PT Charlie (Indonesia) Market Value
| RSCH Stock | 330.00 4.00 1.20% |
| Symbol | RSCH |
PT Charlie '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 Charlie'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 Charlie.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in PT Charlie on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding PT Charlie Hospital or generate 0.0% return on investment in PT Charlie over 180 days.
PT Charlie 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 Charlie'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 Charlie Hospital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | (0.0006) | |||
| Maximum Drawdown | 13.16 | |||
| Value At Risk | (4.12) | |||
| Potential Upside | 5.1 |
PT Charlie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Charlie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Charlie's standard deviation. In reality, there are many statistical measures that can use PT Charlie historical prices to predict the future PT Charlie's volatility.| Risk Adjusted Performance | 0.0432 | |||
| Jensen Alpha | 0.0863 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | (0.0007) | |||
| Treynor Ratio | 0.4058 |
PT Charlie Hospital Backtested Returns
As of now, RSCH Stock is very steady. PT Charlie Hospital retains Efficiency (Sharpe Ratio) of 0.0206, which implies the firm had a 0.0206% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for PT Charlie, which you can use to evaluate the volatility of the company. Please check PT Charlie's standard deviation of 2.9, and Market Risk Adjusted Performance of 0.4158 to confirm if the risk estimate we provide is consistent with the expected return of 0.0571%. PT Charlie has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Charlie's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Charlie is expected to be smaller as well. PT Charlie Hospital at this moment owns a risk of 2.78%. Please check PT Charlie Hospital semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if PT Charlie Hospital will be following its current price history.
Auto-correlation | -0.31 |
Poor reverse predictability
PT Charlie Hospital has poor reverse predictability. Overlapping area represents the amount of predictability between PT Charlie time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 2024. 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 Charlie Hospital price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current PT Charlie price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 538.34 |
PT Charlie Hospital lagged returns against current returns
Autocorrelation, which is PT Charlie 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 Charlie's stock expected returns. We can calculate the autocorrelation of PT Charlie returns to help us make a trade decision. For example, suppose you find that PT Charlie 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 Charlie 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 Charlie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Charlie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Charlie stock over time.
Current vs Lagged Prices |
| Timeline |
PT Charlie Lagged Returns
When evaluating PT Charlie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Charlie stock have on its future price. PT Charlie 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 Charlie autocorrelation shows the relationship between PT Charlie stock current value and its past values and can show if there is a momentum factor associated with investing in PT Charlie Hospital.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio Architect