Jaya Sukses (Indonesia) Market Value
| RISE Stock | 990.00 10.00 1.00% |
| Symbol | Jaya |
Jaya Sukses '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 Jaya Sukses' 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 Jaya Sukses.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Jaya Sukses on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Jaya Sukses Makmur or generate 0.0% return on investment in Jaya Sukses over 90 days. Jaya Sukses is related to or competes with Pollux Properti, MNC Studios, MAP Aktif, Trimitra Propertindo, and Metropolitan Land. More
Jaya Sukses 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 Jaya Sukses' 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 Jaya Sukses Makmur upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0606 | |||
| Maximum Drawdown | 6.37 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.43 |
Jaya Sukses Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jaya Sukses' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jaya Sukses' standard deviation. In reality, there are many statistical measures that can use Jaya Sukses historical prices to predict the future Jaya Sukses' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0702 | |||
| Treynor Ratio | (0.55) |
Jaya Sukses Makmur Backtested Returns
Jaya Sukses Makmur holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of risk over the last 3 months. Jaya Sukses Makmur exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jaya Sukses' Market Risk Adjusted Performance of (0.54), risk adjusted performance of (0.04), and Standard Deviation of 0.9643 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0923, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jaya Sukses' returns are expected to increase less than the market. However, during the bear market, the loss of holding Jaya Sukses is expected to be smaller as well. At this point, Jaya Sukses Makmur has a negative expected return of -0.0964%. Please make sure to check out Jaya Sukses' standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Jaya Sukses Makmur performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.66 |
Very good reverse predictability
Jaya Sukses Makmur has very good reverse predictability. Overlapping area represents the amount of predictability between Jaya Sukses 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 Jaya Sukses Makmur price movement. The serial correlation of -0.66 indicates that around 66.0% of current Jaya Sukses price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 694.44 |
Jaya Sukses Makmur lagged returns against current returns
Autocorrelation, which is Jaya Sukses 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 Jaya Sukses' stock expected returns. We can calculate the autocorrelation of Jaya Sukses returns to help us make a trade decision. For example, suppose you find that Jaya Sukses 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 |
Jaya Sukses 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 Jaya Sukses stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jaya Sukses stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jaya Sukses stock over time.
Current vs Lagged Prices |
| Timeline |
Jaya Sukses Lagged Returns
When evaluating Jaya Sukses' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jaya Sukses stock have on its future price. Jaya Sukses 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, Jaya Sukses autocorrelation shows the relationship between Jaya Sukses stock current value and its past values and can show if there is a momentum factor associated with investing in Jaya Sukses Makmur.
Regressed Prices |
| Timeline |
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Jaya Sukses financial ratios help investors to determine whether Jaya 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 Jaya with respect to the benefits of owning Jaya Sukses security.