Bank Artha Correlations
| INPC Stock | IDR 173.00 9.00 4.95% |
The current 90-days correlation between Bank Artha Graha and Bank Victoria International is 0.21 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bank Artha moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bank Artha Graha moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Bank Artha Correlation With Market
Average diversification
The correlation between Bank Artha Graha and DJI is 0.17 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Bank Artha Graha and DJI in the same portfolio, assuming nothing else is changed.
Bank |
The ability to find closely correlated positions to Bank Artha could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bank Artha when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bank Artha - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Bank Artha Graha to buy it.
Moving together with Bank Stock
| 0.65 | BBCA | Bank Central Asia | PairCorr |
| 0.74 | ASII | Astra International Tbk | PairCorr |
| 0.81 | MAYA | Bank Mayapada Intern | PairCorr |
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between Bank Stock performing well and Bank Artha Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Bank Artha's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BVIC | 2.17 | (0.02) | 0.00 | (0.07) | 0.00 | 4.12 | 28.36 | |||
| BNBA | 1.46 | (0.24) | 0.00 | 2.98 | 0.00 | 2.61 | 10.02 | |||
| BABP | 1.44 | (0.18) | 0.00 | 38.53 | 0.00 | 3.77 | 9.33 | |||
| BKSW | 2.89 | (0.23) | 0.00 | (0.50) | 0.00 | 4.69 | 51.99 | |||
| BEKS | 2.65 | (0.54) | 0.00 | 6.41 | 0.00 | 4.00 | 14.81 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Bank Artha without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Bank Artha Corporate Management
Elected by the shareholders, the Bank Artha's board of directors comprises two types of representatives: Bank Artha inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Bank. The board's role is to monitor Bank Artha's management team and ensure that shareholders' interests are well served. Bank Artha's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Bank Artha's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Innawati Sulina | Deputy Legal | Profile | |
| Roy Gosal | Head Division | Profile | |
| Andy Dharma | Deputy Director | Profile | |
| Elvin Halim | Deputy Capital | Profile | |
| Indra MBA | Director Recovery | Profile |