PT Adaro (Germany) Market Value
| A64 Stock | EUR 0.09 0.0005 0.55% |
| Symbol | A64 |
PT Adaro '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 PT Adaro'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 PT Adaro.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in PT Adaro on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding PT Adaro Energy or generate 0.0% return on investment in PT Adaro over 90 days. PT Adaro is related to or competes with Iridium Communications, Spirent Communications, Yokohama Rubber, Ribbon Communications, Singapore Telecommunicatio, Goodyear Tire, and Mobilezone Holding. PT Adaro Energy Tbk, together with its subsidiaries, engages in trading, hauling, services, industry, workshop, mining, ... More
PT Adaro 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 PT Adaro'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 PT Adaro Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.95 | |||
| Information Ratio | 0.0367 | |||
| Maximum Drawdown | 32.29 | |||
| Value At Risk | (10.91) | |||
| Potential Upside | 15.4 |
PT Adaro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Adaro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Adaro's standard deviation. In reality, there are many statistical measures that can use PT Adaro historical prices to predict the future PT Adaro's volatility.| Risk Adjusted Performance | 0.0641 | |||
| Jensen Alpha | 0.3974 | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | 0.0392 | |||
| Treynor Ratio | (1.77) |
PT Adaro Energy Backtested Returns
At this point, PT Adaro is out of control. PT Adaro Energy retains Efficiency (Sharpe Ratio) of 0.0228, which implies the firm had a 0.0228 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for PT Adaro, which you can use to evaluate the volatility of the company. Please check PT Adaro's standard deviation of 6.36, and Market Risk Adjusted Performance of (1.76) to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. PT Adaro has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PT Adaro are expected to decrease at a much lower rate. During the bear market, PT Adaro is likely to outperform the market. PT Adaro Energy at this moment owns a risk of 6.06%. Please check PT Adaro Energy semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if PT Adaro Energy will be following its current price history.
Auto-correlation | -0.3 |
Weak reverse predictability
PT Adaro Energy has weak reverse predictability. Overlapping area represents the amount of predictability between PT Adaro time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PT Adaro Energy price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current PT Adaro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Adaro Energy lagged returns against current returns
Autocorrelation, which is PT Adaro 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 PT Adaro's stock expected returns. We can calculate the autocorrelation of PT Adaro returns to help us make a trade decision. For example, suppose you find that PT Adaro 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 |
PT Adaro 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 PT Adaro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Adaro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Adaro stock over time.
Current vs Lagged Prices |
| Timeline |
PT Adaro Lagged Returns
When evaluating PT Adaro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Adaro stock have on its future price. PT Adaro 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, PT Adaro autocorrelation shows the relationship between PT Adaro stock current value and its past values and can show if there is a momentum factor associated with investing in PT Adaro Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in A64 Stock
PT Adaro financial ratios help investors to determine whether A64 Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in A64 with respect to the benefits of owning PT Adaro security.