Saraswanti Anugerah (Indonesia) Market Value
| SAMF Stock | IDR 785.00 35.00 4.67% |
| Symbol | Saraswanti |
Saraswanti Anugerah '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 Saraswanti Anugerah'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 Saraswanti Anugerah.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Saraswanti Anugerah on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Saraswanti Anugerah Makmur or generate 0.0% return on investment in Saraswanti Anugerah over 30 days. Saraswanti Anugerah is related to or competes with Panca Budi, Gunung Raja, Aneka Gas, Mark Dynamics, and Multipolar Technology. PT Saraswanti Anugerah Makmur, Tbk, together with its subsidiaries, engages in the production and distribution of non-su... More
Saraswanti Anugerah 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 Saraswanti Anugerah'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 Saraswanti Anugerah Makmur upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.4 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.35 |
Saraswanti Anugerah Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saraswanti Anugerah's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saraswanti Anugerah's standard deviation. In reality, there are many statistical measures that can use Saraswanti Anugerah historical prices to predict the future Saraswanti Anugerah's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0055 | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.0885 |
Saraswanti Anugerah Backtested Returns
Saraswanti Anugerah owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0307, which indicates the firm had a -0.0307% return per unit of risk over the last 3 months. Saraswanti Anugerah Makmur exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saraswanti Anugerah's Risk Adjusted Performance of (0.01), variance of 1.18, and Coefficient Of Variation of (4,754) to confirm the risk estimate we provide. The entity has a beta of -0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Saraswanti Anugerah are expected to decrease at a much lower rate. During the bear market, Saraswanti Anugerah is likely to outperform the market. At this point, Saraswanti Anugerah has a negative expected return of -0.0339%. Please make sure to validate Saraswanti Anugerah's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Saraswanti Anugerah performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Saraswanti Anugerah Makmur has good reverse predictability. Overlapping area represents the amount of predictability between Saraswanti Anugerah time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Saraswanti Anugerah price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Saraswanti Anugerah price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 400.41 |
Saraswanti Anugerah lagged returns against current returns
Autocorrelation, which is Saraswanti Anugerah 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 Saraswanti Anugerah's stock expected returns. We can calculate the autocorrelation of Saraswanti Anugerah returns to help us make a trade decision. For example, suppose you find that Saraswanti Anugerah 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 |
Saraswanti Anugerah 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 Saraswanti Anugerah stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saraswanti Anugerah stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saraswanti Anugerah stock over time.
Current vs Lagged Prices |
| Timeline |
Saraswanti Anugerah Lagged Returns
When evaluating Saraswanti Anugerah's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saraswanti Anugerah stock have on its future price. Saraswanti Anugerah 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, Saraswanti Anugerah autocorrelation shows the relationship between Saraswanti Anugerah stock current value and its past values and can show if there is a momentum factor associated with investing in Saraswanti Anugerah Makmur.
Regressed Prices |
| Timeline |
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Saraswanti Anugerah financial ratios help investors to determine whether Saraswanti 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 Saraswanti with respect to the benefits of owning Saraswanti Anugerah security.