Wahana Pronatural (Indonesia) Market Value
| WAPO Stock | IDR 122.00 1.00 0.81% |
| Symbol | Wahana |
Wahana Pronatural '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 Wahana Pronatural'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 Wahana Pronatural.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Wahana Pronatural on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Wahana Pronatural or generate 0.0% return on investment in Wahana Pronatural over 90 days. Wahana Pronatural is related to or competes with Tigaraksa Satria, Tempo Inti, and Tira Austenite. More
Wahana Pronatural 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 Wahana Pronatural'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 Wahana Pronatural upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.76 | |||
| Information Ratio | 0.1012 | |||
| Maximum Drawdown | 48.07 | |||
| Value At Risk | (7.79) | |||
| Potential Upside | 13.24 |
Wahana Pronatural Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wahana Pronatural's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wahana Pronatural's standard deviation. In reality, there are many statistical measures that can use Wahana Pronatural historical prices to predict the future Wahana Pronatural's volatility.| Risk Adjusted Performance | 0.0862 | |||
| Jensen Alpha | 0.6409 | |||
| Total Risk Alpha | 1.7 | |||
| Sortino Ratio | 0.1695 | |||
| Treynor Ratio | (1.34) |
Wahana Pronatural Backtested Returns
Wahana Pronatural appears to be very steady, given 3 months investment horizon. Wahana Pronatural shows Sharpe Ratio of 0.0669, which attests that the company had a 0.0669 % return per unit of risk over the last 3 months. By examining Wahana Pronatural's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize Wahana Pronatural's Mean Deviation of 4.87, market risk adjusted performance of (1.33), and Downside Deviation of 4.76 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Wahana Pronatural holds a performance score of 5. The firm maintains a market beta of -0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Wahana Pronatural are expected to decrease at a much lower rate. During the bear market, Wahana Pronatural is likely to outperform the market. Please check Wahana Pronatural's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Wahana Pronatural's historical returns will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
Wahana Pronatural has modest reverse predictability. Overlapping area represents the amount of predictability between Wahana Pronatural 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 Wahana Pronatural price movement. The serial correlation of -0.49 indicates that about 49.0% of current Wahana Pronatural price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 143.41 |
Wahana Pronatural lagged returns against current returns
Autocorrelation, which is Wahana Pronatural 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 Wahana Pronatural's stock expected returns. We can calculate the autocorrelation of Wahana Pronatural returns to help us make a trade decision. For example, suppose you find that Wahana Pronatural 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 |
Wahana Pronatural 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 Wahana Pronatural stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wahana Pronatural stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wahana Pronatural stock over time.
Current vs Lagged Prices |
| Timeline |
Wahana Pronatural Lagged Returns
When evaluating Wahana Pronatural's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wahana Pronatural stock have on its future price. Wahana Pronatural 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, Wahana Pronatural autocorrelation shows the relationship between Wahana Pronatural stock current value and its past values and can show if there is a momentum factor associated with investing in Wahana Pronatural.
Regressed Prices |
| Timeline |
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Wahana Pronatural financial ratios help investors to determine whether Wahana 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 Wahana with respect to the benefits of owning Wahana Pronatural security.