Sawit Sumbermas (Indonesia) Market Value
| SSMS Stock | IDR 1,500 50.00 3.23% |
| Symbol | Sawit |
Sawit Sumbermas '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 Sawit Sumbermas' 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 Sawit Sumbermas.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Sawit Sumbermas on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Sawit Sumbermas Sarana or generate 0.0% return on investment in Sawit Sumbermas over 90 days. Sawit Sumbermas is related to or competes with Surya Citra, Matahari Department, Salim Ivomas, Akr Corporindo, and Lippo Karawaci. PT Sawit Sumbermas Sarana Tbk., together with its subsidiaries, engages in the production and sale of crude palm oil, fr... More
Sawit Sumbermas 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 Sawit Sumbermas' 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 Sawit Sumbermas Sarana upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.45 | |||
| Information Ratio | 0.1306 | |||
| Maximum Drawdown | 34.36 | |||
| Value At Risk | (9.01) | |||
| Potential Upside | 11.44 |
Sawit Sumbermas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sawit Sumbermas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sawit Sumbermas' standard deviation. In reality, there are many statistical measures that can use Sawit Sumbermas historical prices to predict the future Sawit Sumbermas' volatility.| Risk Adjusted Performance | 0.1092 | |||
| Jensen Alpha | 0.752 | |||
| Total Risk Alpha | 1.57 | |||
| Sortino Ratio | 0.157 | |||
| Treynor Ratio | 15.96 |
Sawit Sumbermas Sarana Backtested Returns
Sawit Sumbermas appears to be very steady, given 3 months investment horizon. Sawit Sumbermas Sarana owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. By inspecting Sawit Sumbermas' technical indicators, you can evaluate if the expected return of 0.84% is justified by implied risk. Please review Sawit Sumbermas' Coefficient Of Variation of 865.96, risk adjusted performance of 0.1092, and Semi Deviation of 4.39 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sawit Sumbermas holds a performance score of 9. The entity has a beta of 0.0468, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sawit Sumbermas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sawit Sumbermas is expected to be smaller as well. Please check Sawit Sumbermas' maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to make a quick decision on whether Sawit Sumbermas' existing price patterns will revert.
Auto-correlation | -0.68 |
Very good reverse predictability
Sawit Sumbermas Sarana has very good reverse predictability. Overlapping area represents the amount of predictability between Sawit Sumbermas 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 Sawit Sumbermas Sarana price movement. The serial correlation of -0.68 indicates that around 68.0% of current Sawit Sumbermas price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 39.9 K |
Sawit Sumbermas Sarana lagged returns against current returns
Autocorrelation, which is Sawit Sumbermas 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 Sawit Sumbermas' stock expected returns. We can calculate the autocorrelation of Sawit Sumbermas returns to help us make a trade decision. For example, suppose you find that Sawit Sumbermas 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 |
Sawit Sumbermas 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 Sawit Sumbermas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sawit Sumbermas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sawit Sumbermas stock over time.
Current vs Lagged Prices |
| Timeline |
Sawit Sumbermas Lagged Returns
When evaluating Sawit Sumbermas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sawit Sumbermas stock have on its future price. Sawit Sumbermas 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, Sawit Sumbermas autocorrelation shows the relationship between Sawit Sumbermas stock current value and its past values and can show if there is a momentum factor associated with investing in Sawit Sumbermas Sarana.
Regressed Prices |
| Timeline |
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Sawit Sumbermas financial ratios help investors to determine whether Sawit 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 Sawit with respect to the benefits of owning Sawit Sumbermas security.