Bank Mayapada (Indonesia) Market Value
| MAYA Stock | IDR 270.00 70.00 35.00% |
| Symbol | Bank |
Bank Mayapada '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 Mayapada'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 Mayapada.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Bank Mayapada on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Mayapada Internasional or generate 0.0% return on investment in Bank Mayapada over 30 days. Bank Mayapada is related to or competes with Bank Mega, Bank Ocbc, Bank Windu, Bank Artha, and Bank Woori. PT Bank Mayapada Internasional Tbk provides commercial banking products and services in Indonesia More
Bank Mayapada 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 Mayapada'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 Mayapada Internasional upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 11.8 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 1.85 |
Bank Mayapada Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Mayapada's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Mayapada's standard deviation. In reality, there are many statistical measures that can use Bank Mayapada historical prices to predict the future Bank Mayapada's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | (2.05) |
Bank Mayapada Intern Backtested Returns
Bank Mayapada Intern secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the company had a -0.2% return per unit of risk over the last 3 months. Bank Mayapada Internasional exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Mayapada's Risk Adjusted Performance of (0.15), mean deviation of 1.35, and Standard Deviation of 1.89 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bank Mayapada's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank Mayapada is expected to be smaller as well. At this point, Bank Mayapada Intern has a negative expected return of -0.37%. Please make sure to confirm Bank Mayapada's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Bank Mayapada Intern performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Bank Mayapada Internasional has poor reverse predictability. Overlapping area represents the amount of predictability between Bank Mayapada 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 Bank Mayapada Intern price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Bank Mayapada price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 378.38 |
Bank Mayapada Intern lagged returns against current returns
Autocorrelation, which is Bank Mayapada 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 Bank Mayapada's stock expected returns. We can calculate the autocorrelation of Bank Mayapada returns to help us make a trade decision. For example, suppose you find that Bank Mayapada 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 |
Bank Mayapada 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 Bank Mayapada stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Mayapada stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Mayapada stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Mayapada Lagged Returns
When evaluating Bank Mayapada's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Mayapada stock have on its future price. Bank Mayapada 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, Bank Mayapada autocorrelation shows the relationship between Bank Mayapada stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Mayapada Internasional.
Regressed Prices |
| Timeline |
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Bank Mayapada 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 Mayapada security.