Mulia Boga (Indonesia) Market Value
| KEJU Stock | IDR 1,910 30.00 1.60% |
| Symbol | Mulia |
Mulia Boga '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 Mulia Boga'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 Mulia Boga.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Mulia Boga on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Mulia Boga Raya or generate 0.0% return on investment in Mulia Boga over 720 days. Mulia Boga is related to or competes with Garudafood Putra, Uni Charm, Campina Ice, Mitrabara Adiperdana, and Kino Indonesia. PT Mulia Boga Raya Tbk manufactures and sells cheese and mayonnaise for salad dressing under the Prochiz brand name in I... More
Mulia Boga 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 Mulia Boga'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 Mulia Boga Raya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.61 | |||
| Information Ratio | 0.076 | |||
| Maximum Drawdown | 38.11 | |||
| Value At Risk | (8.19) | |||
| Potential Upside | 7.56 |
Mulia Boga Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mulia Boga's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mulia Boga's standard deviation. In reality, there are many statistical measures that can use Mulia Boga historical prices to predict the future Mulia Boga's volatility.| Risk Adjusted Performance | 0.0779 | |||
| Jensen Alpha | 0.5462 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0955 | |||
| Treynor Ratio | (13.06) |
Mulia Boga Raya Backtested Returns
Mulia Boga appears to be very steady, given 3 months investment horizon. Mulia Boga Raya has Sharpe Ratio of 0.0955, which conveys that the firm had a 0.0955% return per unit of risk over the last 3 months. By analyzing Mulia Boga's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please exercise Mulia Boga's Downside Deviation of 4.61, mean deviation of 3.22, and Risk Adjusted Performance of 0.0779 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mulia Boga holds a performance score of 7. The company secures a Beta (Market Risk) of -0.0415, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mulia Boga are expected to decrease at a much lower rate. During the bear market, Mulia Boga is likely to outperform the market. Please check Mulia Boga's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Mulia Boga's current price movements will revert.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Mulia Boga Raya has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Mulia Boga time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 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 Mulia Boga Raya price movement. The serial correlation of -0.73 indicates that around 73.0% of current Mulia Boga price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 54.1 K |
Mulia Boga Raya lagged returns against current returns
Autocorrelation, which is Mulia Boga 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 Mulia Boga's stock expected returns. We can calculate the autocorrelation of Mulia Boga returns to help us make a trade decision. For example, suppose you find that Mulia Boga 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 |
Mulia Boga 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 Mulia Boga stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mulia Boga stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mulia Boga stock over time.
Current vs Lagged Prices |
| Timeline |
Mulia Boga Lagged Returns
When evaluating Mulia Boga's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mulia Boga stock have on its future price. Mulia Boga 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, Mulia Boga autocorrelation shows the relationship between Mulia Boga stock current value and its past values and can show if there is a momentum factor associated with investing in Mulia Boga Raya.
Regressed Prices |
| Timeline |
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Mulia Boga financial ratios help investors to determine whether Mulia 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 Mulia with respect to the benefits of owning Mulia Boga security.