Sanurhasta Mitra (Indonesia) Market Value

MINA Stock  IDR 128.00  23.00  15.23%   
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 128.00 as of the 16th of March 2025. This is a 15.23 percent down since the beginning of the trading day. The stock's last reported lowest price was 125.0.
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
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Sanurhasta Mitra on December 16, 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, Protech Mitra, Metrodata Electronics, Indosterling Technomedia, Galva Technologies, and HK Metals. 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
117.80128.00138.20
Details
Intrinsic
Valuation
LowRealHigh
107.40117.60140.80
Details
Naive
Forecast
LowNextHigh
139.22149.42159.62
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
28.38112.12195.85
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 1.71% are justified by taking the suggested risk. Use Sanurhasta Mitra Semi Deviation of 8.06, risk adjusted performance of 0.1938, and Coefficient Of Variation of 471.43 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 -1.84, 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

    
  0.42  

Average predictability

Sanurhasta Mitra PT has average predictability. Overlapping area represents the amount of predictability between Sanurhasta Mitra 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 Sanurhasta Mitra price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Sanurhasta Mitra price fluctuation can be explain by its past prices.
Correlation Coefficient0.42
Spearman Rank Test0.55
Residual Average0.0
Price Variance474.28

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   
       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   
       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   
       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.