Golden Flower (Indonesia) Market Value
| POLU Stock | 550.00 45.00 8.91% |
| Symbol | Golden |
Golden Flower '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 Golden Flower'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 Golden Flower.
| 03/30/2024 |
| 04/29/2024 |
If you would invest 0.00 in Golden Flower on March 30, 2024 and sell it all today you would earn a total of 0.00 from holding Golden Flower Tbk or generate 0.0% return on investment in Golden Flower over 30 days. Golden Flower is related to or competes with Pollux Properti, Trisula Textile, Tifico Fiber, and Sunson Textile. More
Golden Flower 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 Golden Flower'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 Golden Flower Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.57 | |||
| Information Ratio | 0.0516 | |||
| Maximum Drawdown | 47.44 | |||
| Value At Risk | (17.29) | |||
| Potential Upside | 24.87 |
Golden Flower Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Golden Flower's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Golden Flower's standard deviation. In reality, there are many statistical measures that can use Golden Flower historical prices to predict the future Golden Flower's volatility.| Risk Adjusted Performance | 0.0461 | |||
| Jensen Alpha | 1.01 | |||
| Total Risk Alpha | (0.87) | |||
| Sortino Ratio | 0.0759 | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Golden Flower'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.
Golden Flower Tbk Backtested Returns
Golden Flower is very steady given 3 months investment horizon. Golden Flower Tbk 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. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.62% are justified by taking the suggested risk. Use Golden Flower Tbk Downside Deviation of 8.57, market risk adjusted performance of (0.19), and Risk Adjusted Performance of 0.0461 to evaluate company specific risk that cannot be diversified away. Golden Flower holds a performance score of 9 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -3.6, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Golden Flower are expected to decrease by larger amounts. On the other hand, during market turmoil, Golden Flower is expected to outperform it. Use Golden Flower Tbk jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on Golden Flower Tbk.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Golden Flower Tbk has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Golden Flower time series from 30th of March 2024 to 14th of April 2024 and 14th of April 2024 to 29th of April 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 Golden Flower Tbk price movement. The serial correlation of -0.79 indicates that around 79.0% of current Golden Flower price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 991.22 |
Golden Flower Tbk lagged returns against current returns
Autocorrelation, which is Golden Flower 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 Golden Flower's stock expected returns. We can calculate the autocorrelation of Golden Flower returns to help us make a trade decision. For example, suppose you find that Golden Flower 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 |
Golden Flower 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 Golden Flower stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Golden Flower stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Golden Flower stock over time.
Current vs Lagged Prices |
| Timeline |
Golden Flower Lagged Returns
When evaluating Golden Flower's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Golden Flower stock have on its future price. Golden Flower 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, Golden Flower autocorrelation shows the relationship between Golden Flower stock current value and its past values and can show if there is a momentum factor associated with investing in Golden Flower 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 Golden Flower 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, Golden Flower's short interest history, or implied volatility extrapolated from Golden Flower options trading.
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Check out Golden Flower Correlation, Golden Flower Volatility and Golden Flower Alpha and Beta module to complement your research on Golden Flower. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for Golden Stock analysis
When running Golden Flower's price analysis, check to measure Golden Flower'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 Golden Flower is operating at the current time. Most of Golden Flower's value examination focuses on studying past and present price action to predict the probability of Golden Flower's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Golden Flower's price. Additionally, you may evaluate how the addition of Golden Flower to your portfolios can decrease your overall portfolio volatility.
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Golden Flower 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.