Megapolitan Developments (Indonesia) Market Value
| EMDE Stock | IDR 123.00 3.00 2.38% |
| Symbol | Megapolitan |
Megapolitan Developments '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 Megapolitan Developments' 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 Megapolitan Developments.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Megapolitan Developments on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Megapolitan Developments Tbk or generate 0.0% return on investment in Megapolitan Developments over 30 days. Megapolitan Developments is related to or competes with Lippo General, FKS Food, Bank Pembangunan, Equity Development, Diamond Food, and Eastparc Hotel. More
Megapolitan Developments 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 Megapolitan Developments' 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 Megapolitan Developments Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.58 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 52.57 | |||
| Value At Risk | (6.75) | |||
| Potential Upside | 5.22 |
Megapolitan Developments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Megapolitan Developments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Megapolitan Developments' standard deviation. In reality, there are many statistical measures that can use Megapolitan Developments historical prices to predict the future Megapolitan Developments' volatility.| Risk Adjusted Performance | 0.0107 | |||
| Jensen Alpha | 0.0187 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.02) |
Megapolitan Developments Backtested Returns
As of now, Megapolitan Stock is very steady. Megapolitan Developments has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Megapolitan Developments, which you can use to evaluate the volatility of the firm. Please verify Megapolitan Developments' Mean Deviation of 4.04, downside deviation of 5.58, and Risk Adjusted Performance of 0.0107 to check out if the risk estimate we provide is consistent with the expected return of 0.0164%. The company secures a Beta (Market Risk) of -0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Megapolitan Developments are expected to decrease at a much lower rate. During the bear market, Megapolitan Developments is likely to outperform the market. Megapolitan Developments right now secures a risk of 7.86%. Please verify Megapolitan Developments Tbk semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Megapolitan Developments Tbk will be following its current price movements.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Megapolitan Developments Tbk has insignificant reverse predictability. Overlapping area represents the amount of predictability between Megapolitan Developments time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th of January 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 Megapolitan Developments price movement. The serial correlation of -0.19 indicates that over 19.0% of current Megapolitan Developments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 5.21 |
Megapolitan Developments lagged returns against current returns
Autocorrelation, which is Megapolitan Developments 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 Megapolitan Developments' stock expected returns. We can calculate the autocorrelation of Megapolitan Developments returns to help us make a trade decision. For example, suppose you find that Megapolitan Developments 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 |
Megapolitan Developments 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 Megapolitan Developments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Megapolitan Developments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Megapolitan Developments stock over time.
Current vs Lagged Prices |
| Timeline |
Megapolitan Developments Lagged Returns
When evaluating Megapolitan Developments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Megapolitan Developments stock have on its future price. Megapolitan Developments 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, Megapolitan Developments autocorrelation shows the relationship between Megapolitan Developments stock current value and its past values and can show if there is a momentum factor associated with investing in Megapolitan Developments Tbk.
Regressed Prices |
| Timeline |
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Megapolitan Developments financial ratios help investors to determine whether Megapolitan 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 Megapolitan with respect to the benefits of owning Megapolitan Developments security.