Bukit Uluwatu (Indonesia) Market Value
| BUVA Stock | IDR 64.00 5.00 8.47% |
| Symbol | Bukit |
Bukit Uluwatu '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 Bukit Uluwatu'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 Bukit Uluwatu.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in Bukit Uluwatu on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bukit Uluwatu Villa or generate 0.0% return on investment in Bukit Uluwatu over 30 days. Bukit Uluwatu is related to or competes with Pembangunan Graha, Pembangunan Jaya, Hotel Sahid, Mitrabara Adiperdana, Bank Ina, Mitrabahtera Segara, and Putra Mandiri. More
Bukit Uluwatu 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 Bukit Uluwatu'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 Bukit Uluwatu Villa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.47 | |||
| Information Ratio | 0.0433 | |||
| Maximum Drawdown | 31.41 | |||
| Value At Risk | (4.69) | |||
| Potential Upside | 7.27 |
Bukit Uluwatu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bukit Uluwatu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bukit Uluwatu's standard deviation. In reality, there are many statistical measures that can use Bukit Uluwatu historical prices to predict the future Bukit Uluwatu's volatility.| Risk Adjusted Performance | 0.0556 | |||
| Jensen Alpha | 0.3767 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.0576 | |||
| Treynor Ratio | (0.30) |
Bukit Uluwatu Villa Backtested Returns
Bukit Uluwatu appears to be very steady, given 3 months investment horizon. Bukit Uluwatu Villa secures Sharpe Ratio (or Efficiency) of 0.0783, which signifies that the company had a 0.0783% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bukit Uluwatu Villa, which you can use to evaluate the volatility of the firm. Please makes use of Bukit Uluwatu's Mean Deviation of 2.71, downside deviation of 3.47, and Risk Adjusted Performance of 0.0556 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bukit Uluwatu holds a performance score of 6. The firm shows a Beta (market volatility) of -0.96, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Bukit Uluwatu are expected to decrease slowly. On the other hand, during market turmoil, Bukit Uluwatu is expected to outperform it slightly. Please check Bukit Uluwatu's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Bukit Uluwatu's price patterns will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Bukit Uluwatu Villa has virtually no predictability. Overlapping area represents the amount of predictability between Bukit Uluwatu time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 Bukit Uluwatu Villa price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Bukit Uluwatu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 3.2 |
Bukit Uluwatu Villa lagged returns against current returns
Autocorrelation, which is Bukit Uluwatu 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 Bukit Uluwatu's stock expected returns. We can calculate the autocorrelation of Bukit Uluwatu returns to help us make a trade decision. For example, suppose you find that Bukit Uluwatu 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 |
Bukit Uluwatu 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 Bukit Uluwatu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bukit Uluwatu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bukit Uluwatu stock over time.
Current vs Lagged Prices |
| Timeline |
Bukit Uluwatu Lagged Returns
When evaluating Bukit Uluwatu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bukit Uluwatu stock have on its future price. Bukit Uluwatu 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, Bukit Uluwatu autocorrelation shows the relationship between Bukit Uluwatu stock current value and its past values and can show if there is a momentum factor associated with investing in Bukit Uluwatu Villa.
Regressed Prices |
| Timeline |
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Bukit Uluwatu financial ratios help investors to determine whether Bukit 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 Bukit with respect to the benefits of owning Bukit Uluwatu security.