Lippo Cikarang (Indonesia) Market Value
| LPCK Stock | IDR 620.00 10.00 1.64% |
| Symbol | Lippo |
Lippo Cikarang '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 Lippo Cikarang'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 Lippo Cikarang.
| 04/05/2024 |
| 05/05/2024 |
If you would invest 0.00 in Lippo Cikarang on April 5, 2024 and sell it all today you would earn a total of 0.00 from holding Lippo Cikarang Tbk or generate 0.0% return on investment in Lippo Cikarang over 30 days. Lippo Cikarang is related to or competes with Metropolitan Land, Bekasi Fajar, Greenwood Sejahtera, Metropolitan Kentjana, and Aksara Global. PT Lippo Cikarang Tbk, together with its subsidiaries, engages in the development of real estate and industrial estate p... More
Lippo Cikarang 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 Lippo Cikarang'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 Lippo Cikarang Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.59 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 3.45 |
Lippo Cikarang Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lippo Cikarang's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lippo Cikarang's standard deviation. In reality, there are many statistical measures that can use Lippo Cikarang historical prices to predict the future Lippo Cikarang's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | 0.1215 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lippo Cikarang'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.
Lippo Cikarang Tbk Backtested Returns
Lippo Cikarang Tbk has Sharpe Ratio of -0.0432, which conveys that the firm had a -0.0432% return per unit of risk over the last 3 months. Lippo Cikarang exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lippo Cikarang's Standard Deviation of 2.06, risk adjusted performance of (0.03), and Mean Deviation of 1.52 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.97, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Lippo Cikarang are expected to decrease slowly. On the other hand, during market turmoil, Lippo Cikarang is expected to outperform it slightly. Lippo Cikarang Tbk has an expected return of -0.0948%. Please make sure to verify Lippo Cikarang Tbk maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Lippo Cikarang Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Lippo Cikarang Tbk has poor reverse predictability. Overlapping area represents the amount of predictability between Lippo Cikarang time series from 5th of April 2024 to 20th of April 2024 and 20th of April 2024 to 5th 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 Lippo Cikarang Tbk price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Lippo Cikarang price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 300.0 |
Lippo Cikarang Tbk lagged returns against current returns
Autocorrelation, which is Lippo Cikarang 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 Lippo Cikarang's stock expected returns. We can calculate the autocorrelation of Lippo Cikarang returns to help us make a trade decision. For example, suppose you find that Lippo Cikarang 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 |
Lippo Cikarang 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 Lippo Cikarang stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lippo Cikarang stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lippo Cikarang stock over time.
Current vs Lagged Prices |
| Timeline |
Lippo Cikarang Lagged Returns
When evaluating Lippo Cikarang's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lippo Cikarang stock have on its future price. Lippo Cikarang 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, Lippo Cikarang autocorrelation shows the relationship between Lippo Cikarang stock current value and its past values and can show if there is a momentum factor associated with investing in Lippo Cikarang 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 Lippo Cikarang 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, Lippo Cikarang's short interest history, or implied volatility extrapolated from Lippo Cikarang options trading.
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Complementary Tools for Lippo Stock analysis
When running Lippo Cikarang's price analysis, check to measure Lippo Cikarang'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 Lippo Cikarang is operating at the current time. Most of Lippo Cikarang's value examination focuses on studying past and present price action to predict the probability of Lippo Cikarang's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lippo Cikarang's price. Additionally, you may evaluate how the addition of Lippo Cikarang to your portfolios can decrease your overall portfolio volatility.
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Lippo Cikarang 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.