Bukaka Teknik (Indonesia) Market Value

BUKK Stock  IDR 900.00  20.00  2.17%   
Bukaka Teknik's market value is the price at which a share of Bukaka Teknik trades on a public exchange. It measures the collective expectations of Bukaka Teknik Utama investors about its performance. Bukaka Teknik is selling for 900.00 as of the 17th of December 2024. This is a 2.17 percent down since the beginning of the trading day. The stock's last reported lowest price was 900.0.
With this module, you can estimate the performance of a buy and hold strategy of Bukaka Teknik Utama and determine expected loss or profit from investing in Bukaka Teknik over a given investment horizon. Check out Bukaka Teknik Correlation, Bukaka Teknik Volatility and Bukaka Teknik Alpha and Beta module to complement your research on Bukaka Teknik.
Symbol

Please note, there is a significant difference between Bukaka Teknik's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bukaka Teknik is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bukaka Teknik's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Bukaka Teknik '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 Bukaka Teknik'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 Bukaka Teknik.
0.00
11/17/2024
No Change 0.00  0.0 
In 31 days
12/17/2024
0.00
If you would invest  0.00  in Bukaka Teknik on November 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bukaka Teknik Utama or generate 0.0% return on investment in Bukaka Teknik over 30 days. Bukaka Teknik is related to or competes with Indo Kordsa, Wilmar Cahaya, Citra Marga, Darya Varia, and Cita Mineral. More

Bukaka Teknik 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 Bukaka Teknik'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 Bukaka Teknik Utama upside and downside potential and time the market with a certain degree of confidence.

Bukaka Teknik Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bukaka Teknik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bukaka Teknik's standard deviation. In reality, there are many statistical measures that can use Bukaka Teknik historical prices to predict the future Bukaka Teknik's volatility.
Hype
Prediction
LowEstimatedHigh
898.79900.00901.21
Details
Intrinsic
Valuation
LowRealHigh
770.54771.75990.00
Details

Bukaka Teknik Utama Backtested Returns

Bukaka Teknik Utama secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11% return per unit of risk over the last 3 months. Bukaka Teknik Utama exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bukaka Teknik's Mean Deviation of 0.8339, standard deviation of 1.18, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bukaka Teknik are expected to decrease at a much lower rate. During the bear market, Bukaka Teknik is likely to outperform the market. At this point, Bukaka Teknik Utama has a negative expected return of -0.14%. Please make sure to confirm Bukaka Teknik's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Bukaka Teknik Utama performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.64  

Very good reverse predictability

Bukaka Teknik Utama has very good reverse predictability. Overlapping area represents the amount of predictability between Bukaka Teknik time series from 17th of November 2024 to 2nd of December 2024 and 2nd of December 2024 to 17th 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 Bukaka Teknik Utama price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Bukaka Teknik price fluctuation can be explain by its past prices.
Correlation Coefficient-0.64
Spearman Rank Test0.03
Residual Average0.0
Price Variance90.0

Bukaka Teknik Utama lagged returns against current returns

Autocorrelation, which is Bukaka Teknik 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 Bukaka Teknik's stock expected returns. We can calculate the autocorrelation of Bukaka Teknik returns to help us make a trade decision. For example, suppose you find that Bukaka Teknik 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  

Bukaka Teknik 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 Bukaka Teknik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bukaka Teknik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bukaka Teknik stock over time.
   Current vs Lagged Prices   
       Timeline  

Bukaka Teknik Lagged Returns

When evaluating Bukaka Teknik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bukaka Teknik stock have on its future price. Bukaka Teknik 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, Bukaka Teknik autocorrelation shows the relationship between Bukaka Teknik stock current value and its past values and can show if there is a momentum factor associated with investing in Bukaka Teknik Utama.
   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 Architect

Other Information on Investing in Bukaka Stock

Bukaka Teknik financial ratios help investors to determine whether Bukaka 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 Bukaka with respect to the benefits of owning Bukaka Teknik security.