Map Boga (Indonesia) Market Value
| MAPB Stock | IDR 1,380 50.00 3.50% |
| Symbol | Map |
Map Boga '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 Map Boga'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 Map Boga.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Map Boga on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Map Boga Adiperkasa or generate 0.0% return on investment in Map Boga over 720 days. Map Boga is related to or competes with MAP Aktif, Fast Food, PT Sarimelati, Prodia Widyahusada, and Kino Indonesia. More
Map Boga 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 Map Boga'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 Map Boga Adiperkasa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 9.36 | |||
| Value At Risk | (3.75) |
Map Boga Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Map Boga's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Map Boga's standard deviation. In reality, there are many statistical measures that can use Map Boga historical prices to predict the future Map Boga's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.73) | |||
| Treynor Ratio | 5.76 |
Map Boga Adiperkasa Backtested Returns
Map Boga Adiperkasa has Sharpe Ratio of -0.27, which conveys that the firm had a -0.27% return per unit of risk over the last 3 months. Map Boga exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Map Boga's Risk Adjusted Performance of (0.19), mean deviation of 0.8914, and Standard Deviation of 1.75 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0794, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Map Boga are expected to decrease at a much lower rate. During the bear market, Map Boga is likely to outperform the market. At this point, Map Boga Adiperkasa has a negative expected return of -0.47%. Please make sure to verify Map Boga's skewness, accumulation distribution, and the relationship between the maximum drawdown and kurtosis , to decide if Map Boga Adiperkasa performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Map Boga Adiperkasa has average predictability. Overlapping area represents the amount of predictability between Map Boga time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 Map Boga Adiperkasa price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Map Boga price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 31.3 K |
Map Boga Adiperkasa lagged returns against current returns
Autocorrelation, which is Map Boga 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 Map Boga's stock expected returns. We can calculate the autocorrelation of Map Boga returns to help us make a trade decision. For example, suppose you find that Map Boga 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 |
Map Boga 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 Map Boga stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Map Boga stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Map Boga stock over time.
Current vs Lagged Prices |
| Timeline |
Map Boga Lagged Returns
When evaluating Map Boga's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Map Boga stock have on its future price. Map Boga 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, Map Boga autocorrelation shows the relationship between Map Boga stock current value and its past values and can show if there is a momentum factor associated with investing in Map Boga Adiperkasa.
Regressed Prices |
| Timeline |
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Map Boga financial ratios help investors to determine whether Map 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 Map with respect to the benefits of owning Map Boga security.