Makmur Berkah (Indonesia) Market Value
| AMAN Stock | IDR 109.00 2.00 1.80% |
| Symbol | Makmur |
Makmur Berkah '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 Makmur Berkah'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 Makmur Berkah.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Makmur Berkah on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Makmur Berkah Amanda or generate 0.0% return on investment in Makmur Berkah over 540 days. Makmur Berkah is related to or competes with Bima Sakti, DMS Propertindo, Repower Asia, Pollux Properti, and Gaya Abadi. PT Makmur Berkah Amanda Tbk, together with its subsidiary, operates as a real estate developer in Indonesia More
Makmur Berkah 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 Makmur Berkah'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 Makmur Berkah Amanda upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.14 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.83 |
Makmur Berkah Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Makmur Berkah's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Makmur Berkah's standard deviation. In reality, there are many statistical measures that can use Makmur Berkah historical prices to predict the future Makmur Berkah's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.3556 |
Makmur Berkah Amanda Backtested Returns
Makmur Berkah Amanda has Sharpe Ratio of -0.0205, which conveys that the firm had a -0.0205% return per unit of risk over the last 3 months. Makmur Berkah exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Makmur Berkah's Mean Deviation of 1.01, risk adjusted performance of (0.02), and Standard Deviation of 1.52 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Makmur Berkah are expected to decrease at a much lower rate. During the bear market, Makmur Berkah is likely to outperform the market. At this point, Makmur Berkah Amanda has a negative expected return of -0.0315%. Please make sure to verify Makmur Berkah's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Makmur Berkah Amanda performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Makmur Berkah Amanda has very weak reverse predictability. Overlapping area represents the amount of predictability between Makmur Berkah time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Makmur Berkah Amanda price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Makmur Berkah price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 53.61 |
Makmur Berkah Amanda lagged returns against current returns
Autocorrelation, which is Makmur Berkah 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 Makmur Berkah's stock expected returns. We can calculate the autocorrelation of Makmur Berkah returns to help us make a trade decision. For example, suppose you find that Makmur Berkah 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 |
Makmur Berkah 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 Makmur Berkah stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Makmur Berkah stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Makmur Berkah stock over time.
Current vs Lagged Prices |
| Timeline |
Makmur Berkah Lagged Returns
When evaluating Makmur Berkah's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Makmur Berkah stock have on its future price. Makmur Berkah 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, Makmur Berkah autocorrelation shows the relationship between Makmur Berkah stock current value and its past values and can show if there is a momentum factor associated with investing in Makmur Berkah Amanda.
Regressed Prices |
| Timeline |
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Makmur Berkah financial ratios help investors to determine whether Makmur 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 Makmur with respect to the benefits of owning Makmur Berkah security.