Pelita Samudera (Indonesia) Market Value

PSSI Stock  IDR 384.00  2.00  0.52%   
Pelita Samudera's market value is the price at which a share of Pelita Samudera trades on a public exchange. It measures the collective expectations of Pelita Samudera Shipping investors about its performance. Pelita Samudera is selling for 384.00 as of the 16th of March 2025. This is a 0.52 percent down since the beginning of the trading day. The stock's last reported lowest price was 380.0.
With this module, you can estimate the performance of a buy and hold strategy of Pelita Samudera Shipping and determine expected loss or profit from investing in Pelita Samudera over a given investment horizon. Check out Pelita Samudera Correlation, Pelita Samudera Volatility and Pelita Samudera Alpha and Beta module to complement your research on Pelita Samudera.
Symbol

Please note, there is a significant difference between Pelita Samudera's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pelita Samudera is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pelita Samudera's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Pelita Samudera '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 Pelita Samudera'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 Pelita Samudera.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Pelita Samudera on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Pelita Samudera Shipping or generate 0.0% return on investment in Pelita Samudera over 90 days. Pelita Samudera is related to or competes with Samudera Indonesia, Pelayaran Nelly, Buana Listya, Mitrabahtera Segara, and Trans Power. More

Pelita Samudera 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 Pelita Samudera'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 Pelita Samudera Shipping upside and downside potential and time the market with a certain degree of confidence.

Pelita Samudera Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Pelita Samudera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pelita Samudera's standard deviation. In reality, there are many statistical measures that can use Pelita Samudera historical prices to predict the future Pelita Samudera's volatility.
Hype
Prediction
LowEstimatedHigh
382.84384.00385.16
Details
Intrinsic
Valuation
LowRealHigh
326.44327.60422.40
Details
Naive
Forecast
LowNextHigh
378.99380.15381.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
367.51392.90418.30
Details

Pelita Samudera Shipping Backtested Returns

Pelita Samudera Shipping maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the firm had a -0.11 % return per unit of risk over the last 3 months. Pelita Samudera Shipping exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pelita Samudera's Coefficient Of Variation of (786.32), risk adjusted performance of (0.11), and Variance of 1.28 to confirm the risk estimate we provide. The company holds a Beta of -0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pelita Samudera are expected to decrease at a much lower rate. During the bear market, Pelita Samudera is likely to outperform the market. At this point, Pelita Samudera Shipping has a negative expected return of -0.13%. Please make sure to check Pelita Samudera's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Pelita Samudera Shipping performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.12  

Insignificant reverse predictability

Pelita Samudera Shipping has insignificant reverse predictability. Overlapping area represents the amount of predictability between Pelita Samudera 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 Pelita Samudera Shipping price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Pelita Samudera price fluctuation can be explain by its past prices.
Correlation Coefficient-0.12
Spearman Rank Test-0.28
Residual Average0.0
Price Variance97.66

Pelita Samudera Shipping lagged returns against current returns

Autocorrelation, which is Pelita Samudera 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 Pelita Samudera's stock expected returns. We can calculate the autocorrelation of Pelita Samudera returns to help us make a trade decision. For example, suppose you find that Pelita Samudera 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  

Pelita Samudera 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 Pelita Samudera stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pelita Samudera stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pelita Samudera stock over time.
   Current vs Lagged Prices   
       Timeline  

Pelita Samudera Lagged Returns

When evaluating Pelita Samudera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pelita Samudera stock have on its future price. Pelita Samudera 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, Pelita Samudera autocorrelation shows the relationship between Pelita Samudera stock current value and its past values and can show if there is a momentum factor associated with investing in Pelita Samudera Shipping.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Pelita Stock

Pelita Samudera financial ratios help investors to determine whether Pelita 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 Pelita with respect to the benefits of owning Pelita Samudera security.