Panin Financial (Indonesia) Market Value
| PNLF Stock | IDR 318.00 2.00 0.62% |
| Symbol | Panin |
Panin Financial '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 Panin Financial'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 Panin Financial.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Panin Financial on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Panin Financial Tbk or generate 0.0% return on investment in Panin Financial over 90 days. Panin Financial is related to or competes with Bank Pan, Paninvest Tbk, Kawasan Industri, Global Mediacom, and Bank Danamon. More
Panin Financial 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 Panin Financial'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 Panin Financial Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 12.41 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 4.52 |
Panin Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Panin Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Panin Financial's standard deviation. In reality, there are many statistical measures that can use Panin Financial historical prices to predict the future Panin Financial's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.57) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 1.57 |
Panin Financial Tbk Backtested Returns
Panin Financial Tbk maintains Sharpe Ratio (i.e., Efficiency) of -0.22, which implies the firm had a -0.22 % return per unit of risk over the last 3 months. Panin Financial Tbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Panin Financial's Variance of 6.2, risk adjusted performance of (0.18), and Coefficient Of Variation of (477.76) to confirm the risk estimate we provide. The company holds a Beta of -0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Panin Financial are expected to decrease at a much lower rate. During the bear market, Panin Financial is likely to outperform the market. At this point, Panin Financial Tbk has a negative expected return of -0.54%. Please make sure to check Panin Financial's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Panin Financial Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
Panin Financial Tbk has very weak reverse predictability. Overlapping area represents the amount of predictability between Panin Financial 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 Panin Financial Tbk price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Panin Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1158.96 |
Panin Financial Tbk lagged returns against current returns
Autocorrelation, which is Panin Financial 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 Panin Financial's stock expected returns. We can calculate the autocorrelation of Panin Financial returns to help us make a trade decision. For example, suppose you find that Panin Financial 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 |
Panin Financial 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 Panin Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Panin Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Panin Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Panin Financial Lagged Returns
When evaluating Panin Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Panin Financial stock have on its future price. Panin Financial 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, Panin Financial autocorrelation shows the relationship between Panin Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Panin Financial Tbk.
Regressed Prices |
| Timeline |
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Panin Financial financial ratios help investors to determine whether Panin 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 Panin with respect to the benefits of owning Panin Financial security.