Surya Citra (Indonesia) Market Value
| SCMA Stock | IDR 198.00 11.00 5.88% |
| Symbol | Surya |
Surya Citra '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 Surya Citra'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 Surya Citra.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Surya Citra on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Surya Citra Media or generate 0.0% return on investment in Surya Citra over 90 days. Surya Citra is related to or competes with Media Nusantara, Matahari Department, Akr Corporindo, XL Axiata, and Pakuwon Jati. More
Surya Citra 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 Surya Citra'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 Surya Citra Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.82 | |||
| Information Ratio | 0.1432 | |||
| Maximum Drawdown | 29.51 | |||
| Value At Risk | (4.81) | |||
| Potential Upside | 8.89 |
Surya Citra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Surya Citra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Surya Citra's standard deviation. In reality, there are many statistical measures that can use Surya Citra historical prices to predict the future Surya Citra's volatility.| Risk Adjusted Performance | 0.1137 | |||
| Jensen Alpha | 0.5734 | |||
| Total Risk Alpha | 1.1 | |||
| Sortino Ratio | 0.1695 | |||
| Treynor Ratio | 1.67 |
Surya Citra Media Backtested Returns
Surya Citra appears to be very steady, given 3 months investment horizon. Surya Citra Media owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0679, which indicates the firm had a 0.0679 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Surya Citra Media, which you can use to evaluate the volatility of the company. Please review Surya Citra's Coefficient Of Variation of 824.24, risk adjusted performance of 0.1137, and Semi Deviation of 3.28 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Surya Citra holds a performance score of 5. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Surya Citra's returns are expected to increase less than the market. However, during the bear market, the loss of holding Surya Citra is expected to be smaller as well. Please check Surya Citra's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Surya Citra's existing price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Surya Citra Media has weak reverse predictability. Overlapping area represents the amount of predictability between Surya Citra time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Surya Citra Media price movement. The serial correlation of -0.25 indicates that over 25.0% of current Surya Citra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 235.42 |
Surya Citra Media lagged returns against current returns
Autocorrelation, which is Surya Citra 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 Surya Citra's stock expected returns. We can calculate the autocorrelation of Surya Citra returns to help us make a trade decision. For example, suppose you find that Surya Citra 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 |
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Surya Citra 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 Surya Citra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Surya Citra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Surya Citra stock over time.
Current vs Lagged Prices |
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Surya Citra Lagged Returns
When evaluating Surya Citra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Surya Citra stock have on its future price. Surya Citra 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, Surya Citra autocorrelation shows the relationship between Surya Citra stock current value and its past values and can show if there is a momentum factor associated with investing in Surya Citra Media.
Regressed Prices |
| Timeline |
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Surya Citra financial ratios help investors to determine whether Surya 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 Surya with respect to the benefits of owning Surya Citra security.