Intermedia Capital (Indonesia) Market Value
| MDIA Stock | IDR 10.00 0.00 0.00% |
| Symbol | Intermedia |
Intermedia Capital '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 Intermedia Capital'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 Intermedia Capital.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Intermedia Capital on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Intermedia Capital Tbk or generate 0.0% return on investment in Intermedia Capital over 360 days. Intermedia Capital is related to or competes with Visi Media, Mnc Sky, Mahaka Radio, Mnc Land, and Multipolar Technology. More
Intermedia Capital 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 Intermedia Capital'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 Intermedia Capital Tbk upside and downside potential and time the market with a certain degree of confidence.
Intermedia Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intermedia Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intermedia Capital's standard deviation. In reality, there are many statistical measures that can use Intermedia Capital historical prices to predict the future Intermedia Capital's volatility.Intermedia Capital Tbk Backtested Returns
We have found three technical indicators for Intermedia Capital Tbk, which you can use to evaluate the volatility of the firm. The company retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Intermedia Capital are completely uncorrelated.
Auto-correlation | 0.08 |
Virtually no predictability
Intermedia Capital Tbk has virtually no predictability. Overlapping area represents the amount of predictability between Intermedia Capital time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Intermedia Capital Tbk price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Intermedia Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Intermedia Capital Tbk lagged returns against current returns
Autocorrelation, which is Intermedia Capital 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 Intermedia Capital's stock expected returns. We can calculate the autocorrelation of Intermedia Capital returns to help us make a trade decision. For example, suppose you find that Intermedia Capital 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 |
Intermedia Capital 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 Intermedia Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intermedia Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intermedia Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Intermedia Capital Lagged Returns
When evaluating Intermedia Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intermedia Capital stock have on its future price. Intermedia Capital 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, Intermedia Capital autocorrelation shows the relationship between Intermedia Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Intermedia Capital Tbk.
Regressed Prices |
| Timeline |
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Intermedia Capital financial ratios help investors to determine whether Intermedia 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 Intermedia with respect to the benefits of owning Intermedia Capital security.