Dosni Roha (Indonesia) Market Value
| ZBRA Stock | IDR 50.00 0.00 0.00% |
| Symbol | Dosni |
Dosni Roha '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 Dosni Roha'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 Dosni Roha.
| 05/11/2023 |
| 03/01/2025 |
If you would invest 0.00 in Dosni Roha on May 11, 2023 and sell it all today you would earn a total of 0.00 from holding Dosni Roha Indonesia or generate 0.0% return on investment in Dosni Roha over 660 days. Dosni Roha is related to or competes with Weha Transportasi, Steady Safe, Wicaksana Overseas, Rig Tenders, and Wahana Pronatural. PT Zebra Nusantara Tbk, together with its subsidiaries, provides taxi and other related services in Indonesia More
Dosni Roha 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 Dosni Roha'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 Dosni Roha Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 56.41 | |||
| Value At Risk | (12.82) | |||
| Potential Upside | 3.92 |
Dosni Roha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dosni Roha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dosni Roha's standard deviation. In reality, there are many statistical measures that can use Dosni Roha historical prices to predict the future Dosni Roha's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.58) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (14.24) |
Dosni Roha Indonesia Backtested Returns
Dosni Roha Indonesia secures Sharpe Ratio (or Efficiency) of -0.0817, which denotes the company had a -0.0817 % return per unit of risk over the last 3 months. Dosni Roha Indonesia exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dosni Roha's Variance of 54.25, mean deviation of 3.48, and Standard Deviation of 7.37 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0405, which means not very significant fluctuations relative to the market. As returns on the market increase, Dosni Roha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dosni Roha is expected to be smaller as well. At this point, Dosni Roha Indonesia has a negative expected return of -0.44%. Please make sure to confirm Dosni Roha's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Dosni Roha Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.69 |
Good predictability
Dosni Roha Indonesia has good predictability. Overlapping area represents the amount of predictability between Dosni Roha time series from 11th of May 2023 to 5th of April 2024 and 5th of April 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 Dosni Roha Indonesia price movement. The serial correlation of 0.69 indicates that around 69.0% of current Dosni Roha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 26.2 K |
Dosni Roha Indonesia lagged returns against current returns
Autocorrelation, which is Dosni Roha 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 Dosni Roha's stock expected returns. We can calculate the autocorrelation of Dosni Roha returns to help us make a trade decision. For example, suppose you find that Dosni Roha 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 |
Dosni Roha 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 Dosni Roha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dosni Roha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dosni Roha stock over time.
Current vs Lagged Prices |
| Timeline |
Dosni Roha Lagged Returns
When evaluating Dosni Roha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dosni Roha stock have on its future price. Dosni Roha 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, Dosni Roha autocorrelation shows the relationship between Dosni Roha stock current value and its past values and can show if there is a momentum factor associated with investing in Dosni Roha Indonesia.
Regressed Prices |
| Timeline |
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Dosni Roha financial ratios help investors to determine whether Dosni 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 Dosni with respect to the benefits of owning Dosni Roha security.