Bank Multiarta (Indonesia) Market Value
| MASB Stock | 3,180 30.00 0.95% |
| Symbol | Bank |
Bank Multiarta '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 Bank Multiarta'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 Bank Multiarta.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Bank Multiarta on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Bank Multiarta Sentosa or generate 0.0% return on investment in Bank Multiarta over 90 days. Bank Multiarta is related to or competes with Bank Amar, Bank Woori, Bank Yudha, Bank Nationalnobu, Bank Artha, Bank Of India, and Bank Ganesha. More
Bank Multiarta 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 Bank Multiarta'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 Bank Multiarta Sentosa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.15 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.74 | |||
| Value At Risk | (5.06) | |||
| Potential Upside | 3.61 |
Bank Multiarta Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Multiarta's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Multiarta's standard deviation. In reality, there are many statistical measures that can use Bank Multiarta historical prices to predict the future Bank Multiarta's volatility.| Risk Adjusted Performance | 0.0212 | |||
| Jensen Alpha | 0.0682 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.15) |
Bank Multiarta February 27, 2026 Technical Indicators
| Cycle Indicators | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0212 | |||
| Market Risk Adjusted Performance | (0.14) | |||
| Mean Deviation | 1.69 | |||
| Semi Deviation | 2.29 | |||
| Downside Deviation | 3.15 | |||
| Coefficient Of Variation | 5408.54 | |||
| Standard Deviation | 2.67 | |||
| Variance | 7.13 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0682 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.15) | |||
| Maximum Drawdown | 16.74 | |||
| Value At Risk | (5.06) | |||
| Potential Upside | 3.61 | |||
| Downside Variance | 9.9 | |||
| Semi Variance | 5.26 | |||
| Expected Short fall | (2.37) | |||
| Skewness | 0.2365 | |||
| Kurtosis | 3.01 |
Bank Multiarta Sentosa Backtested Returns
As of now, Bank Stock is very steady. Bank Multiarta Sentosa secures Sharpe Ratio (or Efficiency) of 0.0287, which signifies that the company had a 0.0287 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bank Multiarta Sentosa, which you can use to evaluate the volatility of the firm. Please confirm Bank Multiarta's Risk Adjusted Performance of 0.0212, downside deviation of 3.15, and Mean Deviation of 1.69 to double-check if the risk estimate we provide is consistent with the expected return of 0.0794%. Bank Multiarta has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bank Multiarta are expected to decrease at a much lower rate. During the bear market, Bank Multiarta is likely to outperform the market. Bank Multiarta Sentosa right now shows a risk of 2.77%. Please confirm Bank Multiarta Sentosa jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Bank Multiarta Sentosa will be following its price patterns.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Bank Multiarta Sentosa has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Bank Multiarta time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Bank Multiarta Sentosa price movement. The serial correlation of -0.77 indicates that around 77.0% of current Bank Multiarta price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 14.1 K |
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Try AI Portfolio ProphetOther Information on Investing in Bank Stock
Bank Multiarta financial ratios help investors to determine whether Bank 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 Bank with respect to the benefits of owning Bank Multiarta security.