MNC Vision (Indonesia) Market Value
| IPTV Stock | 23.00 1.00 4.17% |
| Symbol | MNC |
MNC Vision '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 MNC Vision'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 MNC Vision.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in MNC Vision on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding MNC Vision Networks or generate 0.0% return on investment in MNC Vision over 30 days. MNC Vision is related to or competes with Mnc Land, MNC Studios, Puradelta Lestari, Link Net, and Mnc Kapital. More
MNC Vision 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 MNC Vision'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 MNC Vision Networks upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 13.25 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 4.0 |
MNC Vision Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MNC Vision's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MNC Vision's standard deviation. In reality, there are many statistical measures that can use MNC Vision historical prices to predict the future MNC Vision's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.69) | |||
| Total Risk Alpha | (1.14) | |||
| Treynor Ratio | (1.73) |
MNC Vision Networks Backtested Returns
MNC Vision Networks retains Efficiency (Sharpe Ratio) of -0.24, which conveys that the firm had a -0.24% return per unit of risk over the last 3 months. MNC Vision exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MNC Vision's Market Risk Adjusted Performance of (1.72), coefficient of variation of (476.05), and Mean Deviation of 2.36 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MNC Vision's returns are expected to increase less than the market. However, during the bear market, the loss of holding MNC Vision is expected to be smaller as well. At this point, MNC Vision Networks has a negative expected return of -0.66%. Please make sure to verify MNC Vision's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if MNC Vision Networks performance from the past will be repeated in the future.
Auto-correlation | 0.71 |
Good predictability
MNC Vision Networks has good predictability. Overlapping area represents the amount of predictability between MNC Vision time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MNC Vision Networks price movement. The serial correlation of 0.71 indicates that around 71.0% of current MNC Vision price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
MNC Vision Networks lagged returns against current returns
Autocorrelation, which is MNC Vision 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 MNC Vision's stock expected returns. We can calculate the autocorrelation of MNC Vision returns to help us make a trade decision. For example, suppose you find that MNC Vision 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 |
MNC Vision 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 MNC Vision stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MNC Vision stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MNC Vision stock over time.
Current vs Lagged Prices |
| Timeline |
MNC Vision Lagged Returns
When evaluating MNC Vision's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MNC Vision stock have on its future price. MNC Vision 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, MNC Vision autocorrelation shows the relationship between MNC Vision stock current value and its past values and can show if there is a momentum factor associated with investing in MNC Vision Networks.
Regressed Prices |
| Timeline |
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MNC Vision financial ratios help investors to determine whether MNC 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 MNC with respect to the benefits of owning MNC Vision security.