Ristia Bintang (Indonesia) Market Value
| RBMS Stock | IDR 27.00 1.00 3.57% |
| Symbol | Ristia |
Ristia Bintang '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 Ristia Bintang'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 Ristia Bintang.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Ristia Bintang on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Ristia Bintang Mahkotasejati or generate 0.0% return on investment in Ristia Bintang over 90 days. Ristia Bintang is related to or competes with Victoria Insurance, Capital Financial, Panin Financial, Alumindo Light, Ashmore Asset, PT Bank, and Enseval Putra. PT Ristia Bintang Mahkotasejati Tbk develops housing projects in Indonesia More
Ristia Bintang 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 Ristia Bintang'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 Ristia Bintang Mahkotasejati upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.35 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.45 |
Ristia Bintang Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ristia Bintang's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ristia Bintang's standard deviation. In reality, there are many statistical measures that can use Ristia Bintang historical prices to predict the future Ristia Bintang's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.1684 | |||
| Treynor Ratio | (0.38) |
Ristia Bintang Mahko Backtested Returns
Ristia Bintang Mahko maintains Sharpe Ratio (i.e., Efficiency) of -0.0495, which implies the firm had a -0.0495 % return per unit of risk over the last 3 months. Ristia Bintang Mahko exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ristia Bintang's Coefficient Of Variation of (1,477), risk adjusted performance of (0.05), and Variance of 9.61 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, Ristia Bintang's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ristia Bintang is expected to be smaller as well. At this point, Ristia Bintang Mahko has a negative expected return of -0.14%. Please make sure to check Ristia Bintang's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if Ristia Bintang Mahko performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.41 |
Modest reverse predictability
Ristia Bintang Mahkotasejati has modest reverse predictability. Overlapping area represents the amount of predictability between Ristia Bintang 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 Ristia Bintang Mahko price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Ristia Bintang price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 1.06 |
Ristia Bintang Mahko lagged returns against current returns
Autocorrelation, which is Ristia Bintang 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 Ristia Bintang's stock expected returns. We can calculate the autocorrelation of Ristia Bintang returns to help us make a trade decision. For example, suppose you find that Ristia Bintang 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 |
Ristia Bintang 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 Ristia Bintang stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ristia Bintang stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ristia Bintang stock over time.
Current vs Lagged Prices |
| Timeline |
Ristia Bintang Lagged Returns
When evaluating Ristia Bintang's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ristia Bintang stock have on its future price. Ristia Bintang 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, Ristia Bintang autocorrelation shows the relationship between Ristia Bintang stock current value and its past values and can show if there is a momentum factor associated with investing in Ristia Bintang Mahkotasejati.
Regressed Prices |
| Timeline |
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Ristia Bintang financial ratios help investors to determine whether Ristia 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 Ristia with respect to the benefits of owning Ristia Bintang security.