Buyung Poetra (Indonesia) Market Value
| HOKI Stock | IDR 124.00 2.00 1.59% |
| Symbol | Buyung |
Buyung Poetra '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 Buyung Poetra'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 Buyung Poetra.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Buyung Poetra on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Buyung Poetra Sembada or generate 0.0% return on investment in Buyung Poetra over 720 days. Buyung Poetra is related to or competes with Austindo Nusantara, Garudafood Putra, Provident Agro, Dharma Satya, and Sawit Sumbermas. PT Buyung Poetra Sembada Tbk produces and distributes rice in Indonesia More
Buyung Poetra 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 Buyung Poetra'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 Buyung Poetra Sembada upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 23.33 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.04 |
Buyung Poetra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Buyung Poetra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Buyung Poetra's standard deviation. In reality, there are many statistical measures that can use Buyung Poetra historical prices to predict the future Buyung Poetra's volatility.| Risk Adjusted Performance | 0.0027 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (0.15) |
Buyung Poetra Sembada Backtested Returns
As of now, Buyung Stock is very steady. Buyung Poetra Sembada secures Sharpe Ratio (or Efficiency) of 0.023, which signifies that the company had a 0.023% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Buyung Poetra Sembada, which you can use to evaluate the volatility of the firm. Please confirm Buyung Poetra's Risk Adjusted Performance of 0.0027, standard deviation of 3.27, and Mean Deviation of 1.78 to double-check if the risk estimate we provide is consistent with the expected return of 0.0768%. Buyung Poetra has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Buyung Poetra's returns are expected to increase less than the market. However, during the bear market, the loss of holding Buyung Poetra is expected to be smaller as well. Buyung Poetra Sembada right now shows a risk of 3.34%. Please confirm Buyung Poetra Sembada kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Buyung Poetra Sembada will be following its price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
Buyung Poetra Sembada has modest reverse predictability. Overlapping area represents the amount of predictability between Buyung Poetra time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Buyung Poetra Sembada price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Buyung Poetra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 539.4 |
Buyung Poetra Sembada lagged returns against current returns
Autocorrelation, which is Buyung Poetra 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 Buyung Poetra's stock expected returns. We can calculate the autocorrelation of Buyung Poetra returns to help us make a trade decision. For example, suppose you find that Buyung Poetra 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 |
Buyung Poetra 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 Buyung Poetra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Buyung Poetra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Buyung Poetra stock over time.
Current vs Lagged Prices |
| Timeline |
Buyung Poetra Lagged Returns
When evaluating Buyung Poetra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Buyung Poetra stock have on its future price. Buyung Poetra 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, Buyung Poetra autocorrelation shows the relationship between Buyung Poetra stock current value and its past values and can show if there is a momentum factor associated with investing in Buyung Poetra Sembada.
Regressed Prices |
| Timeline |
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Buyung Poetra financial ratios help investors to determine whether Buyung 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 Buyung with respect to the benefits of owning Buyung Poetra security.