MNC Studios (Indonesia) Market Value
| MSIN Stock | 940.00 185.00 24.50% |
| Symbol | MNC |
MNC Studios '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 MNC Studios' 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 MNC Studios.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in MNC Studios on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding MNC Studios International or generate 0.0% return on investment in MNC Studios over 90 days. MNC Studios is related to or competes with Mnc Land, MNC Vision, MD Pictures, Link Net, and Medikaloka Hermina. More
MNC Studios 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 MNC Studios' 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 MNC Studios International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 39.81 | |||
| Value At Risk | (8.27) | |||
| Potential Upside | 11.21 |
MNC Studios Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MNC Studios' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MNC Studios' standard deviation. In reality, there are many statistical measures that can use MNC Studios historical prices to predict the future MNC Studios' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.775 | |||
| Treynor Ratio | (0.40) |
MNC Studios International Backtested Returns
MNC Studios appears to be very steady, given 3 months investment horizon. MNC Studios International retains Efficiency (Sharpe Ratio) of 0.0412, which conveys that the firm had a 0.0412 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for MNC Studios, which you can use to evaluate the volatility of the firm. Please exercise MNC Studios' Market Risk Adjusted Performance of (0.39), coefficient of variation of (2,606), and Mean Deviation of 3.96 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MNC Studios holds a performance score of 3. The company owns a Beta (Systematic Risk) of 0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MNC Studios' returns are expected to increase less than the market. However, during the bear market, the loss of holding MNC Studios is expected to be smaller as well. Please check MNC Studios' coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to make a quick decision on whether MNC Studios' current price history will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
MNC Studios International has insignificant reverse predictability. Overlapping area represents the amount of predictability between MNC Studios time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 MNC Studios International price movement. The serial correlation of -0.12 indicates that less than 12.0% of current MNC Studios price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 3732.17 |
MNC Studios International lagged returns against current returns
Autocorrelation, which is MNC Studios 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 MNC Studios' stock expected returns. We can calculate the autocorrelation of MNC Studios returns to help us make a trade decision. For example, suppose you find that MNC Studios 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 |
MNC Studios 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 MNC Studios stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MNC Studios stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MNC Studios stock over time.
Current vs Lagged Prices |
| Timeline |
MNC Studios Lagged Returns
When evaluating MNC Studios' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MNC Studios stock have on its future price. MNC Studios 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, MNC Studios autocorrelation shows the relationship between MNC Studios stock current value and its past values and can show if there is a momentum factor associated with investing in MNC Studios International.
Regressed Prices |
| Timeline |
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MNC Studios financial ratios help investors to determine whether MNC 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 MNC with respect to the benefits of owning MNC Studios security.