BAKRIE SUMATERA (Germany) Market Value
| OSW Stock | EUR 0.01 0.00 0.00% |
| Symbol | BAKRIE |
BAKRIE SUMATERA '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 BAKRIE SUMATERA'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 BAKRIE SUMATERA.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in BAKRIE SUMATERA on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding BAKRIE SUMATERA PL or generate 0.0% return on investment in BAKRIE SUMATERA over 90 days. BAKRIE SUMATERA is related to or competes with Perdoceo Education, TAL Education, Aegean Airlines, Southwest Airlines, Strategic Education, and SINGAPORE AIRLINES. More
BAKRIE SUMATERA 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 BAKRIE SUMATERA'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 BAKRIE SUMATERA PL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 37.5 | |||
| Information Ratio | 0.1677 | |||
| Maximum Drawdown | 233.33 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 75.0 |
BAKRIE SUMATERA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAKRIE SUMATERA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAKRIE SUMATERA's standard deviation. In reality, there are many statistical measures that can use BAKRIE SUMATERA historical prices to predict the future BAKRIE SUMATERA's volatility.| Risk Adjusted Performance | 0.1701 | |||
| Jensen Alpha | 6.47 | |||
| Total Risk Alpha | 1.11 | |||
| Sortino Ratio | 0.1584 | |||
| Treynor Ratio | (1.98) |
BAKRIE SUMATERA PL Backtested Returns
BAKRIE SUMATERA is out of control given 3 months investment horizon. BAKRIE SUMATERA PL secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of return volatility over the last 3 months. We are able to interpolate and break down twenty-five different technical indicators, which can help you to evaluate if expected returns of 5.77% are justified by taking the suggested risk. Use BAKRIE SUMATERA Coefficient Of Variation of 582.4, mean deviation of 16.46, and Downside Deviation of 37.5 to evaluate company specific risk that cannot be diversified away. BAKRIE SUMATERA holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -3.07, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning BAKRIE SUMATERA are expected to decrease by larger amounts. On the other hand, during market turmoil, BAKRIE SUMATERA is expected to outperform it. Use BAKRIE SUMATERA total risk alpha, downside variance, day median price, as well as the relationship between the maximum drawdown and skewness , to analyze future returns on BAKRIE SUMATERA.
Auto-correlation | 0.00 |
No correlation between past and present
BAKRIE SUMATERA PL has no correlation between past and present. Overlapping area represents the amount of predictability between BAKRIE SUMATERA time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BAKRIE SUMATERA PL price movement. The serial correlation of 0.0 indicates that just 0.0% of current BAKRIE SUMATERA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BAKRIE SUMATERA PL lagged returns against current returns
Autocorrelation, which is BAKRIE SUMATERA 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 BAKRIE SUMATERA's stock expected returns. We can calculate the autocorrelation of BAKRIE SUMATERA returns to help us make a trade decision. For example, suppose you find that BAKRIE SUMATERA 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 |
BAKRIE SUMATERA 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 BAKRIE SUMATERA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BAKRIE SUMATERA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BAKRIE SUMATERA stock over time.
Current vs Lagged Prices |
| Timeline |
BAKRIE SUMATERA Lagged Returns
When evaluating BAKRIE SUMATERA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BAKRIE SUMATERA stock have on its future price. BAKRIE SUMATERA 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, BAKRIE SUMATERA autocorrelation shows the relationship between BAKRIE SUMATERA stock current value and its past values and can show if there is a momentum factor associated with investing in BAKRIE SUMATERA PL.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for BAKRIE Stock Analysis
When running BAKRIE SUMATERA's price analysis, check to measure BAKRIE SUMATERA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BAKRIE SUMATERA is operating at the current time. Most of BAKRIE SUMATERA's value examination focuses on studying past and present price action to predict the probability of BAKRIE SUMATERA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BAKRIE SUMATERA's price. Additionally, you may evaluate how the addition of BAKRIE SUMATERA to your portfolios can decrease your overall portfolio volatility.