Guna Timur (Indonesia) Market Value
| TRUK Stock | 85.00 1.00 1.19% |
| Symbol | Guna |
Guna Timur '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 Guna Timur'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 Guna Timur.
| 12/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in Guna Timur on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Guna Timur Raya or generate 0.0% return on investment in Guna Timur over 30 days. Guna Timur is related to or competes with Sriwahana, PT Trimuda, Yelooo Integra, Transcoal Pacific, and Weha Transportasi. More
Guna Timur 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 Guna Timur'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 Guna Timur Raya upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 34.65 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 4.42 |
Guna Timur Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guna Timur's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guna Timur's standard deviation. In reality, there are many statistical measures that can use Guna Timur historical prices to predict the future Guna Timur's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.5349 |
Guna Timur Raya Backtested Returns
Guna Timur Raya holds Efficiency (Sharpe) Ratio of -0.0975, which attests that the entity had a -0.0975% return per unit of risk over the last 3 months. Guna Timur Raya exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Guna Timur's Risk Adjusted Performance of (0.04), market risk adjusted performance of 0.5449, and Standard Deviation of 4.07 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Guna Timur are expected to decrease at a much lower rate. During the bear market, Guna Timur is likely to outperform the market. At this point, Guna Timur Raya has a negative expected return of -0.4%. Please make sure to check out Guna Timur's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Guna Timur Raya performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Guna Timur Raya has poor predictability. Overlapping area represents the amount of predictability between Guna Timur time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 Guna Timur Raya price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Guna Timur price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Guna Timur Raya lagged returns against current returns
Autocorrelation, which is Guna Timur 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 Guna Timur's stock expected returns. We can calculate the autocorrelation of Guna Timur returns to help us make a trade decision. For example, suppose you find that Guna Timur 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 |
Guna Timur 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 Guna Timur stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guna Timur stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guna Timur stock over time.
Current vs Lagged Prices |
| Timeline |
Guna Timur Lagged Returns
When evaluating Guna Timur's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guna Timur stock have on its future price. Guna Timur 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, Guna Timur autocorrelation shows the relationship between Guna Timur stock current value and its past values and can show if there is a momentum factor associated with investing in Guna Timur Raya.
Regressed Prices |
| Timeline |
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Guna Timur financial ratios help investors to determine whether Guna 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 Guna with respect to the benefits of owning Guna Timur security.