Sriwahana (Indonesia) Market Value
| SWAT Stock | IDR 21.00 1.00 5.00% |
| Symbol | Sriwahana |
Sriwahana '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 Sriwahana'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 Sriwahana.
| 11/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Sriwahana on November 10, 2024 and sell it all today you would earn a total of 0.00 from holding Sriwahana or generate 0.0% return on investment in Sriwahana over 60 days. Sriwahana is related to or competes with Guna Timur, PT Trimuda, HK Metals, Royal Prima, and Cahayaputra Asa. PT Sriwahana Adityakarta Tbk manufactures and sells corrugated carton packaging solutions More
Sriwahana 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 Sriwahana'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 Sriwahana upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 20.0 | |||
| Value At Risk | (8.82) | |||
| Potential Upside | 9.09 |
Sriwahana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sriwahana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sriwahana's standard deviation. In reality, there are many statistical measures that can use Sriwahana historical prices to predict the future Sriwahana's volatility.| Risk Adjusted Performance | 0.0056 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.12) |
Sriwahana Backtested Returns
Sriwahana owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13% return per unit of risk over the last 3 months. Sriwahana exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sriwahana's Coefficient Of Variation of (25,720), risk adjusted performance of 0.0056, and Variance of 36.32 to confirm the risk estimate we provide. The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sriwahana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sriwahana is expected to be smaller as well. At this point, Sriwahana has a negative expected return of -0.75%. Please make sure to validate Sriwahana's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Sriwahana performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.81 |
Very good predictability
Sriwahana has very good predictability. Overlapping area represents the amount of predictability between Sriwahana time series from 10th of November 2024 to 10th of December 2024 and 10th of December 2024 to 9th of January 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 Sriwahana price movement. The serial correlation of 0.81 indicates that around 81.0% of current Sriwahana price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 32.65 |
Sriwahana lagged returns against current returns
Autocorrelation, which is Sriwahana 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 Sriwahana's stock expected returns. We can calculate the autocorrelation of Sriwahana returns to help us make a trade decision. For example, suppose you find that Sriwahana 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 |
Sriwahana 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 Sriwahana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sriwahana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sriwahana stock over time.
Current vs Lagged Prices |
| Timeline |
Sriwahana Lagged Returns
When evaluating Sriwahana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sriwahana stock have on its future price. Sriwahana 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, Sriwahana autocorrelation shows the relationship between Sriwahana stock current value and its past values and can show if there is a momentum factor associated with investing in Sriwahana.
Regressed Prices |
| Timeline |
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Sriwahana financial ratios help investors to determine whether Sriwahana 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 Sriwahana with respect to the benefits of owning Sriwahana security.