Suryamas Dutamakmur (Indonesia) Market Value
| SMDM Stock | IDR 2,000 430.00 17.70% |
| Symbol | Suryamas |
Suryamas Dutamakmur '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 Suryamas Dutamakmur'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 Suryamas Dutamakmur.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Suryamas Dutamakmur on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Suryamas Dutamakmur Tbk or generate 0.0% return on investment in Suryamas Dutamakmur over 90 days. Suryamas Dutamakmur is related to or competes with Pikko Land, Ristia Bintang, Pudjiadi Prestige, Indonesia Prima, and Mnc Land. More
Suryamas Dutamakmur 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 Suryamas Dutamakmur'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 Suryamas Dutamakmur Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.97 | |||
| Information Ratio | 0.2973 | |||
| Maximum Drawdown | 49.91 | |||
| Value At Risk | (9.52) | |||
| Potential Upside | 24.58 |
Suryamas Dutamakmur Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suryamas Dutamakmur's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suryamas Dutamakmur's standard deviation. In reality, there are many statistical measures that can use Suryamas Dutamakmur historical prices to predict the future Suryamas Dutamakmur's volatility.| Risk Adjusted Performance | 0.2576 | |||
| Jensen Alpha | 2.27 | |||
| Total Risk Alpha | 3.47 | |||
| Sortino Ratio | 0.21 | |||
| Treynor Ratio | (1.99) |
Suryamas Dutamakmur Tbk Backtested Returns
Suryamas Dutamakmur is very steady given 3 months investment horizon. Suryamas Dutamakmur Tbk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.3, which indicates the firm had a 0.3 % return per unit of risk over the last 3 months. We were able to collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.69% are justified by taking the suggested risk. Use Suryamas Dutamakmur Tbk Semi Deviation of 4.7, coefficient of variation of 350.19, and Risk Adjusted Performance of 0.2576 to evaluate company specific risk that cannot be diversified away. Suryamas Dutamakmur holds a performance score of 23 on a scale of zero to a hundred. The entity has a beta of -1.21, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Suryamas Dutamakmur are expected to decrease by larger amounts. On the other hand, during market turmoil, Suryamas Dutamakmur is expected to outperform it. Use Suryamas Dutamakmur Tbk maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to analyze future returns on Suryamas Dutamakmur Tbk.
Auto-correlation | 0.65 |
Good predictability
Suryamas Dutamakmur Tbk has good predictability. Overlapping area represents the amount of predictability between Suryamas Dutamakmur 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 Suryamas Dutamakmur Tbk price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Suryamas Dutamakmur price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 242.8 K |
Suryamas Dutamakmur Tbk lagged returns against current returns
Autocorrelation, which is Suryamas Dutamakmur 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 Suryamas Dutamakmur's stock expected returns. We can calculate the autocorrelation of Suryamas Dutamakmur returns to help us make a trade decision. For example, suppose you find that Suryamas Dutamakmur 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 |
Suryamas Dutamakmur 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 Suryamas Dutamakmur stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suryamas Dutamakmur stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suryamas Dutamakmur stock over time.
Current vs Lagged Prices |
| Timeline |
Suryamas Dutamakmur Lagged Returns
When evaluating Suryamas Dutamakmur's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suryamas Dutamakmur stock have on its future price. Suryamas Dutamakmur 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, Suryamas Dutamakmur autocorrelation shows the relationship between Suryamas Dutamakmur stock current value and its past values and can show if there is a momentum factor associated with investing in Suryamas Dutamakmur Tbk.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Suryamas Stock
Suryamas Dutamakmur financial ratios help investors to determine whether Suryamas 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 Suryamas with respect to the benefits of owning Suryamas Dutamakmur security.