Siwani Makmur (Indonesia) Market Value
SIMA Stock | IDR 50.00 0.00 0.00% |
Symbol | Siwani |
Siwani Makmur '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 Siwani Makmur'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 Siwani Makmur.
04/04/2023 |
| 03/29/2024 |
If you would invest 0.00 in Siwani Makmur on April 4, 2023 and sell it all today you would earn a total of 0.00 from holding Siwani Makmur Tbk or generate 0.0% return on investment in Siwani Makmur over 360 days. Siwani Makmur is related to or competes with HK Metals, Trinitan Metals, Indo Acidatama, Cisarua Mountain, and PT Data. More
Siwani Makmur 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 Siwani Makmur'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 Siwani Makmur Tbk upside and downside potential and time the market with a certain degree of confidence.
Siwani Makmur Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siwani Makmur's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siwani Makmur's standard deviation. In reality, there are many statistical measures that can use Siwani Makmur historical prices to predict the future Siwani Makmur's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Siwani Makmur'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.
Siwani Makmur Tbk Backtested Returns
We have found three technical indicators for Siwani Makmur Tbk, which you can use to evaluate the volatility of the company. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Siwani Makmur are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Siwani Makmur Tbk has no correlation between past and present. Overlapping area represents the amount of predictability between Siwani Makmur time series from 4th of April 2023 to 1st of October 2023 and 1st of October 2023 to 29th of March 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 Siwani Makmur Tbk price movement. The serial correlation of 0.0 indicates that just 0.0% of current Siwani Makmur price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.0 | |
Spearman Rank Test | 1.0 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Siwani Makmur Tbk lagged returns against current returns
Autocorrelation, which is Siwani Makmur 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 Siwani Makmur's stock expected returns. We can calculate the autocorrelation of Siwani Makmur returns to help us make a trade decision. For example, suppose you find that Siwani Makmur 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 |
Siwani Makmur 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 Siwani Makmur stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siwani Makmur stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siwani Makmur stock over time.
Current vs Lagged Prices |
Timeline |
Siwani Makmur Lagged Returns
When evaluating Siwani Makmur's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siwani Makmur stock have on its future price. Siwani Makmur 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, Siwani Makmur autocorrelation shows the relationship between Siwani Makmur stock current value and its past values and can show if there is a momentum factor associated with investing in Siwani Makmur 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 Siwani Makmur 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, Siwani Makmur's short interest history, or implied volatility extrapolated from Siwani Makmur options trading.
Currently Active Assets on Macroaxis
Check out Siwani Makmur Correlation, Siwani Makmur Volatility and Siwani Makmur Alpha and Beta module to complement your research on Siwani Makmur. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Complementary Tools for Siwani Stock analysis
When running Siwani Makmur's price analysis, check to measure Siwani Makmur'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 Siwani Makmur is operating at the current time. Most of Siwani Makmur's value examination focuses on studying past and present price action to predict the probability of Siwani Makmur's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siwani Makmur's price. Additionally, you may evaluate how the addition of Siwani Makmur to your portfolios can decrease your overall portfolio volatility.
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Siwani Makmur 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.