Sawit Sumbermas (Indonesia) Market Value

SSMS Stock  IDR 1,500  50.00  3.23%   
Sawit Sumbermas' market value is the price at which a share of Sawit Sumbermas trades on a public exchange. It measures the collective expectations of Sawit Sumbermas Sarana investors about its performance. Sawit Sumbermas is selling for 1500.00 as of the 18th of March 2025. This is a 3.23 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 1475.0.
With this module, you can estimate the performance of a buy and hold strategy of Sawit Sumbermas Sarana and determine expected loss or profit from investing in Sawit Sumbermas over a given investment horizon. Check out Sawit Sumbermas Correlation, Sawit Sumbermas Volatility and Sawit Sumbermas Alpha and Beta module to complement your research on Sawit Sumbermas.
Symbol

Please note, there is a significant difference between Sawit Sumbermas' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sawit Sumbermas is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sawit Sumbermas' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
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.

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.
Hype
Prediction
LowEstimatedHigh
1,4931,5001,507
Details
Intrinsic
Valuation
LowRealHigh
1,4931,5001,507
Details
Naive
Forecast
LowNextHigh
1,7101,7171,724
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,3721,5961,820
Details

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 Average0.0
Price Variance39.9 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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Other Information on Investing in Sawit Stock

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.