Sumber Energi (Indonesia) Market Value
| ITMA Stock | IDR 780.00 10.00 1.30% |
| Symbol | Sumber |
Sumber Energi '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 Sumber Energi'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 Sumber Energi.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Sumber Energi on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Sumber Energi Andalan or generate 0.0% return on investment in Sumber Energi over 90 days. Sumber Energi is related to or competes with Bakrieland Development, Bakrie Sumatera, Energi Mega, Darma Henwa, and Bumi Resources. More
Sumber Energi 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 Sumber Energi'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 Sumber Energi Andalan upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 19.74 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.7 |
Sumber Energi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumber Energi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumber Energi's standard deviation. In reality, there are many statistical measures that can use Sumber Energi historical prices to predict the future Sumber Energi's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | 0.1839 |
Sumber Energi Andalan Backtested Returns
Sumber Energi Andalan owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0396, which indicates the firm had a -0.0396 % return per unit of risk over the last 3 months. Sumber Energi Andalan exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sumber Energi's Coefficient Of Variation of (4,093), variance of 11.52, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of -0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sumber Energi are expected to decrease at a much lower rate. During the bear market, Sumber Energi is likely to outperform the market. At this point, Sumber Energi Andalan has a negative expected return of -0.13%. Please make sure to validate Sumber Energi's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Sumber Energi Andalan performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.69 |
Good predictability
Sumber Energi Andalan has good predictability. Overlapping area represents the amount of predictability between Sumber Energi time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Sumber Energi Andalan price movement. The serial correlation of 0.69 indicates that around 69.0% of current Sumber Energi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 2276.75 |
Sumber Energi Andalan lagged returns against current returns
Autocorrelation, which is Sumber Energi 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 Sumber Energi's stock expected returns. We can calculate the autocorrelation of Sumber Energi returns to help us make a trade decision. For example, suppose you find that Sumber Energi 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 |
Sumber Energi 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 Sumber Energi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sumber Energi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sumber Energi stock over time.
Current vs Lagged Prices |
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Sumber Energi Lagged Returns
When evaluating Sumber Energi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sumber Energi stock have on its future price. Sumber Energi 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, Sumber Energi autocorrelation shows the relationship between Sumber Energi stock current value and its past values and can show if there is a momentum factor associated with investing in Sumber Energi Andalan.
Regressed Prices |
| Timeline |
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Sumber Energi financial ratios help investors to determine whether Sumber 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 Sumber with respect to the benefits of owning Sumber Energi security.