Imago Mulia (Indonesia) Market Value
| LFLO Stock | IDR 83.00 7.00 7.78% |
| Symbol | Imago |
Imago Mulia '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 Imago Mulia'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 Imago Mulia.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Imago Mulia on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Imago Mulia Persada or generate 0.0% return on investment in Imago Mulia over 30 days. Imago Mulia is related to or competes with Panca Anugrah, PT Sunter, Nusa Palapa, Ulima Nitra, and Lima Dua. PT Imago Mulia Persada Tbk operates furniture, fixtures, and equipment showrooms in Indonesia, South East Asia, and the ... More
Imago Mulia 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 Imago Mulia'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 Imago Mulia Persada upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 18.87 | |||
| Value At Risk | (7.84) | |||
| Potential Upside | 8.91 |
Imago Mulia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imago Mulia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imago Mulia's standard deviation. In reality, there are many statistical measures that can use Imago Mulia historical prices to predict the future Imago Mulia's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.98) | |||
| Treynor Ratio | (0.11) |
Imago Mulia Persada Backtested Returns
Imago Mulia Persada holds Efficiency (Sharpe) Ratio of -0.0645, which attests that the entity had a -0.0645% return per unit of risk over the last 3 months. Imago Mulia Persada exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Imago Mulia's Market Risk Adjusted Performance of (0.1), risk adjusted performance of (0.02), and Standard Deviation of 4.65 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.83, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Imago Mulia will likely underperform. At this point, Imago Mulia Persada has a negative expected return of -0.29%. Please make sure to check out Imago Mulia's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Imago Mulia Persada performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.23 |
Weak reverse predictability
Imago Mulia Persada has weak reverse predictability. Overlapping area represents the amount of predictability between Imago Mulia time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Imago Mulia Persada price movement. The serial correlation of -0.23 indicates that over 23.0% of current Imago Mulia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 12.21 |
Imago Mulia Persada lagged returns against current returns
Autocorrelation, which is Imago Mulia 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 Imago Mulia's stock expected returns. We can calculate the autocorrelation of Imago Mulia returns to help us make a trade decision. For example, suppose you find that Imago Mulia 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 |
Imago Mulia 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 Imago Mulia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imago Mulia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imago Mulia stock over time.
Current vs Lagged Prices |
| Timeline |
Imago Mulia Lagged Returns
When evaluating Imago Mulia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imago Mulia stock have on its future price. Imago Mulia 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, Imago Mulia autocorrelation shows the relationship between Imago Mulia stock current value and its past values and can show if there is a momentum factor associated with investing in Imago Mulia Persada.
Regressed Prices |
| Timeline |
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Imago Mulia financial ratios help investors to determine whether Imago 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 Imago with respect to the benefits of owning Imago Mulia security.