Puri Global (Indonesia) Market Value
| PURI Stock | IDR 304.00 6.00 1.94% |
| Symbol | Puri |
Puri Global '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 Puri Global'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 Puri Global.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Puri Global on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Puri Global Sukses or generate 0.0% return on investment in Puri Global over 30 days. Puri Global is related to or competes with Rockfields Property, Perintis Triniti, Nusantara Almazia, Bima Sakti, and Grand House. PT Puri Global Sukses Tbk operates as a property developer in Indonesia More
Puri Global 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 Puri Global'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 Puri Global Sukses upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.43 | |||
| Information Ratio | 0.091 | |||
| Maximum Drawdown | 25.63 | |||
| Value At Risk | (8.11) | |||
| Potential Upside | 10.42 |
Puri Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Puri Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Puri Global's standard deviation. In reality, there are many statistical measures that can use Puri Global historical prices to predict the future Puri Global's volatility.| Risk Adjusted Performance | 0.0953 | |||
| Jensen Alpha | 0.4815 | |||
| Total Risk Alpha | 0.2162 | |||
| Sortino Ratio | 0.094 | |||
| Treynor Ratio | (1.03) |
Puri Global Sukses Backtested Returns
Puri Global appears to be very steady, given 3 months investment horizon. Puri Global Sukses maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of risk over the last 3 months. By analyzing Puri Global's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please evaluate Puri Global's Semi Deviation of 3.79, coefficient of variation of 970.3, and Risk Adjusted Performance of 0.0953 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Puri Global holds a performance score of 11. The company holds a Beta of -0.45, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Puri Global are expected to decrease at a much lower rate. During the bear market, Puri Global is likely to outperform the market. Please check Puri Global's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Puri Global's historical price patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
Puri Global Sukses has poor predictability. Overlapping area represents the amount of predictability between Puri Global time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th of January 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 Puri Global Sukses price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Puri Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 203.95 |
Puri Global Sukses lagged returns against current returns
Autocorrelation, which is Puri Global 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 Puri Global's stock expected returns. We can calculate the autocorrelation of Puri Global returns to help us make a trade decision. For example, suppose you find that Puri Global 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 |
Puri Global 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 Puri Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Puri Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Puri Global stock over time.
Current vs Lagged Prices |
| Timeline |
Puri Global Lagged Returns
When evaluating Puri Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Puri Global stock have on its future price. Puri Global 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, Puri Global autocorrelation shows the relationship between Puri Global stock current value and its past values and can show if there is a momentum factor associated with investing in Puri Global Sukses.
Regressed Prices |
| Timeline |
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Puri Global financial ratios help investors to determine whether Puri 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 Puri with respect to the benefits of owning Puri Global security.