PT Mayora (Germany) Market Value
| D7V Stock | EUR 0.1 0 2.60% |
| Symbol | D7V |
PT Mayora '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 PT Mayora'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 PT Mayora.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in PT Mayora on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding PT Mayora Indah or generate 0.0% return on investment in PT Mayora over 90 days. PT Mayora is related to or competes with Hershey, Chocoladefabriken, Südzucker, Tootsie Roll, Cloetta AB, and ROGERS SUGAR. PT Mayora Indah Tbk manufactures and sells food and beverage products in Indonesia and internationally More
PT Mayora 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 PT Mayora'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 PT Mayora Indah upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 33.57 | |||
| Value At Risk | (9.55) | |||
| Potential Upside | 9.09 |
PT Mayora Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Mayora's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Mayora's standard deviation. In reality, there are many statistical measures that can use PT Mayora historical prices to predict the future PT Mayora's volatility.| Risk Adjusted Performance | 0.0046 | |||
| Jensen Alpha | 0.006 | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | 0.1143 |
PT Mayora Indah Backtested Returns
PT Mayora Indah retains Efficiency (Sharpe Ratio) of close to zero, which implies the firm had a close to zero % return per unit of price deviation over the last 3 months. PT Mayora exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PT Mayora's market risk adjusted performance of 0.1243, and Information Ratio of (0.03) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PT Mayora are expected to decrease at a much lower rate. During the bear market, PT Mayora is likely to outperform the market. At this point, PT Mayora Indah has a negative expected return of -0.0228%. Please make sure to check PT Mayora's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if PT Mayora Indah performance from the past will be repeated at some future date.
Auto-correlation | 0.30 |
Below average predictability
PT Mayora Indah has below average predictability. Overlapping area represents the amount of predictability between PT Mayora time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 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 PT Mayora Indah price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current PT Mayora price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Mayora Indah lagged returns against current returns
Autocorrelation, which is PT Mayora 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 PT Mayora's stock expected returns. We can calculate the autocorrelation of PT Mayora returns to help us make a trade decision. For example, suppose you find that PT Mayora 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 |
PT Mayora 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 PT Mayora stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Mayora stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Mayora stock over time.
Current vs Lagged Prices |
| Timeline |
PT Mayora Lagged Returns
When evaluating PT Mayora's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Mayora stock have on its future price. PT Mayora 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, PT Mayora autocorrelation shows the relationship between PT Mayora stock current value and its past values and can show if there is a momentum factor associated with investing in PT Mayora Indah.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in D7V Stock
PT Mayora financial ratios help investors to determine whether D7V 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 D7V with respect to the benefits of owning PT Mayora security.