Hotel Sahid (Indonesia) Market Value
| SHID Stock | IDR 860.00 170.00 24.64% |
| Symbol | Hotel |
Hotel Sahid '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 Hotel Sahid'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 Hotel Sahid.
| 04/06/2025 |
| 07/05/2025 |
If you would invest 0.00 in Hotel Sahid on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding Hotel Sahid Jaya or generate 0.0% return on investment in Hotel Sahid over 90 days. Hotel Sahid is related to or competes with Indosterling Technomedia, Jakarta Int, Capital Financial, Inocycle Technology, Krakatau Steel, PT DFI, and Grand Kartech. PT Hotel Sahid Jaya International Tbk engages in the hotel and accommodation businesses in Indonesia More
Hotel Sahid 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 Hotel Sahid'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 Hotel Sahid Jaya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.61 | |||
| Information Ratio | 0.0272 | |||
| Maximum Drawdown | 20.52 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.36 |
Hotel Sahid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hotel Sahid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hotel Sahid's standard deviation. In reality, there are many statistical measures that can use Hotel Sahid historical prices to predict the future Hotel Sahid's volatility.| Risk Adjusted Performance | 0.0951 | |||
| Jensen Alpha | 0.235 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0423 | |||
| Treynor Ratio | (0.94) |
Hotel Sahid Jaya Backtested Returns
Hotel Sahid appears to be very steady, given 3 months investment horizon. Hotel Sahid Jaya holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. By evaluating Hotel Sahid's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please utilize Hotel Sahid's Downside Deviation of 2.61, risk adjusted performance of 0.0951, and Market Risk Adjusted Performance of (0.93) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hotel Sahid holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of -0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hotel Sahid are expected to decrease at a much lower rate. During the bear market, Hotel Sahid is likely to outperform the market. Please check Hotel Sahid's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Hotel Sahid's current trending patterns will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
Hotel Sahid Jaya has very weak reverse predictability. Overlapping area represents the amount of predictability between Hotel Sahid time series from 6th of April 2025 to 21st of May 2025 and 21st of May 2025 to 5th 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 Hotel Sahid Jaya price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Hotel Sahid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 1298.98 |
Hotel Sahid Jaya lagged returns against current returns
Autocorrelation, which is Hotel Sahid 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 Hotel Sahid's stock expected returns. We can calculate the autocorrelation of Hotel Sahid returns to help us make a trade decision. For example, suppose you find that Hotel Sahid 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 |
Hotel Sahid 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 Hotel Sahid stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hotel Sahid stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hotel Sahid stock over time.
Current vs Lagged Prices |
| Timeline |
Hotel Sahid Lagged Returns
When evaluating Hotel Sahid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hotel Sahid stock have on its future price. Hotel Sahid 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, Hotel Sahid autocorrelation shows the relationship between Hotel Sahid stock current value and its past values and can show if there is a momentum factor associated with investing in Hotel Sahid Jaya.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Hotel Stock
Hotel Sahid financial ratios help investors to determine whether Hotel 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 Hotel with respect to the benefits of owning Hotel Sahid security.