Bakrie Sumatera (Indonesia) Market Value
| UNSP Stock | IDR 72.00 1.00 1.41% |
| 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.
| 04/05/2024 |
| 05/05/2024 |
If you would invest 0.00 in Bakrie Sumatera on April 5, 2024 and sell it all today you would earn a total of 0.00 from holding Bakrie Sumatera Plantations or generate 0.0% return on investment in Bakrie Sumatera over 30 days. Bakrie Sumatera is related to or competes with Fast Food, Enseval Putra, Hexindo Adiperkasa, and Astra Graphia. PT Bakrie Sumatera Plantations Tbk, together with its subsidiaries, engages in the plantation, processing, and trading o... 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 Plantations upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 14.43 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 2.7 |
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 | (0.15) | |||
| Jensen Alpha | (0.70) | |||
| Total Risk Alpha | (0.96) | |||
| Treynor Ratio | (1.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bakrie Sumatera's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bakrie Sumatera Plan Backtested Returns
Bakrie Sumatera Plan secures Sharpe Ratio (or Efficiency) of -0.23, which signifies that the company had a -0.23% return per unit of risk over the last 3 months. Bakrie Sumatera Plantations exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bakrie Sumatera's Standard Deviation of 2.69, risk adjusted performance of (0.15), and Mean Deviation of 1.89 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bakrie Sumatera's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bakrie Sumatera is expected to be smaller as well. Bakrie Sumatera Plan has an expected return of -0.67%. Please make sure to confirm Bakrie Sumatera Plan treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Bakrie Sumatera Plan performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.94 |
Near perfect reversele predictability
Bakrie Sumatera Plantations has near perfect reversele predictability. Overlapping area represents the amount of predictability between Bakrie Sumatera time series from 5th of April 2024 to 20th of April 2024 and 20th of April 2024 to 5th of May 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 Bakrie Sumatera Plan price movement. The serial correlation of -0.94 indicates that approximately 94.0% of current Bakrie Sumatera price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.94 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 2.14 |
Bakrie Sumatera Plan 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 Plantations.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Bakrie Sumatera in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Bakrie Sumatera's short interest history, or implied volatility extrapolated from Bakrie Sumatera options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Bakrie Sumatera Correlation, Bakrie Sumatera Volatility and Bakrie Sumatera Alpha and Beta module to complement your research on Bakrie Sumatera. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary 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.
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Bakrie Sumatera technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.