Maha Properti (Indonesia) Market Value
| MPRO Stock | IDR 2,010 10.00 0.50% |
| Symbol | Maha |
Maha Properti '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 Maha Properti'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 Maha Properti.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Maha Properti on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Maha Properti Indonesia or generate 0.0% return on investment in Maha Properti over 30 days. Maha Properti is related to or competes with Pollux Properti, Jaya Sukses, Metropolitan Kentjana, Pollux Investasi, and Urban Jakarta. PT Maha Properti Indonesia Tbk engages in the real estate development business in Indonesia More
Maha Properti 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 Maha Properti'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 Maha Properti Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.3374 | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 3.08 |
Maha Properti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maha Properti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maha Properti's standard deviation. In reality, there are many statistical measures that can use Maha Properti historical prices to predict the future Maha Properti's volatility.| Risk Adjusted Performance | 0.3198 | |||
| Jensen Alpha | 0.5644 | |||
| Total Risk Alpha | 0.4076 | |||
| Sortino Ratio | 0.2444 | |||
| Treynor Ratio | 1.34 |
Maha Properti Indonesia Backtested Returns
Maha Properti appears to be very steady, given 3 months investment horizon. Maha Properti Indonesia has Sharpe Ratio of 0.46, which conveys that the firm had a 0.46% return per unit of risk over the last 3 months. By analyzing Maha Properti's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please exercise Maha Properti's Downside Deviation of 2.08, risk adjusted performance of 0.3198, and Mean Deviation of 1.1 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Maha Properti holds a performance score of 36. The company secures a Beta (Market Risk) of 0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Maha Properti's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maha Properti is expected to be smaller as well. Please check Maha Properti's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Maha Properti's current price movements will revert.
Auto-correlation | 0.53 |
Modest predictability
Maha Properti Indonesia has modest predictability. Overlapping area represents the amount of predictability between Maha Properti time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Maha Properti Indonesia price movement. The serial correlation of 0.53 indicates that about 53.0% of current Maha Properti price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 82.25 |
Maha Properti Indonesia lagged returns against current returns
Autocorrelation, which is Maha Properti 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 Maha Properti's stock expected returns. We can calculate the autocorrelation of Maha Properti returns to help us make a trade decision. For example, suppose you find that Maha Properti 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 |
Maha Properti 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 Maha Properti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maha Properti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maha Properti stock over time.
Current vs Lagged Prices |
| Timeline |
Maha Properti Lagged Returns
When evaluating Maha Properti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maha Properti stock have on its future price. Maha Properti 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, Maha Properti autocorrelation shows the relationship between Maha Properti stock current value and its past values and can show if there is a momentum factor associated with investing in Maha Properti Indonesia.
Regressed Prices |
| Timeline |
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Maha Properti financial ratios help investors to determine whether Maha 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 Maha with respect to the benefits of owning Maha Properti security.