Perdana Karya (Indonesia) Market Value
| PKPK Stock | IDR 775.00 25.00 3.33% |
| Symbol | Perdana |
Perdana Karya '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 Perdana Karya'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 Perdana Karya.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Perdana Karya on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Perdana Karya Perkasa or generate 0.0% return on investment in Perdana Karya over 90 days. Perdana Karya is related to or competes with Radiant Utama, Resource Alam, Exploitasi Energi, and Asia Pacific. More
Perdana Karya 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 Perdana Karya'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 Perdana Karya Perkasa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0531 | |||
| Maximum Drawdown | 10.46 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 4.05 |
Perdana Karya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perdana Karya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perdana Karya's standard deviation. In reality, there are many statistical measures that can use Perdana Karya historical prices to predict the future Perdana Karya's volatility.| Risk Adjusted Performance | 0.0097 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.2544 | |||
| Sortino Ratio | 0.0533 | |||
| Treynor Ratio | 0.0343 |
Perdana Karya Perkasa Backtested Returns
As of now, Perdana Stock is very steady. Perdana Karya Perkasa maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Perdana Karya Perkasa, which you can use to evaluate the volatility of the company. Please check Perdana Karya's Coefficient Of Variation of 22089.11, risk adjusted performance of 0.0097, and Semi Deviation of 1.65 to confirm if the risk estimate we provide is consistent with the expected return of 0.0092%. The company holds a Beta of -0.0227, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Perdana Karya are expected to decrease at a much lower rate. During the bear market, Perdana Karya is likely to outperform the market. Perdana Karya Perkasa right now holds a risk of 2.04%. Please check Perdana Karya Perkasa maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Perdana Karya Perkasa will be following its historical price patterns.
Auto-correlation | -0.34 |
Poor reverse predictability
Perdana Karya Perkasa has poor reverse predictability. Overlapping area represents the amount of predictability between Perdana Karya time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Perdana Karya Perkasa price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Perdana Karya price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 193.21 |
Perdana Karya Perkasa lagged returns against current returns
Autocorrelation, which is Perdana Karya 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 Perdana Karya's stock expected returns. We can calculate the autocorrelation of Perdana Karya returns to help us make a trade decision. For example, suppose you find that Perdana Karya 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 |
Perdana Karya 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 Perdana Karya stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perdana Karya stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perdana Karya stock over time.
Current vs Lagged Prices |
| Timeline |
Perdana Karya Lagged Returns
When evaluating Perdana Karya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perdana Karya stock have on its future price. Perdana Karya 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, Perdana Karya autocorrelation shows the relationship between Perdana Karya stock current value and its past values and can show if there is a momentum factor associated with investing in Perdana Karya Perkasa.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Perdana Stock
Perdana Karya financial ratios help investors to determine whether Perdana 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 Perdana with respect to the benefits of owning Perdana Karya security.