Wulandari Bangun (Indonesia) Market Value
| BSBK Stock | 50.00 0.00 0.00% |
| Symbol | Wulandari |
Wulandari Bangun '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 Wulandari Bangun'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 Wulandari Bangun.
| 09/20/2024 |
| 12/19/2024 |
If you would invest 0.00 in Wulandari Bangun on September 20, 2024 and sell it all today you would earn a total of 0.00 from holding Wulandari Bangun Laksana or generate 0.0% return on investment in Wulandari Bangun over 90 days. Wulandari Bangun is related to or competes with Ashmore Asset, PT Bank, Weha Transportasi, PT Jobubu, and Krakatau Steel. More
Wulandari Bangun 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 Wulandari Bangun'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 Wulandari Bangun Laksana upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 14.04 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 3.51 |
Wulandari Bangun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wulandari Bangun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wulandari Bangun's standard deviation. In reality, there are many statistical measures that can use Wulandari Bangun historical prices to predict the future Wulandari Bangun's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (5.37) |
Wulandari Bangun Laksana Backtested Returns
Wulandari Bangun Laksana shows Sharpe Ratio of -0.0804, which attests that the company had a -0.0804% return per unit of risk over the last 3 months. Wulandari Bangun Laksana exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wulandari Bangun's Market Risk Adjusted Performance of (5.36), standard deviation of 2.25, and Mean Deviation of 1.62 to validate the risk estimate we provide. The firm maintains a market beta of 0.0391, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wulandari Bangun's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wulandari Bangun is expected to be smaller as well. At this point, Wulandari Bangun Laksana has a negative expected return of -0.18%. Please make sure to check out Wulandari Bangun's variance, jensen alpha, value at risk, as well as the relationship between the information ratio and maximum drawdown , to decide if Wulandari Bangun Laksana performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Wulandari Bangun Laksana has weak predictability. Overlapping area represents the amount of predictability between Wulandari Bangun time series from 20th of September 2024 to 4th of November 2024 and 4th of November 2024 to 19th 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 Wulandari Bangun Laksana price movement. The serial correlation of 0.23 indicates that over 23.0% of current Wulandari Bangun price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 3.73 |
Wulandari Bangun Laksana lagged returns against current returns
Autocorrelation, which is Wulandari Bangun 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 Wulandari Bangun's stock expected returns. We can calculate the autocorrelation of Wulandari Bangun returns to help us make a trade decision. For example, suppose you find that Wulandari Bangun 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 |
Wulandari Bangun 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 Wulandari Bangun stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wulandari Bangun stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wulandari Bangun stock over time.
Current vs Lagged Prices |
| Timeline |
Wulandari Bangun Lagged Returns
When evaluating Wulandari Bangun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wulandari Bangun stock have on its future price. Wulandari Bangun 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, Wulandari Bangun autocorrelation shows the relationship between Wulandari Bangun stock current value and its past values and can show if there is a momentum factor associated with investing in Wulandari Bangun Laksana.
Regressed Prices |
| Timeline |
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Wulandari Bangun financial ratios help investors to determine whether Wulandari 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 Wulandari with respect to the benefits of owning Wulandari Bangun security.