Martina Berto (Indonesia) Market Value
| MBTO Stock | IDR 90.00 1.00 1.10% |
| Symbol | Martina |
Martina Berto '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 Martina Berto'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 Martina Berto.
| 09/15/2024 |
| 12/14/2024 |
If you would invest 0.00 in Martina Berto on September 15, 2024 and sell it all today you would earn a total of 0.00 from holding Martina Berto Tbk or generate 0.0% return on investment in Martina Berto over 90 days. Martina Berto is related to or competes with Mustika Ratu, Langgeng Makmur, Kedaung Indah, Mandom Indonesia, and Multi Indocitra. More
Martina Berto 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 Martina Berto'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 Martina Berto Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 6.96 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 1.96 |
Martina Berto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Martina Berto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Martina Berto's standard deviation. In reality, there are many statistical measures that can use Martina Berto historical prices to predict the future Martina Berto's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (7.29) |
Martina Berto Tbk Backtested Returns
Martina Berto Tbk has Sharpe Ratio of -0.12, which conveys that the firm had a -0.12% return per unit of risk over the last 3 months. Martina Berto exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Martina Berto's Standard Deviation of 1.49, mean deviation of 1.12, and Risk Adjusted Performance of (0.1) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0299, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Martina Berto's returns are expected to increase less than the market. However, during the bear market, the loss of holding Martina Berto is expected to be smaller as well. At this point, Martina Berto Tbk has a negative expected return of -0.19%. Please make sure to verify Martina Berto's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Martina Berto Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Martina Berto Tbk has very good reverse predictability. Overlapping area represents the amount of predictability between Martina Berto time series from 15th of September 2024 to 30th of October 2024 and 30th of October 2024 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 Martina Berto Tbk price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Martina Berto price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 29.72 |
Martina Berto Tbk lagged returns against current returns
Autocorrelation, which is Martina Berto 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 Martina Berto's stock expected returns. We can calculate the autocorrelation of Martina Berto returns to help us make a trade decision. For example, suppose you find that Martina Berto 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 |
Martina Berto 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 Martina Berto stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Martina Berto stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Martina Berto stock over time.
Current vs Lagged Prices |
| Timeline |
Martina Berto Lagged Returns
When evaluating Martina Berto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Martina Berto stock have on its future price. Martina Berto 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, Martina Berto autocorrelation shows the relationship between Martina Berto stock current value and its past values and can show if there is a momentum factor associated with investing in Martina Berto Tbk.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Martina Stock
Martina Berto financial ratios help investors to determine whether Martina 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 Martina with respect to the benefits of owning Martina Berto security.