Tifico Fiber (Indonesia) Market Value
| TFCO Stock | IDR 494.00 0.00 0.00% |
| Symbol | Tifico |
Tifico Fiber '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 Tifico Fiber'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 Tifico Fiber.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Tifico Fiber on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Tifico Fiber Indonesia or generate 0.0% return on investment in Tifico Fiber over 90 days. Tifico Fiber is related to or competes with Sunson Textile, Voksel Electric, Ricky Putra, Supreme Cable, and Pan Brothers. PT Tifico Fiber Indonesia Tbk manufactures sells polyester chips, staple fibers, filament yarns, and RCL products in Ind... More
Tifico Fiber 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 Tifico Fiber'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 Tifico Fiber Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 9.72 |
Tifico Fiber Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tifico Fiber's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tifico Fiber's standard deviation. In reality, there are many statistical measures that can use Tifico Fiber historical prices to predict the future Tifico Fiber's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 2.72 |
Tifico Fiber Indonesia Backtested Returns
Tifico Fiber Indonesia owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the firm had a -0.23 % return per unit of risk over the last 3 months. Tifico Fiber Indonesia exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tifico Fiber's Coefficient Of Variation of (474.92), risk adjusted performance of (0.18), and Variance of 2.99 to confirm the risk estimate we provide. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tifico Fiber are expected to decrease at a much lower rate. During the bear market, Tifico Fiber is likely to outperform the market. At this point, Tifico Fiber Indonesia has a negative expected return of -0.41%. Please make sure to validate Tifico Fiber's variance, treynor ratio, skewness, as well as the relationship between the information ratio and maximum drawdown , to decide if Tifico Fiber Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.9 |
Excellent reverse predictability
Tifico Fiber Indonesia has excellent reverse predictability. Overlapping area represents the amount of predictability between Tifico Fiber 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 Tifico Fiber Indonesia price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current Tifico Fiber price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Tifico Fiber Indonesia lagged returns against current returns
Autocorrelation, which is Tifico Fiber 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 Tifico Fiber's stock expected returns. We can calculate the autocorrelation of Tifico Fiber returns to help us make a trade decision. For example, suppose you find that Tifico Fiber 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 |
Tifico Fiber 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 Tifico Fiber stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tifico Fiber stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tifico Fiber stock over time.
Current vs Lagged Prices |
| Timeline |
Tifico Fiber Lagged Returns
When evaluating Tifico Fiber's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tifico Fiber stock have on its future price. Tifico Fiber 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, Tifico Fiber autocorrelation shows the relationship between Tifico Fiber stock current value and its past values and can show if there is a momentum factor associated with investing in Tifico Fiber Indonesia.
Regressed Prices |
| Timeline |
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Tifico Fiber financial ratios help investors to determine whether Tifico 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 Tifico with respect to the benefits of owning Tifico Fiber security.