Sejahteraraya Anugrahjaya (Indonesia) Market Value

SRAJ Stock  IDR 1,715  60.00  3.63%   
Sejahteraraya Anugrahjaya's market value is the price at which a share of Sejahteraraya Anugrahjaya trades on a public exchange. It measures the collective expectations of Sejahteraraya Anugrahjaya Tbk investors about its performance. Sejahteraraya Anugrahjaya is selling for 1715.00 as of the 28th of March 2024. This is a 3.63 percent up since the beginning of the trading day. The stock's last reported lowest price was 1715.0.
With this module, you can estimate the performance of a buy and hold strategy of Sejahteraraya Anugrahjaya Tbk and determine expected loss or profit from investing in Sejahteraraya Anugrahjaya over a given investment horizon. Check out Sejahteraraya Anugrahjaya Correlation, Sejahteraraya Anugrahjaya Volatility and Sejahteraraya Anugrahjaya Alpha and Beta module to complement your research on Sejahteraraya Anugrahjaya.
Symbol

Please note, there is a significant difference between Sejahteraraya Anugrahjaya's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sejahteraraya Anugrahjaya is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sejahteraraya Anugrahjaya'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.

Sejahteraraya Anugrahjaya '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 Sejahteraraya Anugrahjaya'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 Sejahteraraya Anugrahjaya.
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 Sejahteraraya Anugrahjaya on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Sejahteraraya Anugrahjaya Tbk or generate 0.0% return on investment in Sejahteraraya Anugrahjaya over 30 days. Sejahteraraya Anugrahjaya is related to or competes with Indo Tambangraya, United Tractors, Indorama Synthetics, and Baramulti Suksessarana. PT Sejahteraraya Anugrahjaya Tbk provides medical services in Indonesia More

Sejahteraraya Anugrahjaya 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 Sejahteraraya Anugrahjaya'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 Sejahteraraya Anugrahjaya Tbk upside and downside potential and time the market with a certain degree of confidence.

Sejahteraraya Anugrahjaya Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sejahteraraya Anugrahjaya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sejahteraraya Anugrahjaya's standard deviation. In reality, there are many statistical measures that can use Sejahteraraya Anugrahjaya historical prices to predict the future Sejahteraraya Anugrahjaya's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sejahteraraya Anugrahjaya'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
0.000.008.14
Details
Intrinsic
Valuation
LowRealHigh
0.000.008.14
Details
Naive
Forecast
LowNextHigh
1,9771,9851,993
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,7151,7151,715
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sejahteraraya Anugrahjaya. Your research has to be compared to or analyzed against Sejahteraraya Anugrahjaya's peers to derive any actionable benefits. When done correctly, Sejahteraraya Anugrahjaya'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 Sejahteraraya Anugrahjaya.

Sejahteraraya Anugrahjaya Backtested Returns

Sejahteraraya Anugrahjaya is out of control given 3 months investment horizon. Sejahteraraya Anugrahjaya owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.42, which indicates the firm had a 0.42% return per unit of risk over the last 3 months. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 3.4% are justified by taking the suggested risk. Use Sejahteraraya Anugrahjaya Risk Adjusted Performance of 0.228, semi deviation of 2.93, and Coefficient Of Variation of 254.02 to evaluate company specific risk that cannot be diversified away. Sejahteraraya Anugrahjaya holds a performance score of 32 on a scale of zero to a hundred. The entity has a beta of 3.75, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sejahteraraya Anugrahjaya will likely underperform. Use Sejahteraraya Anugrahjaya total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to analyze future returns on Sejahteraraya Anugrahjaya.

Auto-correlation

    
  0.49  

Average predictability

Sejahteraraya Anugrahjaya Tbk has average predictability. Overlapping area represents the amount of predictability between Sejahteraraya Anugrahjaya 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 Sejahteraraya Anugrahjaya price movement. The serial correlation of 0.49 indicates that about 49.0% of current Sejahteraraya Anugrahjaya price fluctuation can be explain by its past prices.
Correlation Coefficient0.49
Spearman Rank Test1.0
Residual Average0.0
Price Variance20.5 K

Sejahteraraya Anugrahjaya lagged returns against current returns

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

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

Sejahteraraya Anugrahjaya Lagged Returns

When evaluating Sejahteraraya Anugrahjaya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sejahteraraya Anugrahjaya stock have on its future price. Sejahteraraya Anugrahjaya 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, Sejahteraraya Anugrahjaya autocorrelation shows the relationship between Sejahteraraya Anugrahjaya stock current value and its past values and can show if there is a momentum factor associated with investing in Sejahteraraya Anugrahjaya Tbk.
   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 Sejahteraraya Anugrahjaya 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, Sejahteraraya Anugrahjaya's short interest history, or implied volatility extrapolated from Sejahteraraya Anugrahjaya options trading.

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Check out Sejahteraraya Anugrahjaya Correlation, Sejahteraraya Anugrahjaya Volatility and Sejahteraraya Anugrahjaya Alpha and Beta module to complement your research on Sejahteraraya Anugrahjaya.
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Sejahteraraya Anugrahjaya 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 Sejahteraraya Anugrahjaya technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Sejahteraraya Anugrahjaya 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...