Bhuwanatala Indah (Indonesia) Market Value
| BIPP Stock | IDR 32.00 0.00 0.00% |
| Symbol | Bhuwanatala |
Bhuwanatala Indah '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 Bhuwanatala Indah'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 Bhuwanatala Indah.
| 12/10/2023 |
| 12/04/2024 |
If you would invest 0.00 in Bhuwanatala Indah on December 10, 2023 and sell it all today you would earn a total of 0.00 from holding Bhuwanatala Indah Permai or generate 0.0% return on investment in Bhuwanatala Indah over 360 days. Bhuwanatala Indah is related to or competes with Mitra Pinasthika, Jakarta Int, Asuransi Harta, Indosterling Technomedia, Indosat Tbk, Bank Negara, and PT Kusuma. More
Bhuwanatala Indah 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 Bhuwanatala Indah'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 Bhuwanatala Indah Permai upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.21 | |||
| Information Ratio | 0.0427 | |||
| Maximum Drawdown | 15.0 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.14 |
Bhuwanatala Indah Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bhuwanatala Indah's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bhuwanatala Indah's standard deviation. In reality, there are many statistical measures that can use Bhuwanatala Indah historical prices to predict the future Bhuwanatala Indah's volatility.| Risk Adjusted Performance | 0.065 | |||
| Jensen Alpha | 0.0878 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.0287 | |||
| Treynor Ratio | 0.1582 |
Bhuwanatala Indah Permai Backtested Returns
Bhuwanatala Indah appears to be not too volatile, given 3 months investment horizon. Bhuwanatala Indah Permai secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Bhuwanatala Indah Permai, which you can use to evaluate the volatility of the firm. Please makes use of Bhuwanatala Indah's Mean Deviation of 2.4, risk adjusted performance of 0.065, and Downside Deviation of 5.21 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bhuwanatala Indah holds a performance score of 9. The firm shows a Beta (market volatility) of 1.6, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bhuwanatala Indah will likely underperform. Please check Bhuwanatala Indah's 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 Bhuwanatala Indah's price patterns will revert.
Auto-correlation | -0.57 |
Good reverse predictability
Bhuwanatala Indah Permai has good reverse predictability. Overlapping area represents the amount of predictability between Bhuwanatala Indah time series from 10th of December 2023 to 7th of June 2024 and 7th of June 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 Bhuwanatala Indah Permai price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Bhuwanatala Indah price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 11.2 |
Bhuwanatala Indah Permai lagged returns against current returns
Autocorrelation, which is Bhuwanatala Indah 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 Bhuwanatala Indah's stock expected returns. We can calculate the autocorrelation of Bhuwanatala Indah returns to help us make a trade decision. For example, suppose you find that Bhuwanatala Indah 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 |
Bhuwanatala Indah 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 Bhuwanatala Indah stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bhuwanatala Indah stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bhuwanatala Indah stock over time.
Current vs Lagged Prices |
| Timeline |
Bhuwanatala Indah Lagged Returns
When evaluating Bhuwanatala Indah's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bhuwanatala Indah stock have on its future price. Bhuwanatala Indah 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, Bhuwanatala Indah autocorrelation shows the relationship between Bhuwanatala Indah stock current value and its past values and can show if there is a momentum factor associated with investing in Bhuwanatala Indah Permai.
Regressed Prices |
| Timeline |
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Bhuwanatala Indah financial ratios help investors to determine whether Bhuwanatala 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 Bhuwanatala with respect to the benefits of owning Bhuwanatala Indah security.