Logindo Samudramakmur (Indonesia) Market Value
| LEAD Stock | IDR 81.00 9.00 12.50% |
| Symbol | Logindo |
Logindo Samudramakmur '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 Logindo Samudramakmur'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 Logindo Samudramakmur.
| 01/02/2024 |
| 05/01/2024 |
If you would invest 0.00 in Logindo Samudramakmur on January 2, 2024 and sell it all today you would earn a total of 0.00 from holding Logindo Samudramakmur Tbk or generate 0.0% return on investment in Logindo Samudramakmur over 120 days. Logindo Samudramakmur is related to or competes with Nusantara Infrastructure, Panin Financial, Ramayana Lestari, and Kawasan Industri. More
Logindo Samudramakmur 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 Logindo Samudramakmur'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 Logindo Samudramakmur Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.06 | |||
| Information Ratio | 0.1355 | |||
| Maximum Drawdown | 14.64 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 4.84 |
Logindo Samudramakmur Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Logindo Samudramakmur's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Logindo Samudramakmur's standard deviation. In reality, there are many statistical measures that can use Logindo Samudramakmur historical prices to predict the future Logindo Samudramakmur's volatility.| Risk Adjusted Performance | 0.1081 | |||
| Jensen Alpha | 0.4711 | |||
| Total Risk Alpha | 0.2154 | |||
| Sortino Ratio | 0.1258 | |||
| Treynor Ratio | (0.58) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Logindo Samudramakmur'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.
Logindo Samudramakmur Tbk Backtested Returns
Logindo Samudramakmur appears to be very steady, given 3 months investment horizon. Logindo Samudramakmur Tbk has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19% return per unit of risk over the last 3 months. By analyzing Logindo Samudramakmur's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please exercise Logindo Samudramakmur's Mean Deviation of 1.75, risk adjusted performance of 0.1081, and Downside Deviation of 3.06 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Logindo Samudramakmur holds a performance score of 14. The company secures a Beta (Market Risk) of -0.75, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Logindo Samudramakmur are expected to decrease at a much lower rate. During the bear market, Logindo Samudramakmur is likely to outperform the market. Please check Logindo Samudramakmur's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Logindo Samudramakmur's current price movements will revert.
Auto-correlation | -0.58 |
Good reverse predictability
Logindo Samudramakmur Tbk has good reverse predictability. Overlapping area represents the amount of predictability between Logindo Samudramakmur time series from 2nd of January 2024 to 2nd of March 2024 and 2nd of March 2024 to 1st of May 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 Logindo Samudramakmur Tbk price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Logindo Samudramakmur price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 35.62 |
Logindo Samudramakmur Tbk lagged returns against current returns
Autocorrelation, which is Logindo Samudramakmur 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 Logindo Samudramakmur's stock expected returns. We can calculate the autocorrelation of Logindo Samudramakmur returns to help us make a trade decision. For example, suppose you find that Logindo Samudramakmur 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 |
Logindo Samudramakmur 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 Logindo Samudramakmur stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Logindo Samudramakmur stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Logindo Samudramakmur stock over time.
Current vs Lagged Prices |
| Timeline |
Logindo Samudramakmur Lagged Returns
When evaluating Logindo Samudramakmur's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Logindo Samudramakmur stock have on its future price. Logindo Samudramakmur 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, Logindo Samudramakmur autocorrelation shows the relationship between Logindo Samudramakmur stock current value and its past values and can show if there is a momentum factor associated with investing in Logindo Samudramakmur Tbk.
Regressed Prices |
| Timeline |
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Complementary Tools for Logindo Stock analysis
When running Logindo Samudramakmur's price analysis, check to measure Logindo Samudramakmur'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 Logindo Samudramakmur is operating at the current time. Most of Logindo Samudramakmur's value examination focuses on studying past and present price action to predict the probability of Logindo Samudramakmur's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Logindo Samudramakmur's price. Additionally, you may evaluate how the addition of Logindo Samudramakmur to your portfolios can decrease your overall portfolio volatility.
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Logindo Samudramakmur 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.