Malacca Trust (Indonesia) Market Value
| MTWI Stock | IDR 158.00 4.00 2.47% |
| Symbol | Malacca |
Malacca Trust '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 Malacca Trust'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 Malacca Trust.
| 11/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in Malacca Trust on November 8, 2024 and sell it all today you would earn a total of 0.00 from holding Malacca Trust Wuwungan or generate 0.0% return on investment in Malacca Trust over 60 days. Malacca Trust is related to or competes with Asuransi Jiwa, Kioson Komersial, Victoria Insurance, Megapower Makmur, and Asuransi Harta. PT Malacca Trust Wuwungan Insurance Tbk provides general insurance products in Indonesia More
Malacca Trust 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 Malacca Trust'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 Malacca Trust Wuwungan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.0418 | |||
| Maximum Drawdown | 10.12 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.63 |
Malacca Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Malacca Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Malacca Trust's standard deviation. In reality, there are many statistical measures that can use Malacca Trust historical prices to predict the future Malacca Trust's volatility.| Risk Adjusted Performance | 0.0501 | |||
| Jensen Alpha | 0.0781 | |||
| Total Risk Alpha | 0.0555 | |||
| Sortino Ratio | 0.0393 | |||
| Treynor Ratio | 0.4828 |
Malacca Trust Wuwungan Backtested Returns
Malacca Trust Wuwungan has Sharpe Ratio of -0.0461, which conveys that the firm had a -0.0461% return per unit of risk over the last 3 months. Malacca Trust exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Malacca Trust's Risk Adjusted Performance of 0.0501, downside deviation of 1.73, and Mean Deviation of 1.12 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Malacca Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Malacca Trust is expected to be smaller as well. At this point, Malacca Trust Wuwungan has a negative expected return of -0.0707%. Please make sure to verify Malacca Trust's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Malacca Trust Wuwungan performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Malacca Trust Wuwungan has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Malacca Trust time series from 8th of November 2024 to 8th of December 2024 and 8th of December 2024 to 7th of January 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 Malacca Trust Wuwungan price movement. The serial correlation of -0.71 indicates that around 71.0% of current Malacca Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 4.09 |
Malacca Trust Wuwungan lagged returns against current returns
Autocorrelation, which is Malacca Trust 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 Malacca Trust's stock expected returns. We can calculate the autocorrelation of Malacca Trust returns to help us make a trade decision. For example, suppose you find that Malacca Trust 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 |
Malacca Trust 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 Malacca Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Malacca Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Malacca Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Malacca Trust Lagged Returns
When evaluating Malacca Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Malacca Trust stock have on its future price. Malacca Trust 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, Malacca Trust autocorrelation shows the relationship between Malacca Trust stock current value and its past values and can show if there is a momentum factor associated with investing in Malacca Trust Wuwungan.
Regressed Prices |
| Timeline |
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Malacca Trust financial ratios help investors to determine whether Malacca 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 Malacca with respect to the benefits of owning Malacca Trust security.