Matahari Department (Indonesia) Market Value
| LPPF Stock | IDR 1,915 10.00 0.52% |
| Symbol | Matahari |
Matahari Department '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 Matahari Department'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 Matahari Department.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Matahari Department on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Matahari Department Store or generate 0.0% return on investment in Matahari Department over 90 days. Matahari Department is related to or competes with Surya Citra, Akr Corporindo, Media Nusantara, Pembangunan Perumahan, and XL Axiata. More
Matahari Department 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 Matahari Department'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 Matahari Department Store upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.3076 | |||
| Maximum Drawdown | 8.93 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 4.18 |
Matahari Department Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Matahari Department's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Matahari Department's standard deviation. In reality, there are many statistical measures that can use Matahari Department historical prices to predict the future Matahari Department's volatility.| Risk Adjusted Performance | 0.2263 | |||
| Jensen Alpha | 0.4199 | |||
| Total Risk Alpha | 0.6891 | |||
| Sortino Ratio | 0.3899 | |||
| Treynor Ratio | (1.31) |
Matahari Department Store Backtested Returns
Matahari Department appears to be very steady, given 3 months investment horizon. Matahari Department Store has Sharpe Ratio of 0.29, which conveys that the firm had a 0.29 % return per unit of risk over the last 3 months. By analyzing Matahari Department's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please exercise Matahari Department's Downside Deviation of 1.45, risk adjusted performance of 0.2263, and Mean Deviation of 1.41 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Matahari Department holds a performance score of 23. The company secures a Beta (Market Risk) of -0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Matahari Department are expected to decrease at a much lower rate. During the bear market, Matahari Department is likely to outperform the market. Please check Matahari Department's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Matahari Department's current price movements will revert.
Auto-correlation | 0.69 |
Good predictability
Matahari Department Store has good predictability. Overlapping area represents the amount of predictability between Matahari Department time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Matahari Department Store price movement. The serial correlation of 0.69 indicates that around 69.0% of current Matahari Department price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 4940.6 |
Matahari Department Store lagged returns against current returns
Autocorrelation, which is Matahari Department 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 Matahari Department's stock expected returns. We can calculate the autocorrelation of Matahari Department returns to help us make a trade decision. For example, suppose you find that Matahari Department 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 |
Matahari Department 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 Matahari Department stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Matahari Department stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Matahari Department stock over time.
Current vs Lagged Prices |
| Timeline |
Matahari Department Lagged Returns
When evaluating Matahari Department's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Matahari Department stock have on its future price. Matahari Department 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, Matahari Department autocorrelation shows the relationship between Matahari Department stock current value and its past values and can show if there is a momentum factor associated with investing in Matahari Department Store.
Regressed Prices |
| Timeline |
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Matahari Department financial ratios help investors to determine whether Matahari 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 Matahari with respect to the benefits of owning Matahari Department security.