PT Sarimelati (Indonesia) Market Value
| PZZA Stock | IDR 122.00 1.00 0.83% |
| Symbol | PZZA |
PT Sarimelati '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 Sarimelati'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 PT Sarimelati.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in PT Sarimelati on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding PT Sarimelati Kencana or generate 0.0% return on investment in PT Sarimelati over 90 days. PT Sarimelati is related to or competes with Fast Food, Medikaloka Hermina, Prodia Widyahusada, MAP Aktif, and Map Boga. More
PT Sarimelati 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 Sarimelati'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 PT Sarimelati Kencana upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.55 | |||
| Information Ratio | 0.0382 | |||
| Maximum Drawdown | 50.69 | |||
| Value At Risk | (5.62) | |||
| Potential Upside | 6.06 |
PT Sarimelati Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Sarimelati's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Sarimelati's standard deviation. In reality, there are many statistical measures that can use PT Sarimelati historical prices to predict the future PT Sarimelati's volatility.| Risk Adjusted Performance | 0.03 | |||
| Jensen Alpha | 0.1225 | |||
| Total Risk Alpha | 1.06 | |||
| Sortino Ratio | 0.06 | |||
| Treynor Ratio | (0.43) |
PT Sarimelati Kencana Backtested Returns
PT Sarimelati appears to be very steady, given 3 months investment horizon. PT Sarimelati Kencana retains Efficiency (Sharpe Ratio) of 0.0425, which implies the firm had a 0.0425 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for PT Sarimelati, which you can use to evaluate the volatility of the company. Please evaluate PT Sarimelati's market risk adjusted performance of (0.42), and Standard Deviation of 7.16 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Sarimelati holds a performance score of 3. The company owns a Beta (Systematic Risk) of -0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PT Sarimelati are expected to decrease at a much lower rate. During the bear market, PT Sarimelati is likely to outperform the market. Please check PT Sarimelati's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether PT Sarimelati's current price history will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
PT Sarimelati Kencana has insignificant reverse predictability. Overlapping area represents the amount of predictability between PT Sarimelati 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 PT Sarimelati Kencana price movement. The serial correlation of -0.19 indicates that over 19.0% of current PT Sarimelati price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 157.39 |
PT Sarimelati Kencana lagged returns against current returns
Autocorrelation, which is PT Sarimelati 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 PT Sarimelati's stock expected returns. We can calculate the autocorrelation of PT Sarimelati returns to help us make a trade decision. For example, suppose you find that PT Sarimelati 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 |
PT Sarimelati 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 Sarimelati stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Sarimelati stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Sarimelati stock over time.
Current vs Lagged Prices |
| Timeline |
PT Sarimelati Lagged Returns
When evaluating PT Sarimelati's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Sarimelati stock have on its future price. PT Sarimelati 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 Sarimelati autocorrelation shows the relationship between PT Sarimelati stock current value and its past values and can show if there is a momentum factor associated with investing in PT Sarimelati Kencana.
Regressed Prices |
| Timeline |
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PT Sarimelati financial ratios help investors to determine whether PZZA 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 PZZA with respect to the benefits of owning PT Sarimelati security.