Perintis Triniti (Indonesia) Volatility
| TRIN Stock | IDR 110.00 4.00 3.51% |
Perintis Triniti Properti maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the firm had a -0.11 % return per unit of risk over the last 3 months. Perintis Triniti Properti exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Perintis Triniti's Coefficient Of Variation of (894.75), variance of 4.28, and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. Key indicators related to Perintis Triniti's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Perintis Triniti Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Perintis daily returns, and it is calculated using variance and standard deviation. We also use Perintis's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Perintis Triniti volatility.
Perintis |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Perintis Triniti at lower prices. For example, an investor can purchase Perintis stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with Perintis Stock
| 0.84 | AMAN | Makmur Berkah Amanda | PairCorr |
| 0.63 | DILD | Intiland Development Tbk | PairCorr |
| 0.69 | NZIA | Nusantara Almazia | PairCorr |
Moving against Perintis Stock
| 0.74 | MMIX | Multi Medika Interna | PairCorr |
| 0.67 | BYAN | Bayan Resources Tbk | PairCorr |
| 0.44 | LFLO | Imago Mulia Persada | PairCorr |
| 0.35 | BSSR | Baramulti Suksessarana | PairCorr |
Perintis Triniti Market Sensitivity And Downside Risk
Perintis Triniti's beta coefficient measures the volatility of Perintis stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Perintis stock's returns against your selected market. In other words, Perintis Triniti's beta of 0.028 provides an investor with an approximation of how much risk Perintis Triniti stock can potentially add to one of your existing portfolios. Perintis Triniti Properti exhibits very low volatility with skewness of 0.22 and kurtosis of 0.15. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Perintis Triniti's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Perintis Triniti's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Perintis Triniti Properti Demand TrendCheck current 90 days Perintis Triniti correlation with market (Dow Jones Industrial)Perintis Beta |
Perintis standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 2.09 |
It is essential to understand the difference between upside risk (as represented by Perintis Triniti's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Perintis Triniti's daily returns or price. Since the actual investment returns on holding a position in perintis stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Perintis Triniti.
Perintis Triniti Properti Stock Volatility Analysis
Volatility refers to the frequency at which Perintis Triniti stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Perintis Triniti's price changes. Investors will then calculate the volatility of Perintis Triniti's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Perintis Triniti's volatility:
Historical Volatility
This type of stock volatility measures Perintis Triniti's fluctuations based on previous trends. It's commonly used to predict Perintis Triniti's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Perintis Triniti's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Perintis Triniti's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Perintis Triniti Properti Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Perintis Triniti Projected Return Density Against Market
Assuming the 90 days trading horizon Perintis Triniti has a beta of 0.028 . This usually implies as returns on the market go up, Perintis Triniti average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Perintis Triniti Properti will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Perintis Triniti or Real Estate sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Perintis Triniti's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Perintis stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Perintis Triniti Properti has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Perintis Triniti Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Perintis Triniti Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Perintis Triniti is -887.29. The daily returns are distributed with a variance of 4.35 and standard deviation of 2.09. The mean deviation of Perintis Triniti Properti is currently at 1.63. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α | Alpha over Dow Jones | -0.24 | |
β | Beta against Dow Jones | 0.03 | |
σ | Overall volatility | 2.09 | |
Ir | Information ratio | -0.13 |
Perintis Triniti Stock Return Volatility
Perintis Triniti historical daily return volatility represents how much of Perintis Triniti stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 2.0864% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8624% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Perintis Triniti Volatility
Volatility is a rate at which the price of Perintis Triniti or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Perintis Triniti may increase or decrease. In other words, similar to Perintis's beta indicator, it measures the risk of Perintis Triniti and helps estimate the fluctuations that may happen in a short period of time. So if prices of Perintis Triniti fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.PT Perintis Triniti Properti Tbk engages in the real estate business in Indonesia. The company was founded in 2009 and is based in Tangerang Selatan, Indonesia. Perintis Triniti operates under Real EstateDevelopment classification in Indonesia and is traded on Jakarta Stock Exchange. It employs 189 people.
Perintis Triniti's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Perintis Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Perintis Triniti's price varies over time.
3 ways to utilize Perintis Triniti's volatility to invest better
Higher Perintis Triniti's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Perintis Triniti Properti stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Perintis Triniti Properti stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Perintis Triniti Properti investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Perintis Triniti's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Perintis Triniti's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Perintis Triniti Investment Opportunity
Perintis Triniti Properti has a volatility of 2.09 and is 2.43 times more volatile than Dow Jones Industrial. 18 percent of all equities and portfolios are less risky than Perintis Triniti. You can use Perintis Triniti Properti to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Perintis Triniti to be traded at 105.6 in 90 days.Significant diversification
The correlation between Perintis Triniti Properti and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Perintis Triniti Properti and DJI in the same portfolio, assuming nothing else is changed.
Perintis Triniti Additional Risk Indicators
The analysis of Perintis Triniti's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Perintis Triniti's investment and either accepting that risk or mitigating it. Along with some common measures of Perintis Triniti stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.09) | |||
| Market Risk Adjusted Performance | (8.61) | |||
| Mean Deviation | 1.61 | |||
| Coefficient Of Variation | (894.75) | |||
| Standard Deviation | 2.07 | |||
| Variance | 4.28 | |||
| Information Ratio | (0.13) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Perintis Triniti Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Perintis Triniti as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Perintis Triniti's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Perintis Triniti's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Perintis Triniti Properti.
Other Information on Investing in Perintis Stock
Perintis Triniti financial ratios help investors to determine whether Perintis 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 Perintis with respect to the benefits of owning Perintis Triniti security.