Mitrabahtera Segara (Indonesia) Market Value
| MBSS Stock | IDR 1,010 5.00 0.49% |
| Symbol | Mitrabahtera |
Mitrabahtera Segara '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 Mitrabahtera Segara'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 Mitrabahtera Segara.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Mitrabahtera Segara on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Mitrabahtera Segara Sejati or generate 0.0% return on investment in Mitrabahtera Segara over 90 days. Mitrabahtera Segara is related to or competes with Petrosea Tbk, Samudera Indonesia, Soechi Lines, Wintermar Offshore, and Indika Energy. More
Mitrabahtera Segara 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 Mitrabahtera Segara'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 Mitrabahtera Segara Sejati upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0681 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.36 |
Mitrabahtera Segara Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitrabahtera Segara's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitrabahtera Segara's standard deviation. In reality, there are many statistical measures that can use Mitrabahtera Segara historical prices to predict the future Mitrabahtera Segara's volatility.| Risk Adjusted Performance | 1.0E-4 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1563 | |||
| Treynor Ratio | 0.0635 |
Mitrabahtera Segara Backtested Returns
Mitrabahtera Segara has Sharpe Ratio of -0.0829, which conveys that the firm had a -0.0829 % return per unit of risk over the last 3 months. Mitrabahtera Segara exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mitrabahtera Segara's Mean Deviation of 0.97, standard deviation of 1.37, and Risk Adjusted Performance of 1.0E-4 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mitrabahtera Segara are expected to decrease at a much lower rate. During the bear market, Mitrabahtera Segara is likely to outperform the market. At this point, Mitrabahtera Segara has a negative expected return of -0.11%. Please make sure to verify Mitrabahtera Segara's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Mitrabahtera Segara performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Mitrabahtera Segara Sejati has modest predictability. Overlapping area represents the amount of predictability between Mitrabahtera Segara 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 Mitrabahtera Segara price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Mitrabahtera Segara price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 53.36 |
Mitrabahtera Segara lagged returns against current returns
Autocorrelation, which is Mitrabahtera Segara 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 Mitrabahtera Segara's stock expected returns. We can calculate the autocorrelation of Mitrabahtera Segara returns to help us make a trade decision. For example, suppose you find that Mitrabahtera Segara 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 |
Mitrabahtera Segara 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 Mitrabahtera Segara stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitrabahtera Segara stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitrabahtera Segara stock over time.
Current vs Lagged Prices |
| Timeline |
Mitrabahtera Segara Lagged Returns
When evaluating Mitrabahtera Segara's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitrabahtera Segara stock have on its future price. Mitrabahtera Segara 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, Mitrabahtera Segara autocorrelation shows the relationship between Mitrabahtera Segara stock current value and its past values and can show if there is a momentum factor associated with investing in Mitrabahtera Segara Sejati.
Regressed Prices |
| Timeline |
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Mitrabahtera Segara financial ratios help investors to determine whether Mitrabahtera 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 Mitrabahtera with respect to the benefits of owning Mitrabahtera Segara security.