PT Mitra (Indonesia) Market Value
| MPIX Stock | 92.00 10.00 9.80% |
| Symbol | MPIX |
PT Mitra '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 PT Mitra'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 PT Mitra.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in PT Mitra on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding PT Mitra Pedagang or generate 0.0% return on investment in PT Mitra over 90 days.
PT Mitra 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 PT Mitra'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 PT Mitra Pedagang upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.19 | |||
| Information Ratio | 0.1071 | |||
| Maximum Drawdown | 10.32 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 5.8 |
PT Mitra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Mitra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Mitra's standard deviation. In reality, there are many statistical measures that can use PT Mitra historical prices to predict the future PT Mitra's volatility.| Risk Adjusted Performance | 0.0991 | |||
| Jensen Alpha | 0.5332 | |||
| Total Risk Alpha | 0.134 | |||
| Sortino Ratio | 0.1665 | |||
| Treynor Ratio | 0.6211 |
PT Mitra January 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0991 | |||
| Market Risk Adjusted Performance | 0.6311 | |||
| Mean Deviation | 2.48 | |||
| Semi Deviation | 2.08 | |||
| Downside Deviation | 3.19 | |||
| Coefficient Of Variation | 812.28 | |||
| Standard Deviation | 4.96 | |||
| Variance | 24.55 | |||
| Information Ratio | 0.1071 | |||
| Jensen Alpha | 0.5332 | |||
| Total Risk Alpha | 0.134 | |||
| Sortino Ratio | 0.1665 | |||
| Treynor Ratio | 0.6211 | |||
| Maximum Drawdown | 10.32 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 5.8 | |||
| Downside Variance | 10.17 | |||
| Semi Variance | 4.34 | |||
| Expected Short fall | (4.33) | |||
| Skewness | 4.81 | |||
| Kurtosis | 33.03 |
PT Mitra Pedagang Backtested Returns
PT Mitra appears to be very steady, given 3 months investment horizon. PT Mitra Pedagang retains Efficiency (Sharpe Ratio) of 0.13, which implies the firm had a 0.13 % return per unit of price deviation over the last 3 months. By inspecting PT Mitra's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please evaluate PT Mitra's market risk adjusted performance of 0.6311, and Standard Deviation of 4.96 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Mitra holds a performance score of 10. The company owns a Beta (Systematic Risk) of 0.97, which implies possible diversification benefits within a given portfolio. PT Mitra returns are very sensitive to returns on the market. As the market goes up or down, PT Mitra is expected to follow. Please check PT Mitra's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether PT Mitra's current price history will revert.
Auto-correlation | 0.35 |
Below average predictability
PT Mitra Pedagang has below average predictability. Overlapping area represents the amount of predictability between PT Mitra time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 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 PT Mitra Pedagang price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current PT Mitra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 42.22 |
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