PT Astra's market value is the price at which a share of PT Astra trades on a public exchange. It measures the collective expectations of PT Astra International investors about its performance. PT Astra is trading at 0.31 as of the 26th of July 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.31. With this module, you can estimate the performance of a buy and hold strategy of PT Astra International and determine expected loss or profit from investing in PT Astra over a given investment horizon. Check out PT Astra Correlation, PT Astra Volatility and PT Astra Alpha and Beta module to complement your research on PT Astra.
Please note, there is a significant difference between PT Astra's value and its price as these two are different measures arrived at by different means. Investors typically determine if PT Astra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PT Astra'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.
PT Astra '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 PT Astra's pink sheet 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 PT Astra.
0.00
04/27/2025
No Change 0.00
0.0
In 3 months and 1 day
07/26/2025
0.00
If you would invest 0.00 in PT Astra on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding PT Astra International or generate 0.0% return on investment in PT Astra over 90 days. PT Astra is related to or competes with Allison Transmission, Luminar Technologies, Quantumscape Corp, Lear, BorgWarner, Autoliv, and Fox Factory. PT Astra International Tbk, together with its subsidiaries, operates in the automotive, financial services, heavy equipm... More
PT Astra 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 PT Astra's pink sheet 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 PT Astra International upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Astra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Astra's standard deviation. In reality, there are many statistical measures that can use PT Astra historical prices to predict the future PT Astra's volatility.
At this point, PT Astra is abnormally volatile. PT Astra International retains Efficiency (Sharpe Ratio) of 0.1, which implies the firm had a 0.1 % return per unit of price deviation over the last 3 months. We have found seventeen technical indicators for PT Astra, which you can use to evaluate the volatility of the company. Please check PT Astra's market risk adjusted performance of 0.2666, and Information Ratio of (0.02) to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. PT Astra has a performance score of 8 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Astra's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Astra is expected to be smaller as well. PT Astra International at this moment owns a risk of 1.75%. Please check PT Astra International coefficient of variation and the relationship between the information ratio and day median price , to decide if PT Astra International will be following its current price history.
Auto-correlation
0.43
Average predictability
PT Astra International has average predictability. Overlapping area represents the amount of predictability between PT Astra time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PT Astra International price movement. The serial correlation of 0.43 indicates that just about 43.0% of current PT Astra price fluctuation can be explain by its past prices.
Correlation Coefficient
0.43
Spearman Rank Test
0.93
Residual Average
0.0
Price Variance
0.0
PT Astra International lagged returns against current returns
Autocorrelation, which is PT Astra pink sheet'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 PT Astra's pink sheet expected returns. We can calculate the autocorrelation of PT Astra returns to help us make a trade decision. For example, suppose you find that PT Astra has exhibited high autocorrelation historically, and you observe that the pink sheet 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
PT Astra 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 PT Astra pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Astra pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Astra pink sheet over time.
Current vs Lagged Prices
Timeline
PT Astra Lagged Returns
When evaluating PT Astra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Astra pink sheet have on its future price. PT Astra 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, PT Astra autocorrelation shows the relationship between PT Astra pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PT Astra International.
Other Information on Investing in PTAIF Pink Sheet
PT Astra financial ratios help investors to determine whether PTAIF Pink Sheet 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 PTAIF with respect to the benefits of owning PT Astra security.