Trias Sentosa (Indonesia) Market Value
| TRST Stock | IDR 500.00 0.00 0.00% |
| Symbol | Trias |
Trias Sentosa '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 Trias Sentosa'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 Trias Sentosa.
| 06/07/2024 |
| 12/04/2024 |
If you would invest 0.00 in Trias Sentosa on June 7, 2024 and sell it all today you would earn a total of 0.00 from holding Trias Sentosa Tbk or generate 0.0% return on investment in Trias Sentosa over 180 days. Trias Sentosa is related to or competes with Mitra Pinasthika, Jakarta Int, Asuransi Harta, Indosterling Technomedia, Indosat Tbk, Bank Negara, and PT Kusuma. PT Trias Sentosa Tbk operates as a flexible packaging film manufacturer in Indonesia, Japan, the rest of Asia, the Unite... More
Trias Sentosa 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 Trias Sentosa'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 Trias Sentosa Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 9.57 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 2.17 |
Trias Sentosa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trias Sentosa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trias Sentosa's standard deviation. In reality, there are many statistical measures that can use Trias Sentosa historical prices to predict the future Trias Sentosa's volatility.| Risk Adjusted Performance | 0.0229 | |||
| Jensen Alpha | 0.0545 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.09) |
Trias Sentosa Tbk Backtested Returns
As of now, Trias Stock is very steady. Trias Sentosa Tbk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0116, which indicates the firm had a 0.0116% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Trias Sentosa Tbk, which you can use to evaluate the volatility of the company. Please validate Trias Sentosa's Risk Adjusted Performance of 0.0229, semi deviation of 1.12, and Coefficient Of Variation of 4258.56 to confirm if the risk estimate we provide is consistent with the expected return of 0.017%. The entity has a beta of -0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Trias Sentosa are expected to decrease at a much lower rate. During the bear market, Trias Sentosa is likely to outperform the market. Trias Sentosa Tbk right now has a risk of 1.47%. Please validate Trias Sentosa information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Trias Sentosa will be following its existing price patterns.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Trias Sentosa Tbk has insignificant reverse predictability. Overlapping area represents the amount of predictability between Trias Sentosa time series from 7th of June 2024 to 5th of September 2024 and 5th of September 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Trias Sentosa Tbk price movement. The serial correlation of -0.18 indicates that over 18.0% of current Trias Sentosa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 68.48 |
Trias Sentosa Tbk lagged returns against current returns
Autocorrelation, which is Trias Sentosa 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 Trias Sentosa's stock expected returns. We can calculate the autocorrelation of Trias Sentosa returns to help us make a trade decision. For example, suppose you find that Trias Sentosa 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 |
Trias Sentosa 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 Trias Sentosa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trias Sentosa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trias Sentosa stock over time.
Current vs Lagged Prices |
| Timeline |
Trias Sentosa Lagged Returns
When evaluating Trias Sentosa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trias Sentosa stock have on its future price. Trias Sentosa 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, Trias Sentosa autocorrelation shows the relationship between Trias Sentosa stock current value and its past values and can show if there is a momentum factor associated with investing in Trias Sentosa Tbk.
Regressed Prices |
| Timeline |
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Trias Sentosa financial ratios help investors to determine whether Trias 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 Trias with respect to the benefits of owning Trias Sentosa security.