Damai Sejahtera (Indonesia) Market Value

UFOE Stock   192.00  6.00  3.03%   
Damai Sejahtera's market value is the price at which a share of Damai Sejahtera trades on a public exchange. It measures the collective expectations of Damai Sejahtera Abadi investors about its performance. Damai Sejahtera is selling for 192.00 as of the 16th of March 2025. This is a 3.03 percent down since the beginning of the trading day. The stock's last reported lowest price was 190.0.
With this module, you can estimate the performance of a buy and hold strategy of Damai Sejahtera Abadi and determine expected loss or profit from investing in Damai Sejahtera over a given investment horizon. Check out Damai Sejahtera Correlation, Damai Sejahtera Volatility and Damai Sejahtera Alpha and Beta module to complement your research on Damai Sejahtera.
Symbol

Please note, there is a significant difference between Damai Sejahtera's value and its price as these two are different measures arrived at by different means. Investors typically determine if Damai Sejahtera is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Damai Sejahtera's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Damai Sejahtera '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 Damai Sejahtera'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 Damai Sejahtera.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Damai Sejahtera on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Damai Sejahtera Abadi or generate 0.0% return on investment in Damai Sejahtera over 90 days. Damai Sejahtera is related to or competes with PT Sunter, Widodo Makmur, Trisula Textile, Diagnos Laboratorium, and Bank Net. More

Damai Sejahtera 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 Damai Sejahtera'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 Damai Sejahtera Abadi upside and downside potential and time the market with a certain degree of confidence.

Damai Sejahtera Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Damai Sejahtera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Damai Sejahtera's standard deviation. In reality, there are many statistical measures that can use Damai Sejahtera historical prices to predict the future Damai Sejahtera's volatility.
Hype
Prediction
LowEstimatedHigh
187.58192.00196.42
Details
Intrinsic
Valuation
LowRealHigh
162.62167.04211.20
Details
Naive
Forecast
LowNextHigh
198.91203.33207.75
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
189.71210.89232.06
Details

Damai Sejahtera Abadi Backtested Returns

Damai Sejahtera Abadi secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11 % return per unit of risk over the last 3 months. Damai Sejahtera Abadi exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Damai Sejahtera's Mean Deviation of 1.98, variance of 17.64, and Standard Deviation of 4.2 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.72, which means possible diversification benefits within a given portfolio. As returns on the market increase, Damai Sejahtera's returns are expected to increase less than the market. However, during the bear market, the loss of holding Damai Sejahtera is expected to be smaller as well. At this point, Damai Sejahtera Abadi has a negative expected return of -0.48%. Please make sure to confirm Damai Sejahtera's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Damai Sejahtera Abadi performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.69  

Good predictability

Damai Sejahtera Abadi has good predictability. Overlapping area represents the amount of predictability between Damai Sejahtera 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 Damai Sejahtera Abadi price movement. The serial correlation of 0.69 indicates that around 69.0% of current Damai Sejahtera price fluctuation can be explain by its past prices.
Correlation Coefficient0.69
Spearman Rank Test0.76
Residual Average0.0
Price Variance123.46

Damai Sejahtera Abadi lagged returns against current returns

Autocorrelation, which is Damai Sejahtera 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 Damai Sejahtera's stock expected returns. We can calculate the autocorrelation of Damai Sejahtera returns to help us make a trade decision. For example, suppose you find that Damai Sejahtera 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  

Damai Sejahtera 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 Damai Sejahtera stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Damai Sejahtera stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Damai Sejahtera stock over time.
   Current vs Lagged Prices   
       Timeline  

Damai Sejahtera Lagged Returns

When evaluating Damai Sejahtera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Damai Sejahtera stock have on its future price. Damai Sejahtera 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, Damai Sejahtera autocorrelation shows the relationship between Damai Sejahtera stock current value and its past values and can show if there is a momentum factor associated with investing in Damai Sejahtera Abadi.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Damai Stock

Damai Sejahtera financial ratios help investors to determine whether Damai 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 Damai with respect to the benefits of owning Damai Sejahtera security.