Metropolitan Land (Indonesia) Market Value
| MTLA Stock | IDR 418.00 4.00 0.95% |
| Symbol | Metropolitan |
Metropolitan Land '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 Metropolitan Land'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 Metropolitan Land.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Metropolitan Land on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Metropolitan Land Tbk or generate 0.0% return on investment in Metropolitan Land over 90 days. Metropolitan Land is related to or competes with Jaya Real, Intiland Development, Modernland Realty, Lippo Cikarang, and Greenwood Sejahtera. PT Metropolitan Land Tbk, together with its subsidiaries, engages in the residential and commercial properties developme... More
Metropolitan Land 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 Metropolitan Land'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 Metropolitan Land Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.058 | |||
| Maximum Drawdown | 16.92 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 6.06 |
Metropolitan Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metropolitan Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metropolitan Land's standard deviation. In reality, there are many statistical measures that can use Metropolitan Land historical prices to predict the future Metropolitan Land's volatility.| Risk Adjusted Performance | 0.0186 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.3062 | |||
| Sortino Ratio | 0.0748 | |||
| Treynor Ratio | (0.05) |
Metropolitan Land Tbk Backtested Returns
As of now, Metropolitan Stock is very steady. Metropolitan Land Tbk has Sharpe Ratio of 0.0143, which conveys that the firm had a 0.0143 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Metropolitan Land, which you can use to evaluate the volatility of the firm. Please verify Metropolitan Land's Downside Deviation of 1.76, risk adjusted performance of 0.0186, and Mean Deviation of 0.9785 to check out if the risk estimate we provide is consistent with the expected return of 0.0324%. Metropolitan Land has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Metropolitan Land are expected to decrease at a much lower rate. During the bear market, Metropolitan Land is likely to outperform the market. Metropolitan Land Tbk right now secures a risk of 2.27%. Please verify Metropolitan Land Tbk maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Metropolitan Land Tbk will be following its current price movements.
Auto-correlation | 0.15 |
Insignificant predictability
Metropolitan Land Tbk has insignificant predictability. Overlapping area represents the amount of predictability between Metropolitan Land 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 Metropolitan Land Tbk price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Metropolitan Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 56.99 |
Metropolitan Land Tbk lagged returns against current returns
Autocorrelation, which is Metropolitan Land 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 Metropolitan Land's stock expected returns. We can calculate the autocorrelation of Metropolitan Land returns to help us make a trade decision. For example, suppose you find that Metropolitan Land 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 |
Metropolitan Land 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 Metropolitan Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metropolitan Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metropolitan Land stock over time.
Current vs Lagged Prices |
| Timeline |
Metropolitan Land Lagged Returns
When evaluating Metropolitan Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metropolitan Land stock have on its future price. Metropolitan Land 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, Metropolitan Land autocorrelation shows the relationship between Metropolitan Land stock current value and its past values and can show if there is a momentum factor associated with investing in Metropolitan Land Tbk.
Regressed Prices |
| Timeline |
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Metropolitan Land financial ratios help investors to determine whether Metropolitan 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 Metropolitan with respect to the benefits of owning Metropolitan Land security.