Widodo Makmur (Indonesia) Market Value
| WMUU Stock | IDR 8.00 0.00 0.00% |
| Symbol | Widodo |
Widodo Makmur '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 Widodo Makmur'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 Widodo Makmur.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Widodo Makmur on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Widodo Makmur Unggas or generate 0.0% return on investment in Widodo Makmur over 90 days. Widodo Makmur is related to or competes with Triputra Agro, Aneka Gas, Saratoga Investama, Puradelta Lestari, and Diagnos Laboratorium. PT Widodo Makmur Unggas Tbk engages in the integrated poultry business More
Widodo Makmur 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 Widodo Makmur'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 Widodo Makmur Unggas upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 22.22 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 11.11 |
Widodo Makmur Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Widodo Makmur's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Widodo Makmur's standard deviation. In reality, there are many statistical measures that can use Widodo Makmur historical prices to predict the future Widodo Makmur's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | 0.3963 | |||
| Treynor Ratio | (0.51) |
Widodo Makmur Unggas Backtested Returns
Widodo Makmur Unggas shows Sharpe Ratio of -0.0476, which attests that the company had a -0.0476 % return per unit of risk over the last 3 months. Widodo Makmur Unggas exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Widodo Makmur's Standard Deviation of 5.23, market risk adjusted performance of (0.50), and Mean Deviation of 2.73 to validate the risk estimate we provide. The firm maintains a market beta of 0.51, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Widodo Makmur's returns are expected to increase less than the market. However, during the bear market, the loss of holding Widodo Makmur is expected to be smaller as well. At this point, Widodo Makmur Unggas has a negative expected return of -0.25%. Please make sure to check out Widodo Makmur's value at risk, rate of daily change, and the relationship between the jensen alpha and skewness , to decide if Widodo Makmur Unggas performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
Widodo Makmur Unggas has very weak predictability. Overlapping area represents the amount of predictability between Widodo Makmur time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Widodo Makmur Unggas price movement. The serial correlation of 0.18 indicates that over 18.0% of current Widodo Makmur price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Widodo Makmur Unggas lagged returns against current returns
Autocorrelation, which is Widodo Makmur 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 Widodo Makmur's stock expected returns. We can calculate the autocorrelation of Widodo Makmur returns to help us make a trade decision. For example, suppose you find that Widodo Makmur 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 |
Widodo Makmur 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 Widodo Makmur stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Widodo Makmur stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Widodo Makmur stock over time.
Current vs Lagged Prices |
| Timeline |
Widodo Makmur Lagged Returns
When evaluating Widodo Makmur's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Widodo Makmur stock have on its future price. Widodo Makmur 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, Widodo Makmur autocorrelation shows the relationship between Widodo Makmur stock current value and its past values and can show if there is a momentum factor associated with investing in Widodo Makmur Unggas.
Regressed Prices |
| Timeline |
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Widodo Makmur financial ratios help investors to determine whether Widodo 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 Widodo with respect to the benefits of owning Widodo Makmur security.