Madusari Murni (Indonesia) Market Value
| MOLI Stock | IDR 224.00 2.00 0.90% |
| Symbol | Madusari |
Madusari Murni '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 Madusari Murni'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 Madusari Murni.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Madusari Murni on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Madusari Murni Indah or generate 0.0% return on investment in Madusari Murni over 360 days. Madusari Murni is related to or competes with Kedaung Indah, Langgeng Makmur, Kabelindo Murni, and Champion Pacific. Madusari Murni Indah Tbk, through its subsidiaries, produces, distributes, trades in, and sells food grade ethanol More
Madusari Murni 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 Madusari Murni'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 Madusari Murni Indah upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 10.22 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 1.82 |
Madusari Murni Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madusari Murni's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madusari Murni's standard deviation. In reality, there are many statistical measures that can use Madusari Murni historical prices to predict the future Madusari Murni's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (2.13) |
Madusari Murni Indah Backtested Returns
Madusari Murni Indah has Sharpe Ratio of -0.0904, which conveys that the firm had a -0.0904% return per unit of risk over the last 3 months. Madusari Murni exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Madusari Murni's Standard Deviation of 1.56, mean deviation of 1.16, and Risk Adjusted Performance of (0.08) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0834, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Madusari Murni's returns are expected to increase less than the market. However, during the bear market, the loss of holding Madusari Murni is expected to be smaller as well. At this point, Madusari Murni Indah has a negative expected return of -0.14%. Please make sure to verify Madusari Murni's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Madusari Murni Indah performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Madusari Murni Indah has modest predictability. Overlapping area represents the amount of predictability between Madusari Murni time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd 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 Madusari Murni Indah price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Madusari Murni price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 388.24 |
Madusari Murni Indah lagged returns against current returns
Autocorrelation, which is Madusari Murni 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 Madusari Murni's stock expected returns. We can calculate the autocorrelation of Madusari Murni returns to help us make a trade decision. For example, suppose you find that Madusari Murni 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 |
Madusari Murni 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 Madusari Murni stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madusari Murni stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Madusari Murni stock over time.
Current vs Lagged Prices |
| Timeline |
Madusari Murni Lagged Returns
When evaluating Madusari Murni's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madusari Murni stock have on its future price. Madusari Murni 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, Madusari Murni autocorrelation shows the relationship between Madusari Murni stock current value and its past values and can show if there is a momentum factor associated with investing in Madusari Murni Indah.
Regressed Prices |
| Timeline |
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Madusari Murni financial ratios help investors to determine whether Madusari 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 Madusari with respect to the benefits of owning Madusari Murni security.