Wintermar Offshore (Indonesia) Market Value
| WINS Stock | IDR 360.00 6.00 1.64% |
| Symbol | Wintermar |
Wintermar Offshore '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 Wintermar Offshore'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 Wintermar Offshore.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Wintermar Offshore on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Wintermar Offshore Marine or generate 0.0% return on investment in Wintermar Offshore over 90 days. Wintermar Offshore is related to or competes with Mitrabahtera Segara, PT Temas, Weha Transportasi, Rig Tenders, and Rukun Raharja. PT Wintermar Offshore Marine Tbk supporting services for the offshore transportation for the oil and gas industry in Ind... More
Wintermar Offshore 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 Wintermar Offshore'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 Wintermar Offshore Marine upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 13.94 | |||
| Value At Risk | (4.82) | |||
| Potential Upside | 4.69 |
Wintermar Offshore Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wintermar Offshore's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wintermar Offshore's standard deviation. In reality, there are many statistical measures that can use Wintermar Offshore historical prices to predict the future Wintermar Offshore's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.58) |
Wintermar Offshore Marine Backtested Returns
Wintermar Offshore Marine shows Sharpe Ratio of -0.0982, which attests that the company had a -0.0982 % return per unit of risk over the last 3 months. Wintermar Offshore Marine exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wintermar Offshore's Standard Deviation of 2.65, mean deviation of 1.84, and Market Risk Adjusted Performance of (0.57) to validate the risk estimate we provide. The firm maintains a market beta of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wintermar Offshore's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wintermar Offshore is expected to be smaller as well. At this point, Wintermar Offshore Marine has a negative expected return of -0.27%. Please make sure to check out Wintermar Offshore's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Wintermar Offshore Marine performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.23 |
Weak reverse predictability
Wintermar Offshore Marine has weak reverse predictability. Overlapping area represents the amount of predictability between Wintermar Offshore time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Wintermar Offshore Marine price movement. The serial correlation of -0.23 indicates that over 23.0% of current Wintermar Offshore price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 331.27 |
Wintermar Offshore Marine lagged returns against current returns
Autocorrelation, which is Wintermar Offshore 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 Wintermar Offshore's stock expected returns. We can calculate the autocorrelation of Wintermar Offshore returns to help us make a trade decision. For example, suppose you find that Wintermar Offshore 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 |
Wintermar Offshore 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 Wintermar Offshore stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wintermar Offshore stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wintermar Offshore stock over time.
Current vs Lagged Prices |
| Timeline |
Wintermar Offshore Lagged Returns
When evaluating Wintermar Offshore's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wintermar Offshore stock have on its future price. Wintermar Offshore 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, Wintermar Offshore autocorrelation shows the relationship between Wintermar Offshore stock current value and its past values and can show if there is a momentum factor associated with investing in Wintermar Offshore Marine.
Regressed Prices |
| Timeline |
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Wintermar Offshore financial ratios help investors to determine whether Wintermar 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 Wintermar with respect to the benefits of owning Wintermar Offshore security.