Bank Mayapada (Indonesia) Market Value
| MAYA Stock | IDR 232.00 14.00 5.69% |
| Symbol | Bank |
Bank Mayapada '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 Mayapada'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 Mayapada.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Bank Mayapada on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Mayapada Internasional or generate 0.0% return on investment in Bank Mayapada over 180 days. Bank Mayapada is related to or competes with Bank Mega, Bank Ocbc, Bank Windu, Bank Artha, and Bank Woori. PT Bank Mayapada Internasional Tbk provides commercial banking products and services in Indonesia More
Bank Mayapada 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 Mayapada'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 Mayapada Internasional upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 47.59 | |||
| Value At Risk | (5.69) | |||
| Potential Upside | 3.51 |
Bank Mayapada Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Mayapada's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Mayapada's standard deviation. In reality, there are many statistical measures that can use Bank Mayapada historical prices to predict the future Bank Mayapada's volatility.| Risk Adjusted Performance | 0.0027 | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.89) | |||
| Treynor Ratio | (0.06) |
Bank Mayapada Intern Backtested Returns
As of now, Bank Stock is very steady. Bank Mayapada Intern secures Sharpe Ratio (or Efficiency) of 0.0067, which signifies that the company had a 0.0067% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Bank Mayapada Internasional, which you can use to evaluate the volatility of the firm. Please confirm Bank Mayapada's Standard Deviation of 5.06, risk adjusted performance of 0.0027, and Mean Deviation of 2.09 to double-check if the risk estimate we provide is consistent with the expected return of 0.0348%. The firm shows a Beta (market volatility) of 0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bank Mayapada's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank Mayapada is expected to be smaller as well. Bank Mayapada Intern right now shows a risk of 5.16%. Please confirm Bank Mayapada Intern value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Bank Mayapada Intern will be following its price patterns.
Auto-correlation | 0.31 |
Below average predictability
Bank Mayapada Internasional has below average predictability. Overlapping area represents the amount of predictability between Bank Mayapada time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd 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 Bank Mayapada Intern price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Bank Mayapada price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 165.37 |
Bank Mayapada Intern lagged returns against current returns
Autocorrelation, which is Bank Mayapada 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 Mayapada's stock expected returns. We can calculate the autocorrelation of Bank Mayapada returns to help us make a trade decision. For example, suppose you find that Bank Mayapada 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 Mayapada 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 Mayapada stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Mayapada stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Mayapada stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Mayapada Lagged Returns
When evaluating Bank Mayapada's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Mayapada stock have on its future price. Bank Mayapada 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 Mayapada autocorrelation shows the relationship between Bank Mayapada stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Mayapada Internasional.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Bank Stock
Bank Mayapada 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 Mayapada security.