Meta Epsi (Indonesia) Market Value
| MTPS Stock | IDR 42.00 1.00 2.33% |
| Symbol | Meta |
Meta Epsi '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 Meta Epsi'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 Meta Epsi.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Meta Epsi on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Meta Epsi Tbk or generate 0.0% return on investment in Meta Epsi over 90 days. Meta Epsi is related to or competes with Andalan Sakti, Makmur Berkah, Bekasi Asri, Cahayaputra Asa, and Royalindo Investa. PT Meta Epsi Tbk. provides engineering, procurement, and construction services to customers in the areas of power and in... More
Meta Epsi 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 Meta Epsi'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 Meta Epsi Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.14 | |||
| Information Ratio | 0.3557 | |||
| Maximum Drawdown | 20.0 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 9.52 |
Meta Epsi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Meta Epsi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Meta Epsi's standard deviation. In reality, there are many statistical measures that can use Meta Epsi historical prices to predict the future Meta Epsi's volatility.| Risk Adjusted Performance | 0.3631 | |||
| Jensen Alpha | 2.21 | |||
| Total Risk Alpha | 1.39 | |||
| Sortino Ratio | 0.2909 | |||
| Treynor Ratio | 92.81 |
Meta Epsi Tbk Backtested Returns
Meta Epsi is not too volatile given 3 months investment horizon. Meta Epsi Tbk has Sharpe Ratio of 0.46, which conveys that the firm had a 0.46 % return per unit of risk over the last 3 months. We were able to collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.52% are justified by taking the suggested risk. Use Meta Epsi Tbk Downside Deviation of 7.14, mean deviation of 4.94, and Risk Adjusted Performance of 0.3631 to evaluate company specific risk that cannot be diversified away. Meta Epsi holds a performance score of 36 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.0238, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Meta Epsi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Meta Epsi is expected to be smaller as well. Use Meta Epsi Tbk maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to analyze future returns on Meta Epsi Tbk.
Auto-correlation | 0.52 |
Modest predictability
Meta Epsi Tbk has modest predictability. Overlapping area represents the amount of predictability between Meta Epsi time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Meta Epsi Tbk price movement. The serial correlation of 0.52 indicates that about 52.0% of current Meta Epsi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 42.28 |
Meta Epsi Tbk lagged returns against current returns
Autocorrelation, which is Meta Epsi 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 Meta Epsi's stock expected returns. We can calculate the autocorrelation of Meta Epsi returns to help us make a trade decision. For example, suppose you find that Meta Epsi 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 |
Meta Epsi 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 Meta Epsi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Meta Epsi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Meta Epsi stock over time.
Current vs Lagged Prices |
| Timeline |
Meta Epsi Lagged Returns
When evaluating Meta Epsi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Meta Epsi stock have on its future price. Meta Epsi 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, Meta Epsi autocorrelation shows the relationship between Meta Epsi stock current value and its past values and can show if there is a momentum factor associated with investing in Meta Epsi Tbk.
Regressed Prices |
| Timeline |
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Meta Epsi financial ratios help investors to determine whether Meta 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 Meta with respect to the benefits of owning Meta Epsi security.