Pudjiadi Prestige (Indonesia) Market Value
| PUDP Stock | IDR 222.00 8.00 3.48% |
| Symbol | Pudjiadi |
Pudjiadi Prestige '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 Pudjiadi Prestige'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 Pudjiadi Prestige.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Pudjiadi Prestige on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Pudjiadi Prestige Tbk or generate 0.0% return on investment in Pudjiadi Prestige over 90 days. Pudjiadi Prestige is related to or competes with Ristia Bintang, Suryamas Dutamakmur, Pikko Land, and Hotel Sahid. More
Pudjiadi Prestige 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 Pudjiadi Prestige'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 Pudjiadi Prestige Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 32.38 | |||
| Value At Risk | (5.42) | |||
| Potential Upside | 4.97 |
Pudjiadi Prestige Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pudjiadi Prestige's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pudjiadi Prestige's standard deviation. In reality, there are many statistical measures that can use Pudjiadi Prestige historical prices to predict the future Pudjiadi Prestige's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | 0.0735 | |||
| Treynor Ratio | (0.83) |
Pudjiadi Prestige Tbk Backtested Returns
Pudjiadi Prestige Tbk maintains Sharpe Ratio (i.e., Efficiency) of -0.0828, which implies the firm had a -0.0828 % return per unit of risk over the last 3 months. Pudjiadi Prestige Tbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pudjiadi Prestige's Coefficient Of Variation of (939.98), risk adjusted performance of (0.08), and Variance of 19.61 to confirm the risk estimate we provide. The company holds a Beta of 0.58, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pudjiadi Prestige's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pudjiadi Prestige is expected to be smaller as well. At this point, Pudjiadi Prestige Tbk has a negative expected return of -0.37%. Please make sure to check Pudjiadi Prestige's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Pudjiadi Prestige Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Pudjiadi Prestige Tbk has below average predictability. Overlapping area represents the amount of predictability between Pudjiadi Prestige 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 Pudjiadi Prestige Tbk price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Pudjiadi Prestige price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 119.51 |
Pudjiadi Prestige Tbk lagged returns against current returns
Autocorrelation, which is Pudjiadi Prestige 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 Pudjiadi Prestige's stock expected returns. We can calculate the autocorrelation of Pudjiadi Prestige returns to help us make a trade decision. For example, suppose you find that Pudjiadi Prestige 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 |
Pudjiadi Prestige 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 Pudjiadi Prestige stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pudjiadi Prestige stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pudjiadi Prestige stock over time.
Current vs Lagged Prices |
| Timeline |
Pudjiadi Prestige Lagged Returns
When evaluating Pudjiadi Prestige's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pudjiadi Prestige stock have on its future price. Pudjiadi Prestige 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, Pudjiadi Prestige autocorrelation shows the relationship between Pudjiadi Prestige stock current value and its past values and can show if there is a momentum factor associated with investing in Pudjiadi Prestige Tbk.
Regressed Prices |
| Timeline |
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Pudjiadi Prestige financial ratios help investors to determine whether Pudjiadi 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 Pudjiadi with respect to the benefits of owning Pudjiadi Prestige security.