Multistrada Arah (Indonesia) Market Value
| MASA Stock | IDR 6,200 0.00 0.00% |
| Symbol | Multistrada |
Multistrada Arah '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 Multistrada Arah'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 Multistrada Arah.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Multistrada Arah on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Multistrada Arah Sarana or generate 0.0% return on investment in Multistrada Arah over 30 days. Multistrada Arah is related to or competes with Gajah Tunggal, Kawasan Industri, PT Sreeya, Nusantara Infrastructure, and Tunas Baru. More
Multistrada Arah 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 Multistrada Arah'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 Multistrada Arah Sarana upside and downside potential and time the market with a certain degree of confidence.
Multistrada Arah Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multistrada Arah's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multistrada Arah's standard deviation. In reality, there are many statistical measures that can use Multistrada Arah historical prices to predict the future Multistrada Arah's volatility.Multistrada Arah Sarana Backtested Returns
We have found three technical indicators for Multistrada Arah, which you can use to evaluate the volatility of the firm. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Multistrada Arah are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Multistrada Arah Sarana has no correlation between past and present. Overlapping area represents the amount of predictability between Multistrada Arah time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Multistrada Arah Sarana price movement. The serial correlation of 0.0 indicates that just 0.0% of current Multistrada Arah 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 |
Multistrada Arah Sarana lagged returns against current returns
Autocorrelation, which is Multistrada Arah 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 Multistrada Arah's stock expected returns. We can calculate the autocorrelation of Multistrada Arah returns to help us make a trade decision. For example, suppose you find that Multistrada Arah 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 |
Multistrada Arah 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 Multistrada Arah stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Multistrada Arah stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Multistrada Arah stock over time.
Current vs Lagged Prices |
| Timeline |
Multistrada Arah Lagged Returns
When evaluating Multistrada Arah's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Multistrada Arah stock have on its future price. Multistrada Arah 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, Multistrada Arah autocorrelation shows the relationship between Multistrada Arah stock current value and its past values and can show if there is a momentum factor associated with investing in Multistrada Arah Sarana.
Regressed Prices |
| Timeline |
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Multistrada Arah financial ratios help investors to determine whether Multistrada 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 Multistrada with respect to the benefits of owning Multistrada Arah security.