Kokoh Inti (Indonesia) Market Value
| KOIN Stock | IDR 70.00 0.00 0.00% |
| Symbol | Kokoh |
Kokoh 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 Kokoh 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 Kokoh Inti.
| 04/03/2024 |
| 05/03/2024 |
If you would invest 0.00 in Kokoh Inti on April 3, 2024 and sell it all today you would earn a total of 0.00 from holding Kokoh Inti Arebama or generate 0.0% return on investment in Kokoh Inti over 30 days. Kokoh Inti is related to or competes with Bakrie Brothers, Bakrie Sumatera, Bakrieland Development, Energi Mega, and Solusi Bangun. It distributes ceramic products, roof tiles, granites, sanitary ware, paints, gypsum, leak-proof coatings, and instant c... More
Kokoh 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 Kokoh 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 Kokoh Inti Arebama upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 17.03 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 6.67 |
Kokoh Inti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kokoh Inti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kokoh Inti's standard deviation. In reality, there are many statistical measures that can use Kokoh Inti historical prices to predict the future Kokoh Inti's volatility.| Risk Adjusted Performance | (0.001) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.1387 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kokoh 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.
Kokoh Inti Arebama Backtested Returns
Kokoh Inti Arebama has Sharpe Ratio of -0.0457, which conveys that the firm had a -0.0457% return per unit of risk over the last 3 months. Kokoh Inti exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kokoh Inti's Risk Adjusted Performance of (0.001), mean deviation of 1.58, and Standard Deviation of 2.98 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kokoh Inti are expected to decrease at a much lower rate. During the bear market, Kokoh Inti is likely to outperform the market. Kokoh Inti Arebama has an expected return of -0.11%. Please make sure to verify Kokoh Inti Arebama information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and value at risk , to decide if Kokoh Inti Arebama performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Kokoh Inti Arebama has no correlation between past and present. Overlapping area represents the amount of predictability between Kokoh Inti time series from 3rd of April 2024 to 18th of April 2024 and 18th of April 2024 to 3rd 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 Kokoh Inti Arebama price movement. The serial correlation of 0.0 indicates that just 0.0% of current Kokoh Inti price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kokoh Inti Arebama lagged returns against current returns
Autocorrelation, which is Kokoh 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 Kokoh Inti's stock expected returns. We can calculate the autocorrelation of Kokoh Inti returns to help us make a trade decision. For example, suppose you find that Kokoh 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 |
Kokoh 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 Kokoh Inti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kokoh Inti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kokoh Inti stock over time.
Current vs Lagged Prices |
| Timeline |
Kokoh Inti Lagged Returns
When evaluating Kokoh Inti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kokoh Inti stock have on its future price. Kokoh 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, Kokoh Inti autocorrelation shows the relationship between Kokoh Inti stock current value and its past values and can show if there is a momentum factor associated with investing in Kokoh Inti Arebama.
Regressed Prices |
| Timeline |
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Complementary Tools for Kokoh Stock analysis
When running Kokoh Inti's price analysis, check to measure Kokoh 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 Kokoh Inti is operating at the current time. Most of Kokoh Inti's value examination focuses on studying past and present price action to predict the probability of Kokoh 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 Kokoh Inti's price. Additionally, you may evaluate how the addition of Kokoh Inti to your portfolios can decrease your overall portfolio volatility.
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Kokoh 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.