Lancartama Sejati (Indonesia) Market Value
| TAMA Stock | IDR 15.00 1.00 7.14% |
| Symbol | Lancartama |
Lancartama Sejati '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 Lancartama Sejati'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 Lancartama Sejati.
| 01/16/2023 |
| 01/05/2025 |
If you would invest 0.00 in Lancartama Sejati on January 16, 2023 and sell it all today you would earn a total of 0.00 from holding Lancartama Sejati Tbk or generate 0.0% return on investment in Lancartama Sejati over 720 days. Lancartama Sejati is related to or competes with Perintis Triniti, Diamond Citra, Karya Bersama, Pratama Widya, and Era Mandiri. PT Lancartama Sejati TBK provides construction services in Indonesia More
Lancartama Sejati 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 Lancartama Sejati'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 Lancartama Sejati Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.03 | |||
| Information Ratio | 0.0402 | |||
| Maximum Drawdown | 14.84 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Lancartama Sejati Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lancartama Sejati's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lancartama Sejati's standard deviation. In reality, there are many statistical measures that can use Lancartama Sejati historical prices to predict the future Lancartama Sejati's volatility.| Risk Adjusted Performance | 0.045 | |||
| Jensen Alpha | 0.1666 | |||
| Total Risk Alpha | 0.1157 | |||
| Sortino Ratio | 0.0236 | |||
| Treynor Ratio | 0.1832 |
Lancartama Sejati Tbk Backtested Returns
Lancartama Sejati appears to be out of control, given 3 months investment horizon. Lancartama Sejati Tbk has Sharpe Ratio of 0.0765, which conveys that the firm had a 0.0765% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lancartama Sejati, which you can use to evaluate the volatility of the firm. Please exercise Lancartama Sejati's Downside Deviation of 7.03, risk adjusted performance of 0.045, and Mean Deviation of 2.54 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lancartama Sejati holds a performance score of 6. The company secures a Beta (Market Risk) of 0.98, which conveys possible diversification benefits within a given portfolio. Lancartama Sejati returns are very sensitive to returns on the market. As the market goes up or down, Lancartama Sejati is expected to follow. Please check Lancartama Sejati's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Lancartama Sejati's current price movements will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Lancartama Sejati Tbk has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lancartama Sejati time series from 16th of January 2023 to 11th of January 2024 and 11th of January 2024 to 5th 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 Lancartama Sejati Tbk price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Lancartama Sejati price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 10.54 |
Lancartama Sejati Tbk lagged returns against current returns
Autocorrelation, which is Lancartama Sejati 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 Lancartama Sejati's stock expected returns. We can calculate the autocorrelation of Lancartama Sejati returns to help us make a trade decision. For example, suppose you find that Lancartama Sejati 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 |
Lancartama Sejati 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 Lancartama Sejati stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lancartama Sejati stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lancartama Sejati stock over time.
Current vs Lagged Prices |
| Timeline |
Lancartama Sejati Lagged Returns
When evaluating Lancartama Sejati's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lancartama Sejati stock have on its future price. Lancartama Sejati 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, Lancartama Sejati autocorrelation shows the relationship between Lancartama Sejati stock current value and its past values and can show if there is a momentum factor associated with investing in Lancartama Sejati 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 Lancartama Stock
Lancartama Sejati financial ratios help investors to determine whether Lancartama 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 Lancartama with respect to the benefits of owning Lancartama Sejati security.