Telkom Indonesia Tbk Stock Market Value
| TLK Stock | USD 15.81 0.38 2.35% |
| Symbol | Telkom |
Telkom Indonesia Tbk Price To Book Ratio
Is Diversified Telecommunication Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Telkom Indonesia. If investors know Telkom will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Telkom Indonesia listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.12) | Dividend Share 178.504 | Earnings Share 1.44 | Revenue Per Share 75.8 K | Quarterly Revenue Growth (0.02) |
The market value of Telkom Indonesia Tbk is measured differently than its book value, which is the value of Telkom that is recorded on the company's balance sheet. Investors also form their own opinion of Telkom Indonesia's value that differs from its market value or its book value, called intrinsic value, which is Telkom Indonesia's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Telkom Indonesia's market value can be influenced by many factors that don't directly affect Telkom Indonesia's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Telkom Indonesia's value and its price as these two are different measures arrived at by different means. Investors typically determine if Telkom Indonesia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Telkom Indonesia'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.
Telkom Indonesia '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 Telkom Indonesia'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 Telkom Indonesia.
| 10/16/2024 |
| 11/15/2024 |
If you would invest 0.00 in Telkom Indonesia on October 16, 2024 and sell it all today you would earn a total of 0.00 from holding Telkom Indonesia Tbk or generate 0.0% return on investment in Telkom Indonesia over 30 days. Telkom Indonesia is related to or competes with Liberty Broadband, Cable One, Liberty Broadband, Liberty Global, SK Telecom, KT, and TIM Participacoes. Perusahaan Perseroan PT Telekomunikasi Indonesia Tbk provides telecommunications, informatics, and network services worl... More
Telkom Indonesia 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 Telkom Indonesia'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 Telkom Indonesia Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 6.73 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 2.13 |
Telkom Indonesia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telkom Indonesia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telkom Indonesia's standard deviation. In reality, there are many statistical measures that can use Telkom Indonesia historical prices to predict the future Telkom Indonesia's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.62) |
Telkom Indonesia Tbk Backtested Returns
Telkom Indonesia Tbk owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the firm had a -0.2% return per unit of risk over the last 3 months. Telkom Indonesia Tbk exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Telkom Indonesia's Coefficient Of Variation of (720.72), risk adjusted performance of (0.10), and Variance of 2.26 to confirm the risk estimate we provide. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Telkom Indonesia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telkom Indonesia is expected to be smaller as well. At this point, Telkom Indonesia Tbk has a negative expected return of -0.3%. Please make sure to validate Telkom Indonesia's jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Telkom Indonesia Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.83 |
Very good predictability
Telkom Indonesia Tbk has very good predictability. Overlapping area represents the amount of predictability between Telkom Indonesia time series from 16th of October 2024 to 31st of October 2024 and 31st of October 2024 to 15th of November 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 Telkom Indonesia Tbk price movement. The serial correlation of 0.83 indicates that around 83.0% of current Telkom Indonesia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Telkom Indonesia Tbk lagged returns against current returns
Autocorrelation, which is Telkom Indonesia 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 Telkom Indonesia's stock expected returns. We can calculate the autocorrelation of Telkom Indonesia returns to help us make a trade decision. For example, suppose you find that Telkom Indonesia 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 |
Telkom Indonesia 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 Telkom Indonesia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telkom Indonesia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telkom Indonesia stock over time.
Current vs Lagged Prices |
| Timeline |
Telkom Indonesia Lagged Returns
When evaluating Telkom Indonesia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telkom Indonesia stock have on its future price. Telkom Indonesia 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, Telkom Indonesia autocorrelation shows the relationship between Telkom Indonesia stock current value and its past values and can show if there is a momentum factor associated with investing in Telkom Indonesia Tbk.
Regressed Prices |
| Timeline |
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Telkom Indonesia 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.