Sanurhasta Mitra (Indonesia) Market Value

MINA Stock  IDR 130.00  1.00  0.78%   
Sanurhasta Mitra's market value is the price at which a share of Sanurhasta Mitra trades on a public exchange. It measures the collective expectations of Sanurhasta Mitra PT investors about its performance. Sanurhasta Mitra is selling for 130.00 as of the 28th of March 2025. This is a 0.78 percent up since the beginning of the trading day. The stock's last reported lowest price was 126.0.
With this module, you can estimate the performance of a buy and hold strategy of Sanurhasta Mitra PT and determine expected loss or profit from investing in Sanurhasta Mitra over a given investment horizon. Check out Sanurhasta Mitra Correlation, Sanurhasta Mitra Volatility and Sanurhasta Mitra Alpha and Beta module to complement your research on Sanurhasta Mitra.
Symbol

Please note, there is a significant difference between Sanurhasta Mitra's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sanurhasta Mitra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sanurhasta Mitra'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.

Sanurhasta Mitra '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 Sanurhasta Mitra'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 Sanurhasta Mitra.
0.00
12/28/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/28/2025
0.00
If you would invest  0.00  in Sanurhasta Mitra on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Sanurhasta Mitra PT or generate 0.0% return on investment in Sanurhasta Mitra over 90 days. Sanurhasta Mitra is related to or competes with Inocycle Technology, Galva Technologies, Protech Mitra, Indofood Cbp, PT Indofood, and Eastparc Hotel. More

Sanurhasta Mitra 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 Sanurhasta Mitra'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 Sanurhasta Mitra PT upside and downside potential and time the market with a certain degree of confidence.

Sanurhasta Mitra Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanurhasta Mitra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanurhasta Mitra's standard deviation. In reality, there are many statistical measures that can use Sanurhasta Mitra historical prices to predict the future Sanurhasta Mitra's volatility.
Hype
Prediction
LowEstimatedHigh
118.99130.00141.01
Details
Intrinsic
Valuation
LowRealHigh
108.06119.07130.08
Details
Naive
Forecast
LowNextHigh
112.63123.64134.65
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
83.75147.25210.75
Details

Sanurhasta Mitra Backtested Returns

Sanurhasta Mitra is very steady given 3 months investment horizon. Sanurhasta Mitra owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. We were able to collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.91% are justified by taking the suggested risk. Use Sanurhasta Mitra Risk Adjusted Performance of 0.1487, coefficient of variation of 597.42, and Semi Deviation of 8.01 to evaluate company specific risk that cannot be diversified away. Sanurhasta Mitra holds a performance score of 13 on a scale of zero to a hundred. The entity has a beta of -1.78, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sanurhasta Mitra are expected to decrease by larger amounts. On the other hand, during market turmoil, Sanurhasta Mitra is expected to outperform it. Use Sanurhasta Mitra sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to analyze future returns on Sanurhasta Mitra.

Auto-correlation

    
  -0.03  

Very weak reverse predictability

Sanurhasta Mitra PT has very weak reverse predictability. Overlapping area represents the amount of predictability between Sanurhasta Mitra time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Sanurhasta Mitra price movement. The serial correlation of -0.03 indicates that only 3.0% of current Sanurhasta Mitra price fluctuation can be explain by its past prices.
Correlation Coefficient-0.03
Spearman Rank Test0.09
Residual Average0.0
Price Variance778.02
Sanurhasta ReturnsSanurhasta Lagged ReturnsDiversified AwaySanurhasta ReturnsSanurhasta Lagged ReturnsDiversified Away100%

Sanurhasta Mitra lagged returns against current returns

Autocorrelation, which is Sanurhasta Mitra 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 Sanurhasta Mitra's stock expected returns. We can calculate the autocorrelation of Sanurhasta Mitra returns to help us make a trade decision. For example, suppose you find that Sanurhasta Mitra 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   
JavaScript chart by amCharts 3.21.15Feb 11Feb 16Feb 21Feb 26MarMar 08Mar 13Mar 18Mar 23-20%0%20%40%60%80%100%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Sanurhasta Mitra 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 Sanurhasta Mitra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanurhasta Mitra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanurhasta Mitra stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 11Feb 16Feb 21Feb 26MarMar 08Mar 13Mar 18Mar 23406080100120140
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Sanurhasta Mitra Lagged Returns

When evaluating Sanurhasta Mitra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanurhasta Mitra stock have on its future price. Sanurhasta Mitra 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, Sanurhasta Mitra autocorrelation shows the relationship between Sanurhasta Mitra stock current value and its past values and can show if there is a momentum factor associated with investing in Sanurhasta Mitra PT.
   Regressed Prices   
JavaScript chart by amCharts 3.21.152025FebMar50100150200250
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Sanurhasta Stock

Sanurhasta Mitra financial ratios help investors to determine whether Sanurhasta 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 Sanurhasta with respect to the benefits of owning Sanurhasta Mitra security.
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