Mandala Multifinance (Indonesia) Market Value
| MFIN Stock | IDR 3,440 190.00 5.23% |
| Symbol | Mandala |
Mandala Multifinance '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 Mandala Multifinance'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 Mandala Multifinance.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Mandala Multifinance on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Mandala Multifinance Tbk or generate 0.0% return on investment in Mandala Multifinance over 90 days. Mandala Multifinance is related to or competes with Paninvest Tbk, Maskapai Reasuransi, Panin Sekuritas, Wahana Ottomitra, and Lenox Pasifik. Pt Mandala Multifinance Tbk engages in consumer financing activities in Indonesia More
Mandala Multifinance 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 Mandala Multifinance'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 Mandala Multifinance Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.48 | |||
| Information Ratio | 0.0546 | |||
| Maximum Drawdown | 27.5 | |||
| Value At Risk | (5.78) | |||
| Potential Upside | 6.27 |
Mandala Multifinance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mandala Multifinance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mandala Multifinance's standard deviation. In reality, there are many statistical measures that can use Mandala Multifinance historical prices to predict the future Mandala Multifinance's volatility.| Risk Adjusted Performance | 0.0363 | |||
| Jensen Alpha | 0.1249 | |||
| Total Risk Alpha | 0.693 | |||
| Sortino Ratio | 0.0376 | |||
| Treynor Ratio | (1.52) |
Mandala Multifinance Tbk Backtested Returns
As of now, Mandala Stock is very steady. Mandala Multifinance Tbk has Sharpe Ratio of 0.0346, which conveys that the firm had a 0.0346 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Mandala Multifinance, which you can use to evaluate the volatility of the firm. Please verify Mandala Multifinance's Downside Deviation of 6.48, mean deviation of 2.47, and Risk Adjusted Performance of 0.0363 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Mandala Multifinance has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0886, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mandala Multifinance are expected to decrease at a much lower rate. During the bear market, Mandala Multifinance is likely to outperform the market. Mandala Multifinance Tbk right now secures a risk of 4.76%. Please verify Mandala Multifinance Tbk jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Mandala Multifinance Tbk will be following its current price movements.
Auto-correlation | 0.56 |
Modest predictability
Mandala Multifinance Tbk has modest predictability. Overlapping area represents the amount of predictability between Mandala Multifinance time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Mandala Multifinance Tbk price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Mandala Multifinance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 48.9 K |
Mandala Multifinance Tbk lagged returns against current returns
Autocorrelation, which is Mandala Multifinance 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 Mandala Multifinance's stock expected returns. We can calculate the autocorrelation of Mandala Multifinance returns to help us make a trade decision. For example, suppose you find that Mandala Multifinance 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 |
Mandala Multifinance 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 Mandala Multifinance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mandala Multifinance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mandala Multifinance stock over time.
Current vs Lagged Prices |
| Timeline |
Mandala Multifinance Lagged Returns
When evaluating Mandala Multifinance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mandala Multifinance stock have on its future price. Mandala Multifinance 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, Mandala Multifinance autocorrelation shows the relationship between Mandala Multifinance stock current value and its past values and can show if there is a momentum factor associated with investing in Mandala Multifinance Tbk.
Regressed Prices |
| Timeline |
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Mandala Multifinance financial ratios help investors to determine whether Mandala 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 Mandala with respect to the benefits of owning Mandala Multifinance security.