Mahaka Radio (Indonesia) Market Value
| MARI Stock | IDR 50.00 0.00 0.00% |
| Symbol | Mahaka |
Mahaka Radio '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 Mahaka Radio'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 Mahaka Radio.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Mahaka Radio on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Mahaka Radio Integra or generate 0.0% return on investment in Mahaka Radio over 30 days. Mahaka Radio is related to or competes with Mnc Land, MNC Vision, and Medikaloka Hermina. More
Mahaka Radio 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 Mahaka Radio'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 Mahaka Radio Integra upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.04 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 36.99 | |||
| Value At Risk | (4.92) | |||
| Potential Upside | 2.0 |
Mahaka Radio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mahaka Radio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mahaka Radio's standard deviation. In reality, there are many statistical measures that can use Mahaka Radio historical prices to predict the future Mahaka Radio's volatility.| Risk Adjusted Performance | 0.022 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0865 |
Mahaka Radio Integra Backtested Returns
As of now, Mahaka Stock is very steady. Mahaka Radio Integra has Sharpe Ratio of 0.0185, which conveys that the firm had a 0.0185% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Mahaka Radio, which you can use to evaluate the volatility of the firm. Please verify Mahaka Radio's Downside Deviation of 5.04, risk adjusted performance of 0.022, and Mean Deviation of 1.3 to check out if the risk estimate we provide is consistent with the expected return of 0.0787%. Mahaka Radio has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.75, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mahaka Radio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mahaka Radio is expected to be smaller as well. Mahaka Radio Integra right now secures a risk of 4.26%. Please verify Mahaka Radio Integra variance, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Mahaka Radio Integra will be following its current price movements.
Auto-correlation | 0.00 |
No correlation between past and present
Mahaka Radio Integra has no correlation between past and present. Overlapping area represents the amount of predictability between Mahaka Radio time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 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 Mahaka Radio Integra price movement. The serial correlation of 0.0 indicates that just 0.0% of current Mahaka Radio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mahaka Radio Integra lagged returns against current returns
Autocorrelation, which is Mahaka Radio 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 Mahaka Radio's stock expected returns. We can calculate the autocorrelation of Mahaka Radio returns to help us make a trade decision. For example, suppose you find that Mahaka Radio 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 |
Mahaka Radio 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 Mahaka Radio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mahaka Radio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mahaka Radio stock over time.
Current vs Lagged Prices |
| Timeline |
Mahaka Radio Lagged Returns
When evaluating Mahaka Radio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mahaka Radio stock have on its future price. Mahaka Radio 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, Mahaka Radio autocorrelation shows the relationship between Mahaka Radio stock current value and its past values and can show if there is a momentum factor associated with investing in Mahaka Radio Integra.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect 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 ArchitectOther Information on Investing in Mahaka Stock
Mahaka Radio financial ratios help investors to determine whether Mahaka 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 Mahaka with respect to the benefits of owning Mahaka Radio security.