Surya Fajar (Indonesia) Market Value
| SFAN Stock | 1,855 5.00 0.27% |
| Symbol | Surya |
Surya Fajar '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 Fajar'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 Fajar.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Surya Fajar on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Surya Fajar Capital or generate 0.0% return on investment in Surya Fajar over 90 days. Surya Fajar is related to or competes with Asuransi Jiwa, Surya Permata, Pollux Investasi, Panca Global, and Asuransi Tugu. More
Surya Fajar 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 Fajar'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 Fajar Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3412 | |||
| Information Ratio | 0.3297 | |||
| Maximum Drawdown | 1.64 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.545 |
Surya Fajar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Surya Fajar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Surya Fajar's standard deviation. In reality, there are many statistical measures that can use Surya Fajar historical prices to predict the future Surya Fajar's volatility.| Risk Adjusted Performance | 0.0066 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0396 | |||
| Sortino Ratio | 0.3158 | |||
| Treynor Ratio | 0.0179 |
Surya Fajar Capital Backtested Returns
As of now, Surya Stock is very steady. Surya Fajar Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.056, which indicates the firm had a 0.056 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Surya Fajar Capital, which you can use to evaluate the volatility of the company. Please validate Surya Fajar's Semi Deviation of 0.222, risk adjusted performance of 0.0066, and Coefficient Of Variation of 3749.98 to confirm if the risk estimate we provide is consistent with the expected return of 0.0189%. Surya Fajar has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.0718, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Surya Fajar are expected to decrease at a much lower rate. During the bear market, Surya Fajar is likely to outperform the market. Surya Fajar Capital right now has a risk of 0.34%. Please validate Surya Fajar maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Surya Fajar will be following its existing price patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
Surya Fajar Capital has very weak reverse predictability. Overlapping area represents the amount of predictability between Surya Fajar time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Fajar Capital price movement. The serial correlation of -0.01 indicates that just 1.0% of current Surya Fajar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 71.67 |
Surya Fajar Capital lagged returns against current returns
Autocorrelation, which is Surya Fajar 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 Fajar's stock expected returns. We can calculate the autocorrelation of Surya Fajar returns to help us make a trade decision. For example, suppose you find that Surya Fajar 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 |
Surya Fajar 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 Fajar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Surya Fajar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Surya Fajar stock over time.
Current vs Lagged Prices |
| Timeline |
Surya Fajar Lagged Returns
When evaluating Surya Fajar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Surya Fajar stock have on its future price. Surya Fajar 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 Fajar autocorrelation shows the relationship between Surya Fajar stock current value and its past values and can show if there is a momentum factor associated with investing in Surya Fajar Capital.
Regressed Prices |
| Timeline |
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Surya Fajar 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 Fajar security.