Uni Charm (Indonesia) Market Value
| UCID Stock | IDR 680.00 5.00 0.74% |
| Symbol | Uni |
Uni Charm '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 Uni Charm'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 Uni Charm.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Uni Charm on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Uni Charm Indonesia or generate 0.0% return on investment in Uni Charm over 90 days. Uni Charm is related to or competes with Kino Indonesia, Garudafood Putra, Mulia Boga, Ultra Jaya, and Prodia Widyahusada. PT Uni-Charm Indonesia Tbk operates in the sanitary napkin industry in Indonesia More
Uni Charm 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 Uni Charm'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 Uni Charm Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.92 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.07 |
Uni Charm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uni Charm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uni Charm's standard deviation. In reality, there are many statistical measures that can use Uni Charm historical prices to predict the future Uni Charm's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.4307 |
Uni Charm Indonesia Backtested Returns
Uni Charm Indonesia owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12 % return per unit of risk over the last 3 months. Uni Charm Indonesia exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Uni Charm's Risk Adjusted Performance of (0.10), coefficient of variation of (809.89), and Variance of 1.88 to confirm the risk estimate we provide. The entity has a beta of -0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Uni Charm are expected to decrease at a much lower rate. During the bear market, Uni Charm is likely to outperform the market. At this point, Uni Charm Indonesia has a negative expected return of -0.18%. Please make sure to validate Uni Charm's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Uni Charm Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.06 |
Virtually no predictability
Uni Charm Indonesia has virtually no predictability. Overlapping area represents the amount of predictability between Uni Charm 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 Uni Charm Indonesia price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Uni Charm price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 329.49 |
Uni Charm Indonesia lagged returns against current returns
Autocorrelation, which is Uni Charm 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 Uni Charm's stock expected returns. We can calculate the autocorrelation of Uni Charm returns to help us make a trade decision. For example, suppose you find that Uni Charm 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 |
Uni Charm 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 Uni Charm stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uni Charm stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uni Charm stock over time.
Current vs Lagged Prices |
| Timeline |
Uni Charm Lagged Returns
When evaluating Uni Charm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uni Charm stock have on its future price. Uni Charm 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, Uni Charm autocorrelation shows the relationship between Uni Charm stock current value and its past values and can show if there is a momentum factor associated with investing in Uni Charm Indonesia.
Regressed Prices |
| Timeline |
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Uni Charm financial ratios help investors to determine whether Uni 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 Uni with respect to the benefits of owning Uni Charm security.