Mitrabahtera Segara (Indonesia) Market Value

MBSS Stock  IDR 1,010  5.00  0.49%   
Mitrabahtera Segara's market value is the price at which a share of Mitrabahtera Segara trades on a public exchange. It measures the collective expectations of Mitrabahtera Segara Sejati investors about its performance. Mitrabahtera Segara is selling for 1010.00 as of the 16th of March 2025. This is a 0.49 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 1005.0.
With this module, you can estimate the performance of a buy and hold strategy of Mitrabahtera Segara Sejati and determine expected loss or profit from investing in Mitrabahtera Segara over a given investment horizon. Check out Mitrabahtera Segara Correlation, Mitrabahtera Segara Volatility and Mitrabahtera Segara Alpha and Beta module to complement your research on Mitrabahtera Segara.
Symbol

Please note, there is a significant difference between Mitrabahtera Segara's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mitrabahtera Segara is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mitrabahtera Segara's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
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.

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.
Hype
Prediction
LowEstimatedHigh
1,0141,0151,016
Details
Intrinsic
Valuation
LowRealHigh
977.22978.501,116
Details
Naive
Forecast
LowNextHigh
1,0101,0111,012
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
997.221,0181,038
Details

Mitrabahtera Segara Backtested Returns

Mitrabahtera Segara has Sharpe Ratio of -0.0761, which conveys that the firm had a -0.0761 % return per unit of risk over the last 3 months. Mitrabahtera Segara exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mitrabahtera Segara's Mean Deviation of 0.8945, standard deviation of 1.28, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0667, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitrabahtera Segara's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitrabahtera Segara is expected to be smaller as well. At this point, Mitrabahtera Segara has a negative expected return of -0.0971%. Please make sure to verify Mitrabahtera Segara's skewness, accumulation distribution, and 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 Coefficient0.58
Spearman Rank Test0.12
Residual Average0.0
Price Variance53.36

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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Other Information on Investing in Mitrabahtera Stock

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.