Hotel Sahid (Indonesia) Market Value
| SHID Stock | IDR 750.00 30.00 3.85% |
| Symbol | Hotel |
Hotel Sahid '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 Hotel Sahid'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 Hotel Sahid.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Hotel Sahid on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Hotel Sahid Jaya or generate 0.0% return on investment in Hotel Sahid over 90 days. Hotel Sahid is related to or competes with Pembangunan Jaya, Panorama Sentrawisata, Sona Topas, Millennium Pharmacon, and Tempo Inti. PT Hotel Sahid Jaya International Tbk engages in the hotel and accommodation businesses in Indonesia More
Hotel Sahid 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 Hotel Sahid'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 Hotel Sahid Jaya upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 41.07 | |||
| Value At Risk | (7.83) | |||
| Potential Upside | 24.65 |
Hotel Sahid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hotel Sahid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hotel Sahid's standard deviation. In reality, there are many statistical measures that can use Hotel Sahid historical prices to predict the future Hotel Sahid's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | 0.8051 | |||
| Treynor Ratio | 0.198 |
Hotel Sahid Jaya Backtested Returns
Hotel Sahid Jaya holds Efficiency (Sharpe) Ratio of -0.0189, which attests that the entity had a -0.0189 % return per unit of risk over the last 3 months. Hotel Sahid Jaya exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hotel Sahid's Standard Deviation of 7.66, market risk adjusted performance of 0.208, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Hotel Sahid are expected to decrease at a much lower rate. During the bear market, Hotel Sahid is likely to outperform the market. At this point, Hotel Sahid Jaya has a negative expected return of -0.14%. Please make sure to check out Hotel Sahid's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Hotel Sahid Jaya performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Hotel Sahid Jaya has modest predictability. Overlapping area represents the amount of predictability between Hotel Sahid 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 Hotel Sahid Jaya price movement. The serial correlation of 0.55 indicates that about 55.0% of current Hotel Sahid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 18.7 K |
Hotel Sahid Jaya lagged returns against current returns
Autocorrelation, which is Hotel Sahid 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 Hotel Sahid's stock expected returns. We can calculate the autocorrelation of Hotel Sahid returns to help us make a trade decision. For example, suppose you find that Hotel Sahid 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 |
Hotel Sahid 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 Hotel Sahid stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hotel Sahid stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hotel Sahid stock over time.
Current vs Lagged Prices |
| Timeline |
Hotel Sahid Lagged Returns
When evaluating Hotel Sahid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hotel Sahid stock have on its future price. Hotel Sahid 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, Hotel Sahid autocorrelation shows the relationship between Hotel Sahid stock current value and its past values and can show if there is a momentum factor associated with investing in Hotel Sahid Jaya.
Regressed Prices |
| Timeline |
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Hotel Sahid financial ratios help investors to determine whether Hotel 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 Hotel with respect to the benefits of owning Hotel Sahid security.