MAP Aktif (Indonesia) Market Value
| MAPA Stock | 1,030 10.00 0.96% |
| Symbol | MAP |
MAP Aktif '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 MAP Aktif'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 MAP Aktif.
| 04/21/2024 |
| 12/17/2024 |
If you would invest 0.00 in MAP Aktif on April 21, 2024 and sell it all today you would earn a total of 0.00 from holding MAP Aktif Adiperkasa or generate 0.0% return on investment in MAP Aktif over 240 days. MAP Aktif is related to or competes with Mitra Adiperkasa, Map Boga, Mitra Keluarga, Medikaloka Hermina, and Prodia Widyahusada. More
MAP Aktif 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 MAP Aktif'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 MAP Aktif Adiperkasa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | 0.0475 | |||
| Maximum Drawdown | 21.07 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 4.48 |
MAP Aktif Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MAP Aktif's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MAP Aktif's standard deviation. In reality, there are many statistical measures that can use MAP Aktif historical prices to predict the future MAP Aktif's volatility.| Risk Adjusted Performance | 0.062 | |||
| Jensen Alpha | 0.1813 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0514 | |||
| Treynor Ratio | 0.4101 |
MAP Aktif Adiperkasa Backtested Returns
MAP Aktif appears to be very steady, given 3 months investment horizon. MAP Aktif Adiperkasa has Sharpe Ratio of 0.0672, which conveys that the company had a 0.0672% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for MAP Aktif, which you can use to evaluate the volatility of the entity. Please exercise MAP Aktif's Downside Deviation of 2.85, mean deviation of 2.13, and Market Risk Adjusted Performance of 0.4201 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MAP Aktif holds a performance score of 5. The firm secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MAP Aktif's returns are expected to increase less than the market. However, during the bear market, the loss of holding MAP Aktif is expected to be smaller as well. Please check MAP Aktif's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether MAP Aktif's current price movements will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
MAP Aktif Adiperkasa has weak reverse predictability. Overlapping area represents the amount of predictability between MAP Aktif time series from 21st of April 2024 to 19th of August 2024 and 19th of August 2024 to 17th 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 MAP Aktif Adiperkasa price movement. The serial correlation of -0.24 indicates that over 24.0% of current MAP Aktif price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 5341.38 |
MAP Aktif Adiperkasa lagged returns against current returns
Autocorrelation, which is MAP Aktif 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 MAP Aktif's stock expected returns. We can calculate the autocorrelation of MAP Aktif returns to help us make a trade decision. For example, suppose you find that MAP Aktif 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 |
MAP Aktif 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 MAP Aktif stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MAP Aktif stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MAP Aktif stock over time.
Current vs Lagged Prices |
| Timeline |
MAP Aktif Lagged Returns
When evaluating MAP Aktif's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MAP Aktif stock have on its future price. MAP Aktif 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, MAP Aktif autocorrelation shows the relationship between MAP Aktif stock current value and its past values and can show if there is a momentum factor associated with investing in MAP Aktif Adiperkasa.
Regressed Prices |
| Timeline |
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MAP Aktif financial ratios help investors to determine whether MAP 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 MAP with respect to the benefits of owning MAP Aktif security.