Pt Lippo Karawaci Stock Market Value
| PTLKF Stock | USD 0.01 0.00 0.00% |
| Symbol | PTLKF |
PT Lippo '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 Lippo'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 Lippo.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in PT Lippo on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding PT Lippo Karawaci or generate 0.0% return on investment in PT Lippo over 30 days. PT Lippo is related to or competes with NetSol Technologies, MYT Netherlands, Cadence Design, Titan Machinery, Arhaus, Where Food, and Hudson Technologies. PT Lippo Karawaci Tbk, together with its subsidiaries, provides property development services in Indonesia More
PT Lippo 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 Lippo'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 Lippo Karawaci upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.16 | |||
| Maximum Drawdown | 11.11 |
PT Lippo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Lippo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Lippo's standard deviation. In reality, there are many statistical measures that can use PT Lippo historical prices to predict the future PT Lippo's volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 0.1534 | |||
| Total Risk Alpha | 0.2691 | |||
| Treynor Ratio | (1.95) |
PT Lippo Karawaci Backtested Returns
At this point, PT Lippo is out of control. PT Lippo Karawaci retains Efficiency (Sharpe Ratio) of 0.13, which implies the firm had a 0.13 % return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for PT Lippo, which you can use to evaluate the volatility of the company. Please check PT Lippo's market risk adjusted performance of (1.94), and Information Ratio of 0.16 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. PT Lippo has a performance score of 10 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.0813, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PT Lippo are expected to decrease at a much lower rate. During the bear market, PT Lippo is likely to outperform the market. PT Lippo Karawaci at this moment owns a risk of 1.45%. Please check PT Lippo Karawaci standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if PT Lippo Karawaci will be following its current price history.
Auto-correlation | 1.00 |
Perfect predictability
PT Lippo Karawaci has perfect predictability. Overlapping area represents the amount of predictability between PT Lippo time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Lippo Karawaci price movement. The serial correlation of 1.0 indicates that 100.0% of current PT Lippo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Lippo Karawaci lagged returns against current returns
Autocorrelation, which is PT Lippo 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 Lippo's pink sheet expected returns. We can calculate the autocorrelation of PT Lippo returns to help us make a trade decision. For example, suppose you find that PT Lippo 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 Lippo 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 Lippo pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Lippo 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 Lippo pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PT Lippo Lagged Returns
When evaluating PT Lippo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Lippo pink sheet have on its future price. PT Lippo 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 Lippo autocorrelation shows the relationship between PT Lippo pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PT Lippo Karawaci.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PTLKF Pink Sheet
PT Lippo financial ratios help investors to determine whether PTLKF 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 PTLKF with respect to the benefits of owning PT Lippo security.