Tempo Inti (Indonesia) Market Value
| TMPO Stock | IDR 65.00 1.00 1.56% |
| Symbol | Tempo |
Tempo Inti '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 Tempo Inti'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 Tempo Inti.
| 02/28/2024 |
| 05/28/2024 |
If you would invest 0.00 in Tempo Inti on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Tempo Inti Media or generate 0.0% return on investment in Tempo Inti over 90 days. Tempo Inti is related to or competes with Astra International, Bank Rakyat, Bank Mandiri, Bank Central, and Perusahaan Gas. PT Tempo Inti Media Tbk, together with its subsidiaries, engages in the publishing business in Indonesia More
Tempo Inti 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 Tempo Inti'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 Tempo Inti Media upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 26.61 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 6.67 |
Tempo Inti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tempo Inti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tempo Inti's standard deviation. In reality, there are many statistical measures that can use Tempo Inti historical prices to predict the future Tempo Inti's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | 3.56 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tempo Inti'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.
Tempo Inti Media Backtested Returns
Tempo Inti Media owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14% return per unit of risk over the last 3 months. Tempo Inti Media exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tempo Inti's Risk Adjusted Performance of (0.05), variance of 14.55, and Coefficient Of Variation of (1,036) to confirm the risk estimate we provide. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tempo Inti are expected to decrease at a much lower rate. During the bear market, Tempo Inti is likely to outperform the market. Tempo Inti Media has an expected return of -0.5%. Please make sure to validate Tempo Inti value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Tempo Inti Media performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.45 |
Average predictability
Tempo Inti Media has average predictability. Overlapping area represents the amount of predictability between Tempo Inti time series from 28th of February 2024 to 13th of April 2024 and 13th of April 2024 to 28th of May 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 Tempo Inti Media price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Tempo Inti price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 11.78 |
Tempo Inti Media lagged returns against current returns
Autocorrelation, which is Tempo Inti 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 Tempo Inti's stock expected returns. We can calculate the autocorrelation of Tempo Inti returns to help us make a trade decision. For example, suppose you find that Tempo Inti 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 |
Tempo Inti 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 Tempo Inti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tempo Inti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tempo Inti stock over time.
Current vs Lagged Prices |
| Timeline |
Tempo Inti Lagged Returns
When evaluating Tempo Inti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tempo Inti stock have on its future price. Tempo Inti 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, Tempo Inti autocorrelation shows the relationship between Tempo Inti stock current value and its past values and can show if there is a momentum factor associated with investing in Tempo Inti Media.
Regressed Prices |
| Timeline |
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Check out Tempo Inti Correlation, Tempo Inti Volatility and Tempo Inti Alpha and Beta module to complement your research on Tempo Inti. 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 Tempo Stock analysis
When running Tempo Inti's price analysis, check to measure Tempo Inti'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 Tempo Inti is operating at the current time. Most of Tempo Inti's value examination focuses on studying past and present price action to predict the probability of Tempo Inti's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tempo Inti's price. Additionally, you may evaluate how the addition of Tempo Inti to your portfolios can decrease your overall portfolio volatility.
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Tempo Inti 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.