Asia Pacific (Indonesia) Market Value

POLY Stock  IDR 45.00  5.00  10.00%   
Asia Pacific's market value is the price at which a share of Asia Pacific trades on a public exchange. It measures the collective expectations of Asia Pacific Fibers investors about its performance. Asia Pacific is selling for 45.00 as of the 28th of March 2024. This is a -10 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 45.0.
With this module, you can estimate the performance of a buy and hold strategy of Asia Pacific Fibers and determine expected loss or profit from investing in Asia Pacific over a given investment horizon. Check out Asia Pacific Correlation, Asia Pacific Volatility and Asia Pacific Alpha and Beta module to complement your research on Asia Pacific.
Symbol

Please note, there is a significant difference between Asia Pacific's value and its price as these two are different measures arrived at by different means. Investors typically determine if Asia Pacific is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Asia Pacific's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Asia Pacific '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 Asia Pacific'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 Asia Pacific.
0.00
02/27/2024
No Change 0.00  0.0 
In 30 days
03/28/2024
0.00
If you would invest  0.00  in Asia Pacific on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Asia Pacific Fibers or generate 0.0% return on investment in Asia Pacific over 30 days. Asia Pacific is related to or competes with Sumber Energi, Bumi Resources, Benakat Petroleum, Merdeka Copper, PT Pelayaran, Bayan Resources, and Chandra Asri. PT Asia Pacific Fibers Tbk, together with its subsidiaries, engages in the chemical and synthetic fiber manufacturing, w... More

Asia Pacific 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 Asia Pacific'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 Asia Pacific Fibers upside and downside potential and time the market with a certain degree of confidence.

Asia Pacific Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Asia Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asia Pacific's standard deviation. In reality, there are many statistical measures that can use Asia Pacific historical prices to predict the future Asia Pacific's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Asia Pacific's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
43.6945.0046.31
Details
Intrinsic
Valuation
LowRealHigh
44.9446.2547.56
Details
Naive
Forecast
LowNextHigh
43.7145.0346.34
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
43.6248.3353.05
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Asia Pacific. Your research has to be compared to or analyzed against Asia Pacific's peers to derive any actionable benefits. When done correctly, Asia Pacific's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Asia Pacific Fibers.

Asia Pacific Fibers Backtested Returns

Asia Pacific Fibers secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13% return per unit of risk over the last 3 months. Asia Pacific Fibers exposes six different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Asia Pacific's Daily Balance Of Power of (9,223,372,036,855), price action indicator of (2.50), and Day Median Price of 45.0 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Asia Pacific are completely uncorrelated. Asia Pacific Fibers has an expected return of -0.17%. Please make sure to confirm Asia Pacific Fibers rate of daily change, as well as the relationship between the price action indicator and period momentum indicator , to decide if Asia Pacific Fibers performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.00  

No correlation between past and present

Asia Pacific Fibers has no correlation between past and present. Overlapping area represents the amount of predictability between Asia Pacific time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Asia Pacific Fibers price movement. The serial correlation of 0.0 indicates that just 0.0% of current Asia Pacific price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

Asia Pacific Fibers lagged returns against current returns

Autocorrelation, which is Asia Pacific 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 Asia Pacific's stock expected returns. We can calculate the autocorrelation of Asia Pacific returns to help us make a trade decision. For example, suppose you find that Asia Pacific 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  

Asia Pacific 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 Asia Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asia Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Asia Pacific stock over time.
   Current vs Lagged Prices   
       Timeline  

Asia Pacific Lagged Returns

When evaluating Asia Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Asia Pacific stock have on its future price. Asia Pacific 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, Asia Pacific autocorrelation shows the relationship between Asia Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Asia Pacific Fibers.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Asia Pacific in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Asia Pacific's short interest history, or implied volatility extrapolated from Asia Pacific options trading.

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Check out Asia Pacific Correlation, Asia Pacific Volatility and Asia Pacific Alpha and Beta module to complement your research on Asia Pacific.
You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.

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When running Asia Pacific's price analysis, check to measure Asia Pacific's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Asia Pacific is operating at the current time. Most of Asia Pacific's value examination focuses on studying past and present price action to predict the probability of Asia Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Asia Pacific's price. Additionally, you may evaluate how the addition of Asia Pacific to your portfolios can decrease your overall portfolio volatility.
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Asia Pacific technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Asia Pacific technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Asia Pacific trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...