Pembangunan Graha (Indonesia) Market Value
| PGLI Stock | IDR 129.00 10.00 8.40% |
| Symbol | Pembangunan |
Pembangunan Graha '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 Pembangunan Graha'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 Pembangunan Graha.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Pembangunan Graha on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Pembangunan Graha Lestari or generate 0.0% return on investment in Pembangunan Graha over 720 days. Pembangunan Graha is related to or competes with Lautan Luas, Modern Internasional, and Mustika Ratu. More
Pembangunan Graha 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 Pembangunan Graha'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 Pembangunan Graha Lestari upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 22.8 | |||
| Value At Risk | (5.44) | |||
| Potential Upside | 4.23 |
Pembangunan Graha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pembangunan Graha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pembangunan Graha's standard deviation. In reality, there are many statistical measures that can use Pembangunan Graha historical prices to predict the future Pembangunan Graha's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (0.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pembangunan Graha'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.
Pembangunan Graha Lestari Backtested Returns
Pembangunan Graha Lestari maintains Sharpe Ratio (i.e., Efficiency) of -0.0444, which implies the firm had a -0.0444% return per unit of risk over the last 3 months. Pembangunan Graha Lestari exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pembangunan Graha's Variance of 11.78, risk adjusted performance of (0.01), and Coefficient Of Variation of (3,563) to confirm the risk estimate we provide. The company holds a Beta of 0.27, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pembangunan Graha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pembangunan Graha is expected to be smaller as well. Pembangunan Graha Lestari has an expected return of -0.15%. Please make sure to check Pembangunan Graha Lestari value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Pembangunan Graha Lestari performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.44 |
Modest reverse predictability
Pembangunan Graha Lestari has modest reverse predictability. Overlapping area represents the amount of predictability between Pembangunan Graha time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 to 24th of April 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 Pembangunan Graha Lestari price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Pembangunan Graha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 1270.33 |
Pembangunan Graha Lestari lagged returns against current returns
Autocorrelation, which is Pembangunan Graha 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 Pembangunan Graha's stock expected returns. We can calculate the autocorrelation of Pembangunan Graha returns to help us make a trade decision. For example, suppose you find that Pembangunan Graha 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 |
Pembangunan Graha 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 Pembangunan Graha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pembangunan Graha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pembangunan Graha stock over time.
Current vs Lagged Prices |
| Timeline |
Pembangunan Graha Lagged Returns
When evaluating Pembangunan Graha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pembangunan Graha stock have on its future price. Pembangunan Graha 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, Pembangunan Graha autocorrelation shows the relationship between Pembangunan Graha stock current value and its past values and can show if there is a momentum factor associated with investing in Pembangunan Graha Lestari.
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 Pembangunan Graha 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, Pembangunan Graha's short interest history, or implied volatility extrapolated from Pembangunan Graha options trading.
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Check out Pembangunan Graha Correlation, Pembangunan Graha Volatility and Pembangunan Graha Alpha and Beta module to complement your research on Pembangunan Graha. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Pembangunan Stock analysis
When running Pembangunan Graha's price analysis, check to measure Pembangunan Graha'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 Pembangunan Graha is operating at the current time. Most of Pembangunan Graha's value examination focuses on studying past and present price action to predict the probability of Pembangunan Graha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pembangunan Graha's price. Additionally, you may evaluate how the addition of Pembangunan Graha to your portfolios can decrease your overall portfolio volatility.
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Pembangunan Graha 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.