PT Net (Indonesia) Market Value
| NETV Stock | 144.00 1.00 0.70% |
| Symbol | NETV |
PT Net '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 Net'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 Net.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in PT Net on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding PT Net Visi or generate 0.0% return on investment in PT Net over 90 days. PT Net is related to or competes with Adaro Minerals, Dayamitra Telekomunikasi, MNC Studios, MNC Vision, and Prima Andalan. More
PT Net 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 Net'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 Net Visi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 14.85 | |||
| Value At Risk | (4.07) | |||
| Potential Upside | 4.17 |
PT Net Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Net's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Net's standard deviation. In reality, there are many statistical measures that can use PT Net historical prices to predict the future PT Net's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | (1.25) | |||
| Treynor Ratio | 0.8085 |
PT Net Visi Backtested Returns
PT Net Visi retains Efficiency (Sharpe Ratio) of -0.19, which implies the firm had a -0.19 % return per unit of price deviation over the last 3 months. PT Net exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PT Net's market risk adjusted performance of 0.8185, and Information Ratio of (0.26) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.7, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PT Net are expected to decrease at a much lower rate. During the bear market, PT Net is likely to outperform the market. At this point, PT Net Visi has a negative expected return of -0.56%. Please make sure to check PT Net's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if PT Net Visi performance from the past will be repeated at some future date.
Auto-correlation | 0.25 |
Poor predictability
PT Net Visi has poor predictability. Overlapping area represents the amount of predictability between PT Net time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Net Visi price movement. The serial correlation of 0.25 indicates that over 25.0% of current PT Net price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 39.71 |
PT Net Visi lagged returns against current returns
Autocorrelation, which is PT Net 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 Net's stock expected returns. We can calculate the autocorrelation of PT Net returns to help us make a trade decision. For example, suppose you find that PT Net 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 Net 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 Net stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Net stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Net stock over time.
Current vs Lagged Prices |
| Timeline |
PT Net Lagged Returns
When evaluating PT Net's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Net stock have on its future price. PT Net 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 Net autocorrelation shows the relationship between PT Net stock current value and its past values and can show if there is a momentum factor associated with investing in PT Net Visi.
Regressed Prices |
| Timeline |
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PT Net financial ratios help investors to determine whether NETV 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 NETV with respect to the benefits of owning PT Net security.