PT Indofood (Indonesia) Market Value
| INDF Stock | IDR 8,350 100.00 1.21% |
| Symbol | INDF |
PT Indofood '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 Indofood'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 Indofood.
| 06/14/2025 |
| 07/14/2025 |
If you would invest 0.00 in PT Indofood on June 14, 2025 and sell it all today you would earn a total of 0.00 from holding PT Indofood Sukses or generate 0.0% return on investment in PT Indofood over 30 days. PT Indofood is related to or competes with Astra International, Unilever Indonesia, Telkom Indonesia, Bank Mandiri, and Perusahaan Gas. PT Indofood Sukses Makmur Tbk produces and sells various food products in Indonesia and internationally More
PT Indofood 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 Indofood'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 Indofood Sukses upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.0331 | |||
| Maximum Drawdown | 10.92 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 4.32 |
PT Indofood Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Indofood's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Indofood's standard deviation. In reality, there are many statistical measures that can use PT Indofood historical prices to predict the future PT Indofood's volatility.| Risk Adjusted Performance | 0.1935 | |||
| Jensen Alpha | 0.2984 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0327 | |||
| Treynor Ratio | 4.7 |
PT Indofood Sukses Backtested Returns
PT Indofood appears to be very steady, given 3 months investment horizon. PT Indofood Sukses retains Efficiency (Sharpe Ratio) of 0.15, which implies the firm had a 0.15 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for PT Indofood, which you can use to evaluate the volatility of the company. Please evaluate PT Indofood's market risk adjusted performance of 4.71, and Standard Deviation of 2.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Indofood holds a performance score of 12. The company owns a Beta (Systematic Risk) of 0.0669, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Indofood's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Indofood is expected to be smaller as well. Please check PT Indofood's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether PT Indofood's current price history will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
PT Indofood Sukses has modest reverse predictability. Overlapping area represents the amount of predictability between PT Indofood time series from 14th of June 2025 to 29th of June 2025 and 29th of June 2025 to 14th 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 Indofood Sukses price movement. The serial correlation of -0.47 indicates that about 47.0% of current PT Indofood price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 13.5 K |
PT Indofood Sukses lagged returns against current returns
Autocorrelation, which is PT Indofood 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 Indofood's stock expected returns. We can calculate the autocorrelation of PT Indofood returns to help us make a trade decision. For example, suppose you find that PT Indofood 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 Indofood 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 Indofood stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Indofood stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Indofood stock over time.
Current vs Lagged Prices |
| Timeline |
PT Indofood Lagged Returns
When evaluating PT Indofood's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Indofood stock have on its future price. PT Indofood 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 Indofood autocorrelation shows the relationship between PT Indofood stock current value and its past values and can show if there is a momentum factor associated with investing in PT Indofood Sukses.
Regressed Prices |
| Timeline |
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PT Indofood financial ratios help investors to determine whether INDF 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 INDF with respect to the benefits of owning PT Indofood security.