Bank Mandiri (Indonesia) Market Value

BMRI Stock  IDR 4,760  20.00  0.42%   
Bank Mandiri's market value is the price at which a share of Bank Mandiri trades on a public exchange. It measures the collective expectations of Bank Mandiri Persero investors about its performance. Bank Mandiri is selling for 4760.00 as of the 16th of March 2025. This is a 0.42 percent up since the beginning of the trading day. The stock's last reported lowest price was 4640.0.
With this module, you can estimate the performance of a buy and hold strategy of Bank Mandiri Persero and determine expected loss or profit from investing in Bank Mandiri over a given investment horizon. Check out Bank Mandiri Correlation, Bank Mandiri Volatility and Bank Mandiri Alpha and Beta module to complement your research on Bank Mandiri.
Symbol

Please note, there is a significant difference between Bank Mandiri's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bank Mandiri is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bank Mandiri'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.

Bank Mandiri '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 Mandiri'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 Mandiri.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Bank Mandiri on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Mandiri Persero or generate 0.0% return on investment in Bank Mandiri over 90 days. Bank Mandiri is related to or competes with Bank Rakyat, Bank Central, Bank Negara, Astra International, and Telkom Indonesia. More

Bank Mandiri 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 Mandiri'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 Mandiri Persero upside and downside potential and time the market with a certain degree of confidence.

Bank Mandiri Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Mandiri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Mandiri's standard deviation. In reality, there are many statistical measures that can use Bank Mandiri historical prices to predict the future Bank Mandiri's volatility.
Hype
Prediction
LowEstimatedHigh
4,7574,7604,763
Details
Intrinsic
Valuation
LowRealHigh
4,2594,2625,236
Details
Naive
Forecast
LowNextHigh
4,7224,7254,728
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
4,3255,2926,258
Details

Bank Mandiri Persero Backtested Returns

Bank Mandiri Persero secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. Bank Mandiri Persero exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Mandiri's Standard Deviation of 2.6, risk adjusted performance of (0.12), and Mean Deviation of 1.95 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bank Mandiri's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank Mandiri is expected to be smaller as well. At this point, Bank Mandiri Persero has a negative expected return of -0.38%. Please make sure to confirm Bank Mandiri's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Bank Mandiri Persero performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

Bank Mandiri Persero has insignificant reverse predictability. Overlapping area represents the amount of predictability between Bank Mandiri 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 Bank Mandiri Persero price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Bank Mandiri price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test-0.36
Residual Average0.0
Price Variance146.1 K

Bank Mandiri Persero lagged returns against current returns

Autocorrelation, which is Bank Mandiri 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 Mandiri's stock expected returns. We can calculate the autocorrelation of Bank Mandiri returns to help us make a trade decision. For example, suppose you find that Bank Mandiri 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 Mandiri 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 Mandiri stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Mandiri stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Mandiri stock over time.
   Current vs Lagged Prices   
       Timeline  

Bank Mandiri Lagged Returns

When evaluating Bank Mandiri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Mandiri stock have on its future price. Bank Mandiri 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 Mandiri autocorrelation shows the relationship between Bank Mandiri stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Mandiri Persero.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Bank Stock

Bank Mandiri 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 Mandiri security.