Matahari Putra (Indonesia) Market Value
| MPPA Stock | IDR 71.00 4.00 5.97% |
| Symbol | Matahari |
Matahari Putra '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 Matahari Putra'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 Matahari Putra.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Matahari Putra on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Matahari Putra Prima or generate 0.0% return on investment in Matahari Putra over 90 days. Matahari Putra is related to or competes with Garudafood Putra, Provident Agro, Dharma Satya, and Sawit Sumbermas. More
Matahari Putra 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 Matahari Putra'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 Matahari Putra Prima upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.0 | |||
| Information Ratio | 0.0815 | |||
| Maximum Drawdown | 55.98 | |||
| Value At Risk | (11.39) | |||
| Potential Upside | 15.85 |
Matahari Putra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Matahari Putra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Matahari Putra's standard deviation. In reality, there are many statistical measures that can use Matahari Putra historical prices to predict the future Matahari Putra's volatility.| Risk Adjusted Performance | 0.0794 | |||
| Jensen Alpha | 1.14 | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | 0.091 | |||
| Treynor Ratio | (0.22) |
Matahari Putra Prima Backtested Returns
Matahari Putra appears to be not too volatile, given 3 months investment horizon. Matahari Putra Prima has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of risk over the last 3 months. By analyzing Matahari Putra's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please exercise Matahari Putra's Risk Adjusted Performance of 0.0794, mean deviation of 5.1, and Downside Deviation of 7.0 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Matahari Putra holds a performance score of 7. The company secures a Beta (Market Risk) of -3.4, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Matahari Putra are expected to decrease by larger amounts. On the other hand, during market turmoil, Matahari Putra is expected to outperform it. Please check Matahari Putra's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Matahari Putra's current price movements will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Matahari Putra Prima has modest reverse predictability. Overlapping area represents the amount of predictability between Matahari Putra time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th 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 Matahari Putra Prima price movement. The serial correlation of -0.5 indicates that about 50.0% of current Matahari Putra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 171.71 |
Matahari Putra Prima lagged returns against current returns
Autocorrelation, which is Matahari Putra 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 Matahari Putra's stock expected returns. We can calculate the autocorrelation of Matahari Putra returns to help us make a trade decision. For example, suppose you find that Matahari Putra 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 |
Matahari Putra 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 Matahari Putra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Matahari Putra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Matahari Putra stock over time.
Current vs Lagged Prices |
| Timeline |
Matahari Putra Lagged Returns
When evaluating Matahari Putra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Matahari Putra stock have on its future price. Matahari Putra 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, Matahari Putra autocorrelation shows the relationship between Matahari Putra stock current value and its past values and can show if there is a momentum factor associated with investing in Matahari Putra Prima.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Matahari Stock
Matahari Putra financial ratios help investors to determine whether Matahari 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 Matahari with respect to the benefits of owning Matahari Putra security.