PT Hatten (Indonesia) Market Value
| WINE Stock | 250.00 2.00 0.79% |
| Symbol | WINE |
PT Hatten '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 PT Hatten'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 PT Hatten.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in PT Hatten on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding PT Hatten Bali or generate 0.0% return on investment in PT Hatten over 90 days. PT Hatten is related to or competes with PT Jobubu, PT Dewi, PT Data, PAM Mineral, and Autopedia Sukses. More
PT Hatten 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 PT Hatten'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 PT Hatten Bali upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 32.49 | |||
| Value At Risk | (6.11) | |||
| Potential Upside | 5.74 |
PT Hatten Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Hatten's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Hatten's standard deviation. In reality, there are many statistical measures that can use PT Hatten historical prices to predict the future PT Hatten's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | 0.3188 | |||
| Treynor Ratio | (0.42) |
PT Hatten Bali Backtested Returns
PT Hatten Bali retains Efficiency (Sharpe Ratio) of -0.0497, which implies the firm had a -0.0497 % return per unit of price deviation over the last 3 months. PT Hatten exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PT Hatten's market risk adjusted performance of (0.41), and Information Ratio of (0.03) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.54, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Hatten's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Hatten is expected to be smaller as well. At this point, PT Hatten Bali has a negative expected return of -0.22%. Please make sure to check PT Hatten's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if PT Hatten Bali performance from the past will be repeated at some future date.
Auto-correlation | -0.06 |
Very weak reverse predictability
PT Hatten Bali has very weak reverse predictability. Overlapping area represents the amount of predictability between PT Hatten time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 PT Hatten Bali price movement. The serial correlation of -0.06 indicates that barely 6.0% of current PT Hatten price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 325.63 |
PT Hatten Bali lagged returns against current returns
Autocorrelation, which is PT Hatten 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 PT Hatten's stock expected returns. We can calculate the autocorrelation of PT Hatten returns to help us make a trade decision. For example, suppose you find that PT Hatten 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 |
PT Hatten 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 PT Hatten stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Hatten stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Hatten stock over time.
Current vs Lagged Prices |
| Timeline |
PT Hatten Lagged Returns
When evaluating PT Hatten's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Hatten stock have on its future price. PT Hatten 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, PT Hatten autocorrelation shows the relationship between PT Hatten stock current value and its past values and can show if there is a momentum factor associated with investing in PT Hatten Bali.
Regressed Prices |
| Timeline |
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PT Hatten financial ratios help investors to determine whether WINE 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 WINE with respect to the benefits of owning PT Hatten security.