Rockfields Property (Indonesia) Market Value
| ROCK Stock | IDR 280.00 2.00 0.72% |
| Symbol | Rockfields |
Rockfields Property '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 Rockfields Property'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 Rockfields Property.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Rockfields Property on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Rockfields Property Indonesia or generate 0.0% return on investment in Rockfields Property over 30 days. Rockfields Property is related to or competes with Puri Global, Pollux Properti, Grand House, Pollux Investasi, and Perintis Triniti. PT Rockfields Properti Indonesia Tbk. develops real estate properties More
Rockfields Property 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 Rockfields Property'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 Rockfields Property Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 1.42 |
Rockfields Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rockfields Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rockfields Property's standard deviation. In reality, there are many statistical measures that can use Rockfields Property historical prices to predict the future Rockfields Property's volatility.| Risk Adjusted Performance | (0.07) | |||
| Total Risk Alpha | (0.02) |
Rockfields Property Backtested Returns
Rockfields Property maintains Sharpe Ratio (i.e., Efficiency) of -0.0568, which implies the firm had a -0.0568% return per unit of risk over the last 3 months. Rockfields Property exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rockfields Property's Standard Deviation of 0.197, information ratio of (0.19), and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The company holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and Rockfields Property are completely uncorrelated. At this point, Rockfields Property has a negative expected return of -0.0118%. Please make sure to check Rockfields Property's standard deviation, information ratio, kurtosis, as well as the relationship between the variance and total risk alpha , to decide if Rockfields Property performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Rockfields Property Indonesia has no correlation between past and present. Overlapping area represents the amount of predictability between Rockfields Property time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th 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 Rockfields Property price movement. The serial correlation of 0.0 indicates that just 0.0% of current Rockfields Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
Rockfields Property lagged returns against current returns
Autocorrelation, which is Rockfields Property 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 Rockfields Property's stock expected returns. We can calculate the autocorrelation of Rockfields Property returns to help us make a trade decision. For example, suppose you find that Rockfields Property 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 |
Rockfields Property 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 Rockfields Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rockfields Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rockfields Property stock over time.
Current vs Lagged Prices |
| Timeline |
Rockfields Property Lagged Returns
When evaluating Rockfields Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rockfields Property stock have on its future price. Rockfields Property 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, Rockfields Property autocorrelation shows the relationship between Rockfields Property stock current value and its past values and can show if there is a momentum factor associated with investing in Rockfields Property Indonesia.
Regressed Prices |
| Timeline |
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Rockfields Property financial ratios help investors to determine whether Rockfields 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 Rockfields with respect to the benefits of owning Rockfields Property security.