Buana Finance (Indonesia) Market Value
| BBLD Stock | IDR 650.00 5.00 0.76% |
| Symbol | Buana |
Buana Finance '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 Buana Finance'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 Buana Finance.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Buana Finance on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Buana Finance Tbk or generate 0.0% return on investment in Buana Finance over 720 days. Buana Finance is related to or competes with Paninvest Tbk, Maskapai Reasuransi, Panin Sekuritas, Wahana Ottomitra, and Lenox Pasifik. PT Buana Finance Tbk provides investment, consumer, working capital, and multipurpose financing services in Indonesia More
Buana Finance 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 Buana Finance'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 Buana Finance Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 29.69 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 3.68 |
Buana Finance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Buana Finance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Buana Finance's standard deviation. In reality, there are many statistical measures that can use Buana Finance historical prices to predict the future Buana Finance's volatility.| Risk Adjusted Performance | 0.0016 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.05) |
Buana Finance Tbk Backtested Returns
As of now, Buana Stock is very steady. Buana Finance Tbk secures Sharpe Ratio (or Efficiency) of 0.0094, which signifies that the company had a 0.0094% return per unit of standard deviation over the last 3 months. We have found twenty-three technical indicators for Buana Finance Tbk, which you can use to evaluate the volatility of the firm. Please confirm Buana Finance's mean deviation of 1.67, and Risk Adjusted Performance of 0.0016 to double-check if the risk estimate we provide is consistent with the expected return of 0.018%. The firm shows a Beta (market volatility) of 0.76, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Buana Finance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Buana Finance is expected to be smaller as well. Buana Finance Tbk right now shows a risk of 1.91%. Please confirm Buana Finance Tbk coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Buana Finance Tbk will be following its price patterns.
Auto-correlation | 0.75 |
Good predictability
Buana Finance Tbk has good predictability. Overlapping area represents the amount of predictability between Buana Finance 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 Buana Finance Tbk price movement. The serial correlation of 0.75 indicates that around 75.0% of current Buana Finance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 3570.21 |
Buana Finance Tbk lagged returns against current returns
Autocorrelation, which is Buana Finance 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 Buana Finance's stock expected returns. We can calculate the autocorrelation of Buana Finance returns to help us make a trade decision. For example, suppose you find that Buana Finance 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 |
Buana Finance 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 Buana Finance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Buana Finance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Buana Finance stock over time.
Current vs Lagged Prices |
| Timeline |
Buana Finance Lagged Returns
When evaluating Buana Finance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Buana Finance stock have on its future price. Buana Finance 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, Buana Finance autocorrelation shows the relationship between Buana Finance stock current value and its past values and can show if there is a momentum factor associated with investing in Buana Finance Tbk.
Regressed Prices |
| Timeline |
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Buana Finance financial ratios help investors to determine whether Buana 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 Buana with respect to the benefits of owning Buana Finance security.