PT Indosat (Germany) Market Value
| IDO1 Stock | EUR 0.11 0.01 15.18% |
| Symbol | IDO1 |
PT Indosat '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 Indosat'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 Indosat.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in PT Indosat on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding PT Indosat Tbk or generate 0.0% return on investment in PT Indosat over 90 days. PT Indosat is related to or competes with National Beverage, FIH MOBILE, Maple Leaf, Cal Maine, High Liner, Collins Foods, and Ebro Foods. PT Indosat Tbk, together with its subsidiaries, provides telecommunication services in Indonesia More
PT Indosat 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 Indosat'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 Indosat Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.32 | |||
| Information Ratio | 0.1144 | |||
| Maximum Drawdown | 70.6 | |||
| Value At Risk | (23.08) | |||
| Potential Upside | 31.87 |
PT Indosat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Indosat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Indosat's standard deviation. In reality, there are many statistical measures that can use PT Indosat historical prices to predict the future PT Indosat's volatility.| Risk Adjusted Performance | 0.127 | |||
| Jensen Alpha | 2.01 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.1332 | |||
| Treynor Ratio | (0.39) |
PT Indosat Tbk Backtested Returns
PT Indosat is out of control given 3 months investment horizon. PT Indosat Tbk retains Efficiency (Sharpe Ratio) of 0.12, which implies the firm had a 0.12 % return per unit of price deviation over the last 3 months. We were able to break down and interpolate data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.51% are justified by taking the suggested risk. Use PT Indosat Tbk market risk adjusted performance of (0.38), and Standard Deviation of 12.01 to evaluate company specific risk that cannot be diversified away. PT Indosat holds a performance score of 9 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -3.84, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PT Indosat are expected to decrease by larger amounts. On the other hand, during market turmoil, PT Indosat is expected to outperform it. Use PT Indosat Tbk mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to analyze future returns on PT Indosat Tbk.
Auto-correlation | 0.16 |
Very weak predictability
PT Indosat Tbk has very weak predictability. Overlapping area represents the amount of predictability between PT Indosat time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Indosat Tbk price movement. The serial correlation of 0.16 indicates that over 16.0% of current PT Indosat price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Indosat Tbk lagged returns against current returns
Autocorrelation, which is PT Indosat 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 Indosat's stock expected returns. We can calculate the autocorrelation of PT Indosat returns to help us make a trade decision. For example, suppose you find that PT Indosat 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 Indosat 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 Indosat stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Indosat stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Indosat stock over time.
Current vs Lagged Prices |
| Timeline |
PT Indosat Lagged Returns
When evaluating PT Indosat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Indosat stock have on its future price. PT Indosat 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 Indosat autocorrelation shows the relationship between PT Indosat stock current value and its past values and can show if there is a momentum factor associated with investing in PT Indosat Tbk.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IDO1 Stock
PT Indosat financial ratios help investors to determine whether IDO1 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 IDO1 with respect to the benefits of owning PT Indosat security.