DMS Propertindo (Indonesia) Market Value
| KOTA Stock | 7.00 1.00 12.50% |
| Symbol | DMS |
DMS Propertindo '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 DMS Propertindo'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 DMS Propertindo.
| 03/06/2024 |
| 05/05/2024 |
If you would invest 0.00 in DMS Propertindo on March 6, 2024 and sell it all today you would earn a total of 0.00 from holding DMS Propertindo Tbk or generate 0.0% return on investment in DMS Propertindo over 60 days. DMS Propertindo is related to or competes with Perintis Triniti, Satria Mega, Sunindo AdipersadaTbk, Jaya Sukses, and Pt Pradiksi. More
DMS Propertindo 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 DMS Propertindo'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 DMS Propertindo Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.70) | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (10.00) |
DMS Propertindo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DMS Propertindo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DMS Propertindo's standard deviation. In reality, there are many statistical measures that can use DMS Propertindo historical prices to predict the future DMS Propertindo's volatility.| Risk Adjusted Performance | (0.42) | |||
| Jensen Alpha | (2.94) | |||
| Total Risk Alpha | (3.31) | |||
| Treynor Ratio | (2.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DMS Propertindo'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.
DMS Propertindo Tbk Backtested Returns
DMS Propertindo Tbk secures Sharpe Ratio (or Efficiency) of -0.81, which denotes the company had a -0.81% return per unit of volatility over the last 3 months. DMS Propertindo Tbk exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DMS Propertindo's Mean Deviation of 3.79, standard deviation of 4.17, and Market Risk Adjusted Performance of (2.29) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.24, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, DMS Propertindo will likely underperform. DMS Propertindo Tbk has an expected return of -3.54%. Please make sure to confirm DMS Propertindo Tbk value at risk, kurtosis, rate of daily change, as well as the relationship between the skewness and daily balance of power , to decide if DMS Propertindo Tbk performance from the past will be repeated at future time.
Auto-correlation | 0.70 |
Good predictability
DMS Propertindo Tbk has good predictability. Overlapping area represents the amount of predictability between DMS Propertindo time series from 6th of March 2024 to 5th of April 2024 and 5th of April 2024 to 5th 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 DMS Propertindo Tbk price movement. The serial correlation of 0.7 indicates that around 70.0% of current DMS Propertindo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 20.73 |
DMS Propertindo Tbk lagged returns against current returns
Autocorrelation, which is DMS Propertindo 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 DMS Propertindo's stock expected returns. We can calculate the autocorrelation of DMS Propertindo returns to help us make a trade decision. For example, suppose you find that DMS Propertindo 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 |
DMS Propertindo 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 DMS Propertindo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DMS Propertindo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DMS Propertindo stock over time.
Current vs Lagged Prices |
| Timeline |
DMS Propertindo Lagged Returns
When evaluating DMS Propertindo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DMS Propertindo stock have on its future price. DMS Propertindo 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, DMS Propertindo autocorrelation shows the relationship between DMS Propertindo stock current value and its past values and can show if there is a momentum factor associated with investing in DMS Propertindo Tbk.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards DMS Propertindo in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, DMS Propertindo's short interest history, or implied volatility extrapolated from DMS Propertindo options trading.
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Complementary Tools for DMS Stock analysis
When running DMS Propertindo's price analysis, check to measure DMS Propertindo'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 DMS Propertindo is operating at the current time. Most of DMS Propertindo's value examination focuses on studying past and present price action to predict the probability of DMS Propertindo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DMS Propertindo's price. Additionally, you may evaluate how the addition of DMS Propertindo to your portfolios can decrease your overall portfolio volatility.
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DMS Propertindo 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.