PT Solusi (Germany) Market Value
| RU6 Stock | EUR 0.03 0.00 0.00% |
| Symbol | RU6 |
PT Solusi '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 Solusi'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 Solusi.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in PT Solusi on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding PT Solusi Bangun or generate 0.0% return on investment in PT Solusi over 30 days. PT Solusi is related to or competes with Daikin IndustriesLtd, Compagnie, Vulcan Materials, Anhui Conch, Martin Marietta, Heidelberg Materials, and Heidelberg Materials. PT Solusi Bangun Indonesia Tbk, together with its subsidiaries, produces and distributes cement, ready-mixed concrete, a... More
PT Solusi 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 Solusi'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 Solusi Bangun upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.37 | |||
| Information Ratio | 0.101 | |||
| Maximum Drawdown | 132.23 | |||
| Value At Risk | (46.09) | |||
| Potential Upside | 77.78 |
PT Solusi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Solusi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Solusi's standard deviation. In reality, there are many statistical measures that can use PT Solusi historical prices to predict the future PT Solusi's volatility.| Risk Adjusted Performance | 0.0837 | |||
| Jensen Alpha | 2.4 | |||
| Total Risk Alpha | 3.09 | |||
| Sortino Ratio | 0.0808 | |||
| Treynor Ratio | 1.21 |
PT Solusi Bangun Backtested Returns
PT Solusi is out of control given 3 months investment horizon. PT Solusi Bangun retains Efficiency (Sharpe Ratio) of 0.0901, which implies the firm had a 0.0901 % return per unit of price deviation over the last 3 months. We were able to interpolate twenty-five different technical indicators, which can help you to evaluate if expected returns of 1.92% are justified by taking the suggested risk. Use PT Solusi Bangun market risk adjusted performance of 1.22, and Standard Deviation of 23.5 to evaluate company specific risk that cannot be diversified away. PT Solusi holds a performance score of 7 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of 1.94, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, PT Solusi will likely underperform. Use PT Solusi Bangun semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to analyze future returns on PT Solusi Bangun.
Auto-correlation | 1.00 |
Perfect predictability
PT Solusi Bangun has perfect predictability. Overlapping area represents the amount of predictability between PT Solusi time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Solusi Bangun price movement. The serial correlation of 1.0 indicates that 100.0% of current PT Solusi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Solusi Bangun lagged returns against current returns
Autocorrelation, which is PT Solusi 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 Solusi's stock expected returns. We can calculate the autocorrelation of PT Solusi returns to help us make a trade decision. For example, suppose you find that PT Solusi 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 Solusi 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 Solusi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Solusi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Solusi stock over time.
Current vs Lagged Prices |
| Timeline |
PT Solusi Lagged Returns
When evaluating PT Solusi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Solusi stock have on its future price. PT Solusi 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 Solusi autocorrelation shows the relationship between PT Solusi stock current value and its past values and can show if there is a momentum factor associated with investing in PT Solusi Bangun.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in RU6 Stock
PT Solusi financial ratios help investors to determine whether RU6 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 RU6 with respect to the benefits of owning PT Solusi security.