Victoria Care (Indonesia) Market Value
| VICI Stock | IDR 610.00 10.00 1.61% |
| Symbol | Victoria |
Victoria Care '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 Victoria Care'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 Victoria Care.
| 01/30/2023 |
| 01/19/2025 |
If you would invest 0.00 in Victoria Care on January 30, 2023 and sell it all today you would earn a total of 0.00 from holding Victoria Care Indonesia or generate 0.0% return on investment in Victoria Care over 720 days. Victoria Care is related to or competes with Unilever Indonesia, Uni Charm, Kino Indonesia, Mandom Indonesia, PT Estee, and Mustika Ratu. Victoria Care Indonesia Tbk manufactures cosmetics and toiletries in Indonesia More
Victoria Care 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 Victoria Care'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 Victoria Care Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.59 |
Victoria Care Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victoria Care's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victoria Care's standard deviation. In reality, there are many statistical measures that can use Victoria Care historical prices to predict the future Victoria Care's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.4784 |
Victoria Care Indonesia Backtested Returns
Victoria Care Indonesia owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0428, which indicates the firm had a -0.0428% return per unit of risk over the last 3 months. Victoria Care Indonesia exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Victoria Care's Coefficient Of Variation of (1,379), risk adjusted performance of (0.06), and Variance of 0.7063 to confirm the risk estimate we provide. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Victoria Care are expected to decrease at a much lower rate. During the bear market, Victoria Care is likely to outperform the market. At this point, Victoria Care Indonesia has a negative expected return of -0.0363%. Please make sure to validate Victoria Care's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Victoria Care Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Victoria Care Indonesia has very weak reverse predictability. Overlapping area represents the amount of predictability between Victoria Care time series from 30th of January 2023 to 25th of January 2024 and 25th of January 2024 to 19th 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 Victoria Care Indonesia price movement. The serial correlation of -0.02 indicates that only 2.0% of current Victoria Care price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 150.88 |
Victoria Care Indonesia lagged returns against current returns
Autocorrelation, which is Victoria Care 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 Victoria Care's stock expected returns. We can calculate the autocorrelation of Victoria Care returns to help us make a trade decision. For example, suppose you find that Victoria Care 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 |
Victoria Care 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 Victoria Care stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victoria Care stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victoria Care stock over time.
Current vs Lagged Prices |
| Timeline |
Victoria Care Lagged Returns
When evaluating Victoria Care's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victoria Care stock have on its future price. Victoria Care 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, Victoria Care autocorrelation shows the relationship between Victoria Care stock current value and its past values and can show if there is a momentum factor associated with investing in Victoria Care Indonesia.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Victoria Stock
Victoria Care financial ratios help investors to determine whether Victoria 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 Victoria with respect to the benefits of owning Victoria Care security.