Mahaka Media (Indonesia) Market Value
| ABBA Stock | IDR 17.00 1.00 5.56% |
| Symbol | Mahaka |
Mahaka Media '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 Mahaka Media'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 Mahaka Media.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Mahaka Media on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Mahaka Media Tbk or generate 0.0% return on investment in Mahaka Media over 90 days. Mahaka Media is related to or competes with Akbar Indomakmur, Bayu Buana, Centratama Telekomunikasi, Fortune Indonesia, and Alakasa Industrindo. More
Mahaka Media 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 Mahaka Media'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 Mahaka Media Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 17.14 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 5.56 |
Mahaka Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mahaka Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mahaka Media's standard deviation. In reality, there are many statistical measures that can use Mahaka Media historical prices to predict the future Mahaka Media's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.80) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 0.9971 |
Mahaka Media Tbk Backtested Returns
Mahaka Media Tbk has Sharpe Ratio of -0.18, which conveys that the firm had a -0.18 % return per unit of risk over the last 3 months. Mahaka Media exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mahaka Media's Mean Deviation of 3.23, risk adjusted performance of (0.14), and Standard Deviation of 4.25 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.73, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mahaka Media are expected to decrease at a much lower rate. During the bear market, Mahaka Media is likely to outperform the market. At this point, Mahaka Media Tbk has a negative expected return of -0.75%. Please make sure to verify Mahaka Media's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Mahaka Media Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Mahaka Media Tbk has below average predictability. Overlapping area represents the amount of predictability between Mahaka Media time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mahaka Media Tbk price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Mahaka Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 2.64 |
Mahaka Media Tbk lagged returns against current returns
Autocorrelation, which is Mahaka Media 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 Mahaka Media's stock expected returns. We can calculate the autocorrelation of Mahaka Media returns to help us make a trade decision. For example, suppose you find that Mahaka Media 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 |
Mahaka Media 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 Mahaka Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mahaka Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mahaka Media stock over time.
Current vs Lagged Prices |
| Timeline |
Mahaka Media Lagged Returns
When evaluating Mahaka Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mahaka Media stock have on its future price. Mahaka Media 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, Mahaka Media autocorrelation shows the relationship between Mahaka Media stock current value and its past values and can show if there is a momentum factor associated with investing in Mahaka Media Tbk.
Regressed Prices |
| Timeline |
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Mahaka Media financial ratios help investors to determine whether Mahaka 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 Mahaka with respect to the benefits of owning Mahaka Media security.