PT Merdeka (Indonesia) Market Value
| EMAS Stock | 8,325 75.00 0.89% |
| Symbol | EMAS |
PT Merdeka '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 Merdeka'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 Merdeka.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in PT Merdeka on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding PT Merdeka Gold or generate 0.0% return on investment in PT Merdeka over 90 days.
PT Merdeka 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 Merdeka'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 Merdeka Gold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.74 | |||
| Information Ratio | 0.2399 | |||
| Maximum Drawdown | 28.14 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 10.97 |
PT Merdeka Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Merdeka's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Merdeka's standard deviation. In reality, there are many statistical measures that can use PT Merdeka historical prices to predict the future PT Merdeka's volatility.| Risk Adjusted Performance | 0.2074 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | 0.7309 | |||
| Sortino Ratio | 0.3381 | |||
| Treynor Ratio | 36.17 |
PT Merdeka February 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2074 | |||
| Market Risk Adjusted Performance | 36.18 | |||
| Mean Deviation | 3.66 | |||
| Semi Deviation | 2.43 | |||
| Downside Deviation | 3.74 | |||
| Coefficient Of Variation | 386.02 | |||
| Standard Deviation | 5.27 | |||
| Variance | 27.82 | |||
| Information Ratio | 0.2399 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | 0.7309 | |||
| Sortino Ratio | 0.3381 | |||
| Treynor Ratio | 36.17 | |||
| Maximum Drawdown | 28.14 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 10.97 | |||
| Downside Variance | 14.0 | |||
| Semi Variance | 5.88 | |||
| Expected Short fall | (4.82) | |||
| Skewness | 1.29 | |||
| Kurtosis | 2.54 |
PT Merdeka Gold Backtested Returns
PT Merdeka is very steady given 3 months investment horizon. PT Merdeka Gold retains Efficiency (Sharpe Ratio) of 0.26, which implies the firm had a 0.26 % return per unit of price deviation over the last 3 months. We were able to collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.43% are justified by taking the suggested risk. Use PT Merdeka Gold market risk adjusted performance of 36.18, and Standard Deviation of 5.27 to evaluate company specific risk that cannot be diversified away. PT Merdeka holds a performance score of 20 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of 0.0375, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Merdeka's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Merdeka is expected to be smaller as well. Use PT Merdeka Gold market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to analyze future returns on PT Merdeka Gold.
Auto-correlation | 0.70 |
Good predictability
PT Merdeka Gold has good predictability. Overlapping area represents the amount of predictability between PT Merdeka time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th of February 2026. 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 Merdeka Gold price movement. The serial correlation of 0.7 indicates that around 70.0% of current PT Merdeka price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 739.6 K |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet 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 Prophet