Pembangunan Perumahan (Indonesia) Market Value
| PTPP Stock | IDR 238.00 4.00 1.65% |
| Symbol | Pembangunan |
Pembangunan Perumahan '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 Pembangunan Perumahan'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 Pembangunan Perumahan.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Pembangunan Perumahan on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Pembangunan Perumahan PT or generate 0.0% return on investment in Pembangunan Perumahan over 90 days. Pembangunan Perumahan is related to or competes with Wijaya Karya, Waskita Karya, Adhi Karya, Bumi Serpong, and Jasa Marga. More
Pembangunan Perumahan 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 Pembangunan Perumahan'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 Pembangunan Perumahan PT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 18.43 | |||
| Value At Risk | (4.52) | |||
| Potential Upside | 6.06 |
Pembangunan Perumahan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pembangunan Perumahan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pembangunan Perumahan's standard deviation. In reality, there are many statistical measures that can use Pembangunan Perumahan historical prices to predict the future Pembangunan Perumahan's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 7.07 |
Pembangunan Perumahan Backtested Returns
Pembangunan Perumahan maintains Sharpe Ratio (i.e., Efficiency) of -0.21, which implies the firm had a -0.21 % return per unit of risk over the last 3 months. Pembangunan Perumahan exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pembangunan Perumahan's Coefficient Of Variation of (492.31), risk adjusted performance of (0.17), and Variance of 9.91 to confirm the risk estimate we provide. The company holds a Beta of -0.0919, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pembangunan Perumahan are expected to decrease at a much lower rate. During the bear market, Pembangunan Perumahan is likely to outperform the market. At this point, Pembangunan Perumahan has a negative expected return of -0.7%. Please make sure to check Pembangunan Perumahan's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Pembangunan Perumahan performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Pembangunan Perumahan PT has weak predictability. Overlapping area represents the amount of predictability between Pembangunan Perumahan 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 Pembangunan Perumahan price movement. The serial correlation of 0.22 indicates that over 22.0% of current Pembangunan Perumahan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 588.84 |
Pembangunan Perumahan lagged returns against current returns
Autocorrelation, which is Pembangunan Perumahan 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 Pembangunan Perumahan's stock expected returns. We can calculate the autocorrelation of Pembangunan Perumahan returns to help us make a trade decision. For example, suppose you find that Pembangunan Perumahan 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 |
Pembangunan Perumahan 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 Pembangunan Perumahan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pembangunan Perumahan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pembangunan Perumahan stock over time.
Current vs Lagged Prices |
| Timeline |
Pembangunan Perumahan Lagged Returns
When evaluating Pembangunan Perumahan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pembangunan Perumahan stock have on its future price. Pembangunan Perumahan 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, Pembangunan Perumahan autocorrelation shows the relationship between Pembangunan Perumahan stock current value and its past values and can show if there is a momentum factor associated with investing in Pembangunan Perumahan PT.
Regressed Prices |
| Timeline |
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Pembangunan Perumahan financial ratios help investors to determine whether Pembangunan 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 Pembangunan with respect to the benefits of owning Pembangunan Perumahan security.