Yanaprima Hastapersada (Indonesia) Market Value
| YPAS Stock | IDR 288.00 30.00 9.43% |
| Symbol | Yanaprima |
Yanaprima Hastapersada '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 Yanaprima Hastapersada'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 Yanaprima Hastapersada.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Yanaprima Hastapersada on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Yanaprima Hastapersada Tbk or generate 0.0% return on investment in Yanaprima Hastapersada over 30 days. Yanaprima Hastapersada is related to or competes with Trias Sentosa, Slj Global, Unggul Indah, Suparma Tbk, and Indo Acidatama. PT Yanaprima Hastapersada Tbk manufactures and exports polypropylene and polyethylene woven bags in Indonesia, rest of A... More
Yanaprima Hastapersada 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 Yanaprima Hastapersada'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 Yanaprima Hastapersada Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.26 | |||
| Information Ratio | 0.0326 | |||
| Maximum Drawdown | 19.74 | |||
| Value At Risk | (9.43) | |||
| Potential Upside | 9.49 |
Yanaprima Hastapersada Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yanaprima Hastapersada's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yanaprima Hastapersada's standard deviation. In reality, there are many statistical measures that can use Yanaprima Hastapersada historical prices to predict the future Yanaprima Hastapersada's volatility.| Risk Adjusted Performance | 0.0392 | |||
| Jensen Alpha | 0.1588 | |||
| Total Risk Alpha | 0.0636 | |||
| Sortino Ratio | 0.0153 | |||
| Treynor Ratio | 9.19 |
Yanaprima Hastapersada Backtested Returns
Yanaprima Hastapersada appears to be very steady, given 3 months investment horizon. Yanaprima Hastapersada shows Sharpe Ratio of 0.0969, which attests that the company had a 0.0969% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Yanaprima Hastapersada, which you can use to evaluate the volatility of the company. Please utilize Yanaprima Hastapersada's Mean Deviation of 2.27, market risk adjusted performance of 9.2, and Downside Deviation of 9.26 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yanaprima Hastapersada holds a performance score of 7. The firm maintains a market beta of 0.0173, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yanaprima Hastapersada's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yanaprima Hastapersada is expected to be smaller as well. Please check Yanaprima Hastapersada's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Yanaprima Hastapersada's historical returns will revert.
Auto-correlation | -0.89 |
Excellent reverse predictability
Yanaprima Hastapersada Tbk has excellent reverse predictability. Overlapping area represents the amount of predictability between Yanaprima Hastapersada time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th 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 Yanaprima Hastapersada price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Yanaprima Hastapersada price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 618.94 |
Yanaprima Hastapersada lagged returns against current returns
Autocorrelation, which is Yanaprima Hastapersada 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 Yanaprima Hastapersada's stock expected returns. We can calculate the autocorrelation of Yanaprima Hastapersada returns to help us make a trade decision. For example, suppose you find that Yanaprima Hastapersada 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 |
Yanaprima Hastapersada 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 Yanaprima Hastapersada stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yanaprima Hastapersada stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yanaprima Hastapersada stock over time.
Current vs Lagged Prices |
| Timeline |
Yanaprima Hastapersada Lagged Returns
When evaluating Yanaprima Hastapersada's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yanaprima Hastapersada stock have on its future price. Yanaprima Hastapersada 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, Yanaprima Hastapersada autocorrelation shows the relationship between Yanaprima Hastapersada stock current value and its past values and can show if there is a momentum factor associated with investing in Yanaprima Hastapersada Tbk.
Regressed Prices |
| Timeline |
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Yanaprima Hastapersada financial ratios help investors to determine whether Yanaprima 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 Yanaprima with respect to the benefits of owning Yanaprima Hastapersada security.