Yulie Sekurindo (Indonesia) Market Value
| YULE Stock | IDR 2,680 10.00 0.37% |
| Symbol | Yulie |
Yulie Sekurindo '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 Yulie Sekurindo'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 Yulie Sekurindo.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Yulie Sekurindo on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Yulie Sekurindo Tbk or generate 0.0% return on investment in Yulie Sekurindo over 720 days. Yulie Sekurindo is related to or competes with Trimegah Securities, Trust Finance, Panca Global, Wahana Ottomitra, and Reliance Securities. PT Yulie Sekuritas Indonesia Tbk engages in the securities brokerage, underwriting, and capital market supervisory agenc... More
Yulie Sekurindo 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 Yulie Sekurindo'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 Yulie Sekurindo Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.0917 | |||
| Maximum Drawdown | 13.02 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.7463 |
Yulie Sekurindo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yulie Sekurindo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yulie Sekurindo's standard deviation. In reality, there are many statistical measures that can use Yulie Sekurindo historical prices to predict the future Yulie Sekurindo's volatility.| Risk Adjusted Performance | 0.0646 | |||
| Jensen Alpha | 0.0969 | |||
| Total Risk Alpha | 0.1386 | |||
| Sortino Ratio | 0.0799 | |||
| Treynor Ratio | (3.64) |
Yulie Sekurindo Tbk Backtested Returns
As of now, Yulie Stock is very steady. Yulie Sekurindo Tbk shows Sharpe Ratio of 0.0923, which attests that the company had a 0.0923 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Yulie Sekurindo Tbk, which you can use to evaluate the volatility of the company. Please check out Yulie Sekurindo's Market Risk Adjusted Performance of (3.63), downside deviation of 1.51, and Mean Deviation of 0.4463 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Yulie Sekurindo has a performance score of 7 on a scale of 0 to 100. The firm maintains a market beta of -0.0268, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yulie Sekurindo are expected to decrease at a much lower rate. During the bear market, Yulie Sekurindo is likely to outperform the market. Yulie Sekurindo Tbk right now maintains a risk of 1.4%. Please check out Yulie Sekurindo Tbk treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Yulie Sekurindo Tbk will be following its historical returns.
Auto-correlation | 0.45 |
Average predictability
Yulie Sekurindo Tbk has average predictability. Overlapping area represents the amount of predictability between Yulie Sekurindo time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Yulie Sekurindo Tbk price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Yulie Sekurindo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 15.7 K |
Yulie Sekurindo Tbk lagged returns against current returns
Autocorrelation, which is Yulie Sekurindo 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 Yulie Sekurindo's stock expected returns. We can calculate the autocorrelation of Yulie Sekurindo returns to help us make a trade decision. For example, suppose you find that Yulie Sekurindo 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 |
Yulie Sekurindo 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 Yulie Sekurindo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yulie Sekurindo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yulie Sekurindo stock over time.
Current vs Lagged Prices |
| Timeline |
Yulie Sekurindo Lagged Returns
When evaluating Yulie Sekurindo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yulie Sekurindo stock have on its future price. Yulie Sekurindo 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, Yulie Sekurindo autocorrelation shows the relationship between Yulie Sekurindo stock current value and its past values and can show if there is a momentum factor associated with investing in Yulie Sekurindo Tbk.
Regressed Prices |
| Timeline |
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Yulie Sekurindo financial ratios help investors to determine whether Yulie 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 Yulie with respect to the benefits of owning Yulie Sekurindo security.