BFI Finance (Indonesia) Market Value
| BFIN Stock | IDR 905.00 10.00 1.12% |
| Symbol | BFI |
BFI 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 BFI 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 BFI Finance.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in BFI Finance on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding BFI Finance Indonesia or generate 0.0% return on investment in BFI Finance over 30 days. BFI Finance is related to or competes with Paninvest Tbk, Mitra Pinasthika, Jakarta Int, Asuransi Harta, Indosterling Technomedia, Indosat Tbk, and PT Kusuma. More
BFI 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 BFI 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 BFI Finance Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 13.01 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 4.26 |
BFI Finance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BFI Finance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BFI Finance's standard deviation. In reality, there are many statistical measures that can use BFI Finance historical prices to predict the future BFI Finance's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | 0.5945 |
BFI Finance Indonesia Backtested Returns
BFI Finance Indonesia secures Sharpe Ratio (or Efficiency) of -0.0418, which signifies that the company had a -0.0418% return per unit of return volatility over the last 3 months. BFI Finance Indonesia exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BFI Finance's Coefficient Of Variation of (1,690), mean deviation of 1.83, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BFI Finance are expected to decrease at a much lower rate. During the bear market, BFI Finance is likely to outperform the market. At this point, BFI Finance Indonesia has a negative expected return of -0.099%. Please make sure to confirm BFI Finance's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if BFI Finance Indonesia performance from the past will be repeated in the future.
Auto-correlation | 0.12 |
Insignificant predictability
BFI Finance Indonesia has insignificant predictability. Overlapping area represents the amount of predictability between BFI Finance time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 BFI Finance Indonesia price movement. The serial correlation of 0.12 indicates that less than 12.0% of current BFI Finance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 547.52 |
BFI Finance Indonesia lagged returns against current returns
Autocorrelation, which is BFI 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 BFI Finance's stock expected returns. We can calculate the autocorrelation of BFI Finance returns to help us make a trade decision. For example, suppose you find that BFI 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 |
BFI 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 BFI Finance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BFI Finance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BFI Finance stock over time.
Current vs Lagged Prices |
| Timeline |
BFI Finance Lagged Returns
When evaluating BFI Finance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BFI Finance stock have on its future price. BFI 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, BFI Finance autocorrelation shows the relationship between BFI Finance stock current value and its past values and can show if there is a momentum factor associated with investing in BFI Finance Indonesia.
Regressed Prices |
| Timeline |
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BFI Finance financial ratios help investors to determine whether BFI 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 BFI with respect to the benefits of owning BFI Finance security.