Semen Baturaja (Indonesia) Market Value

SMBR Stock  IDR 220.00  2.00  0.90%   
Semen Baturaja's market value is the price at which a share of Semen Baturaja trades on a public exchange. It measures the collective expectations of Semen Baturaja Persero investors about its performance. Semen Baturaja is selling for 220.00 as of the 14th of December 2024. This is a 0.9 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 218.0.
With this module, you can estimate the performance of a buy and hold strategy of Semen Baturaja Persero and determine expected loss or profit from investing in Semen Baturaja over a given investment horizon. Check out Semen Baturaja Correlation, Semen Baturaja Volatility and Semen Baturaja Alpha and Beta module to complement your research on Semen Baturaja.
Symbol

Please note, there is a significant difference between Semen Baturaja's value and its price as these two are different measures arrived at by different means. Investors typically determine if Semen Baturaja is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Semen Baturaja'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.

Semen Baturaja '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 Semen Baturaja'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 Semen Baturaja.
0.00
11/14/2024
No Change 0.00  0.0 
In 31 days
12/14/2024
0.00
If you would invest  0.00  in Semen Baturaja on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Semen Baturaja Persero or generate 0.0% return on investment in Semen Baturaja over 30 days. Semen Baturaja is related to or competes with Wijaya Karya, PP Properti, Pembangunan Perumahan, Waskita Karya, and Krakatau Steel. PT Semen Baturaja Tbk produces and distributes cement in Indonesia More

Semen Baturaja 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 Semen Baturaja'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 Semen Baturaja Persero upside and downside potential and time the market with a certain degree of confidence.

Semen Baturaja Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Semen Baturaja's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semen Baturaja's standard deviation. In reality, there are many statistical measures that can use Semen Baturaja historical prices to predict the future Semen Baturaja's volatility.
Hype
Prediction
LowEstimatedHigh
218.10220.00221.90
Details
Intrinsic
Valuation
LowRealHigh
189.50191.40242.00
Details
Naive
Forecast
LowNextHigh
216.15218.05219.95
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
202.79219.93237.08
Details

Semen Baturaja Persero Backtested Returns

Semen Baturaja Persero owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0562, which indicates the firm had a -0.0562% return per unit of risk over the last 3 months. Semen Baturaja Persero exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Semen Baturaja's Standard Deviation of 1.86, risk adjusted performance of (0.04), and Information Ratio of (0.12) to confirm the risk estimate we provide. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Semen Baturaja are completely uncorrelated. At this point, Semen Baturaja Persero has a negative expected return of -0.11%. Please make sure to validate Semen Baturaja's kurtosis, daily balance of power, and the relationship between the value at risk and accumulation distribution , to decide if Semen Baturaja Persero performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.21  

Weak reverse predictability

Semen Baturaja Persero has weak reverse predictability. Overlapping area represents the amount of predictability between Semen Baturaja time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Semen Baturaja Persero price movement. The serial correlation of -0.21 indicates that over 21.0% of current Semen Baturaja price fluctuation can be explain by its past prices.
Correlation Coefficient-0.21
Spearman Rank Test-0.09
Residual Average0.0
Price Variance21.88

Semen Baturaja Persero lagged returns against current returns

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

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

Semen Baturaja Lagged Returns

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

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Other Information on Investing in Semen Stock

Semen Baturaja financial ratios help investors to determine whether Semen 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 Semen with respect to the benefits of owning Semen Baturaja security.