Mahaka Media (Indonesia) Market Value

ABBA Stock  IDR 19.00  1.00  5.56%   
Mahaka Media's market value is the price at which a share of Mahaka Media trades on a public exchange. It measures the collective expectations of Mahaka Media Tbk investors about its performance. Mahaka Media is selling for 19.00 as of the 1st of March 2025. This is a 5.56 percent up since the beginning of the trading day. The stock's last reported lowest price was 19.0.
With this module, you can estimate the performance of a buy and hold strategy of Mahaka Media Tbk and determine expected loss or profit from investing in Mahaka Media over a given investment horizon. Check out Mahaka Media Correlation, Mahaka Media Volatility and Mahaka Media Alpha and Beta module to complement your research on Mahaka Media.
Symbol

Please note, there is a significant difference between Mahaka Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mahaka Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mahaka Media's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
03/12/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/01/2025
0.00
If you would invest  0.00  in Mahaka Media on March 12, 2023 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 720 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.

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.
Hype
Prediction
LowEstimatedHigh
14.6519.0023.35
Details
Intrinsic
Valuation
LowRealHigh
13.9218.2722.62
Details

Mahaka Media Tbk Backtested Returns

Mahaka Media Tbk has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13 % return per unit of risk over the last 3 months. Mahaka Media exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mahaka Media's Mean Deviation of 3.27, risk adjusted performance of (0.09), and Standard Deviation of 4.35 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.22, which conveys not very significant fluctuations relative to the market. 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 -0.57%. Please make sure to verify Mahaka Media's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Mahaka Media Tbk performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.39  

Below average predictability

Mahaka Media Tbk has below average predictability. Overlapping area represents the amount of predictability between Mahaka Media time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 0.39 indicates that just about 39.0% of current Mahaka Media price fluctuation can be explain by its past prices.
Correlation Coefficient0.39
Spearman Rank Test0.27
Residual Average0.0
Price Variance51.58

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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Other Information on Investing in Mahaka Stock

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.