Hanjaya Mandala Correlations
| HMSP Stock | IDR 655.00 5.00 0.77% |
The current 90-days correlation between Hanjaya Mandala Sampoerna and Bakrieland Development Tbk is -0.1 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Hanjaya Mandala moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Hanjaya Mandala Sampoerna moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Hanjaya Mandala Correlation With Market
Significant diversification
The correlation between Hanjaya Mandala Sampoerna and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Hanjaya Mandala Sampoerna and DJI in the same portfolio, assuming nothing else is changed.
Hanjaya |
The ability to find closely correlated positions to Hanjaya Mandala could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Hanjaya Mandala when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Hanjaya Mandala - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Hanjaya Mandala Sampoerna to buy it.
Moving together with Hanjaya Stock
| 0.71 | MPMX | Mitra Pinasthika Mustika | PairCorr |
| 0.73 | GTBO | Garda Tujuh Buana | PairCorr |
| 0.77 | BMRI | Bank Mandiri Persero | PairCorr |
| 0.73 | CTTH | Citatah Tbk | PairCorr |
| 0.75 | PZZA | PT Sarimelati Kencana | PairCorr |
Moving against Hanjaya Stock
Related Correlations Analysis
| 0.77 | 0.49 | 0.65 | 0.26 | ELTY | ||
| 0.77 | 0.67 | 0.44 | 0.53 | BNBR | ||
| 0.49 | 0.67 | 0.56 | 0.83 | ENRG | ||
| 0.65 | 0.44 | 0.56 | 0.47 | SGRO | ||
| 0.26 | 0.53 | 0.83 | 0.47 | BUMI | ||
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Risk-Adjusted Indicators
There is a big difference between Hanjaya Stock performing well and Hanjaya Mandala Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Hanjaya Mandala's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ELTY | 4.24 | 0.60 | 0.07 | (2.20) | 4.05 | 9.09 | 19.44 | |||
| BNBR | 4.54 | 0.80 | 0.15 | 1.20 | 3.95 | 9.76 | 19.09 | |||
| ENRG | 2.95 | 0.40 | 0.07 | (1.36) | 2.90 | 6.80 | 27.15 | |||
| SGRO | 0.59 | 0.02 | (0.08) | 0.31 | 0.78 | 1.46 | 5.68 | |||
| BUMI | 3.36 | 0.77 | 0.19 | (1.54) | 2.53 | 11.43 | 24.78 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Hanjaya Mandala without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Hanjaya Mandala Corporate Management
Elected by the shareholders, the Hanjaya Mandala's board of directors comprises two types of representatives: Hanjaya Mandala inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Hanjaya. The board's role is to monitor Hanjaya Mandala's management team and ensure that shareholders' interests are well served. Hanjaya Mandala's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Hanjaya Mandala's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Raden Dradjattun | Independent Commissioner | Profile | |
| Adiyanto Sumardjono | G Counsel | Profile | |
| Francisca Rahardja | Director | Profile | |
| Vassilis Gkatzelis | Pres Director | Profile | |
| Bambang Priambodo | Corporate Secretary | Profile | |
| Sharmen Karthigasu | Finance Director | Profile |