Mnc Land (Indonesia) Market Value
| KPIG Stock | IDR 62.00 1.00 1.59% |
| Symbol | Mnc |
Mnc 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 Mnc 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 Mnc Land.
| 04/05/2024 |
| 05/05/2024 |
If you would invest 0.00 in Mnc Land on April 5, 2024 and sell it all today you would earn a total of 0.00 from holding Mnc Land Tbk or generate 0.0% return on investment in Mnc Land over 30 days. Mnc Land is related to or competes with Modernland Realty, Jaya Real, Lippo Cikarang, Jakarta Int, and Intiland Development. More
Mnc 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 Mnc 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 Mnc Land Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.4 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.64 |
Mnc Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mnc Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mnc Land's standard deviation. In reality, there are many statistical measures that can use Mnc Land historical prices to predict the future Mnc Land's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mnc Land's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Mnc Land Tbk Backtested Returns
Mnc Land Tbk has Sharpe Ratio of -0.0181, which conveys that the firm had a -0.0181% return per unit of risk over the last 3 months. Mnc Land exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mnc Land's Risk Adjusted Performance of (0), mean deviation of 0.768, and Standard Deviation of 1.18 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mnc Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mnc Land is expected to be smaller as well. Mnc Land Tbk has an expected return of -0.0226%. Please make sure to verify Mnc Land Tbk coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Mnc Land Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Mnc Land Tbk has very good reverse predictability. Overlapping area represents the amount of predictability between Mnc Land time series from 5th of April 2024 to 20th of April 2024 and 20th of April 2024 to 5th of May 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 Mnc Land Tbk price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Mnc Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Mnc Land Tbk lagged returns against current returns
Autocorrelation, which is Mnc 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 Mnc Land's stock expected returns. We can calculate the autocorrelation of Mnc Land returns to help us make a trade decision. For example, suppose you find that Mnc 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 |
Mnc 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 Mnc Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mnc Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mnc Land stock over time.
Current vs Lagged Prices |
| Timeline |
Mnc Land Lagged Returns
When evaluating Mnc Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mnc Land stock have on its future price. Mnc 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, Mnc Land autocorrelation shows the relationship between Mnc Land stock current value and its past values and can show if there is a momentum factor associated with investing in Mnc Land Tbk.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Mnc Land in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Mnc Land's short interest history, or implied volatility extrapolated from Mnc Land options trading.
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Complementary Tools for Mnc Stock analysis
When running Mnc Land's price analysis, check to measure Mnc Land's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mnc Land is operating at the current time. Most of Mnc Land's value examination focuses on studying past and present price action to predict the probability of Mnc Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mnc Land's price. Additionally, you may evaluate how the addition of Mnc Land to your portfolios can decrease your overall portfolio volatility.
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Mnc Land technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.