Visi Media (Indonesia) Market Value
| VIVA Stock | IDR 13.00 1.00 7.14% |
| Symbol | Visi |
Visi Media '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 Visi Media'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 Visi Media.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Visi Media on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Visi Media Asia or generate 0.0% return on investment in Visi Media over 30 days. Visi Media is related to or competes with Akr Corporindo, Ciputra Development, and Lippo Karawaci. More
Visi Media 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 Visi Media'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 Visi Media Asia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.55) | |||
| Maximum Drawdown | 10.0 | |||
| Value At Risk | (9.68) |
Visi Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Visi Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Visi Media's standard deviation. In reality, there are many statistical measures that can use Visi Media historical prices to predict the future Visi Media's volatility.| Risk Adjusted Performance | (0.32) | |||
| Jensen Alpha | (1.96) | |||
| Total Risk Alpha | (2.34) | |||
| Treynor Ratio | (1.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Visi Media'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.
Visi Media Asia Backtested Returns
Visi Media Asia owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.65, which indicates the firm had a -0.65% return per unit of risk over the last 3 months. Visi Media Asia exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Visi Media's Coefficient Of Variation of (189.72), risk adjusted performance of (0.32), and Variance of 12.27 to confirm the risk estimate we provide. The entity has a beta of 1.19, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Visi Media will likely underperform. Visi Media Asia has an expected return of -2.48%. Please make sure to validate Visi Media daily balance of power, day median price, and the relationship between the kurtosis and rate of daily change , to decide if Visi Media Asia performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Visi Media Asia has perfect predictability. Overlapping area represents the amount of predictability between Visi Media time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Visi Media Asia price movement. The serial correlation of 1.0 indicates that 100.0% of current Visi Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 4.98 |
Visi Media Asia lagged returns against current returns
Autocorrelation, which is Visi Media 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 Visi Media's stock expected returns. We can calculate the autocorrelation of Visi Media returns to help us make a trade decision. For example, suppose you find that Visi Media 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 |
Visi Media 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 Visi Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Visi Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Visi Media stock over time.
Current vs Lagged Prices |
| Timeline |
Visi Media Lagged Returns
When evaluating Visi Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Visi Media stock have on its future price. Visi Media 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, Visi Media autocorrelation shows the relationship between Visi Media stock current value and its past values and can show if there is a momentum factor associated with investing in Visi Media Asia.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Visi Media Correlation, Visi Media Volatility and Visi Media Alpha and Beta module to complement your research on Visi Media. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Visi Stock analysis
When running Visi Media's price analysis, check to measure Visi Media'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 Visi Media is operating at the current time. Most of Visi Media's value examination focuses on studying past and present price action to predict the probability of Visi Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Visi Media's price. Additionally, you may evaluate how the addition of Visi Media to your portfolios can decrease your overall portfolio volatility.
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Visi Media 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.