Mark Dynamics (Indonesia) Market Value
| MARK Stock | IDR 1,060 5.00 0.47% |
| Symbol | Mark |
Mark Dynamics '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 Mark Dynamics' 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 Mark Dynamics.
| 12/25/2022 |
| 12/14/2024 |
If you would invest 0.00 in Mark Dynamics on December 25, 2022 and sell it all today you would earn a total of 0.00 from holding Mark Dynamics Indonesia or generate 0.0% return on investment in Mark Dynamics over 720 days. Mark Dynamics is related to or competes with PT Indonesia, Surya Toto, Mitra Pinasthika, Integra Indocabinet, Multistrada Arah, Bhuwanatala Indah, and Mitrabara Adiperdana. PT Mark Dynamics Indonesia Tbk manufactures and sells hand formers More
Mark Dynamics 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 Mark Dynamics' 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 Mark Dynamics Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.11 | |||
| Information Ratio | 0.0647 | |||
| Maximum Drawdown | 17.61 | |||
| Value At Risk | (5.24) | |||
| Potential Upside | 4.46 |
Mark Dynamics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mark Dynamics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mark Dynamics' standard deviation. In reality, there are many statistical measures that can use Mark Dynamics historical prices to predict the future Mark Dynamics' volatility.| Risk Adjusted Performance | 0.08 | |||
| Jensen Alpha | 0.308 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0588 | |||
| Treynor Ratio | (0.70) |
Mark Dynamics Indonesia Backtested Returns
Mark Dynamics appears to be very steady, given 3 months investment horizon. Mark Dynamics Indonesia has Sharpe Ratio of 0.09, which conveys that the firm had a 0.09% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mark Dynamics, which you can use to evaluate the volatility of the firm. Please exercise Mark Dynamics' Mean Deviation of 1.97, risk adjusted performance of 0.08, and Downside Deviation of 3.11 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mark Dynamics holds a performance score of 7. The company secures a Beta (Market Risk) of -0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mark Dynamics are expected to decrease at a much lower rate. During the bear market, Mark Dynamics is likely to outperform the market. Please check Mark Dynamics' total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Mark Dynamics' current price movements will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Mark Dynamics Indonesia has weak reverse predictability. Overlapping area represents the amount of predictability between Mark Dynamics time series from 25th of December 2022 to 20th of December 2023 and 20th of December 2023 to 14th 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 Mark Dynamics Indonesia price movement. The serial correlation of -0.25 indicates that over 25.0% of current Mark Dynamics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 20.4 K |
Mark Dynamics Indonesia lagged returns against current returns
Autocorrelation, which is Mark Dynamics 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 Mark Dynamics' stock expected returns. We can calculate the autocorrelation of Mark Dynamics returns to help us make a trade decision. For example, suppose you find that Mark Dynamics 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 |
Mark Dynamics 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 Mark Dynamics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mark Dynamics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mark Dynamics stock over time.
Current vs Lagged Prices |
| Timeline |
Mark Dynamics Lagged Returns
When evaluating Mark Dynamics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mark Dynamics stock have on its future price. Mark Dynamics 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, Mark Dynamics autocorrelation shows the relationship between Mark Dynamics stock current value and its past values and can show if there is a momentum factor associated with investing in Mark Dynamics Indonesia.
Regressed Prices |
| Timeline |
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Mark Dynamics financial ratios help investors to determine whether Mark 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 Mark with respect to the benefits of owning Mark Dynamics security.