaluating PT Hanjaya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Hanjaya pink sheet have on its future price. PT Hanjaya 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 Hanjaya autocorrelation shows the relationship between PT Hanjaya pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PT Hanjaya Mandala.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PHJMF Pink Sheet
PT Hanjaya financial ratios help investors to determine whether PHJMF Pink Sheet 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 PHJMF with respect to the benefits of owning PT Hanjaya security.