Bank Permata (Indonesia) Probability of Future Stock Price Finishing Under 923.82
| BNLI Stock | IDR 975.00 10.00 1.02% |
Bank |
Bank Permata Target Price Odds to finish below 923.82
The tendency of Bank Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to 923.82 or more in 90 days |
| 975.00 | 90 days | 923.82 | near 1 |
Based on a normal probability distribution, the odds of Bank Permata to drop to 923.82 or more in 90 days from now is near 1 (This Bank Permata Tbk probability density function shows the probability of Bank Stock to fall within a particular range of prices over 90 days) . Probability of Bank Permata Tbk price to stay between 923.82 and its current price of 975.0 at the end of the 90-day period is about 1.74 .
Assuming the 90 days trading horizon Bank Permata Tbk has a beta of -0.55 suggesting as returns on the benchmark increase, returns on holding Bank Permata are expected to decrease at a much lower rate. During a bear market, however, Bank Permata Tbk is likely to outperform the market. Additionally Bank Permata Tbk has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Bank Permata Price Density |
| Price |
Predictive Modules for Bank Permata
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Bank Permata Tbk. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Bank Permata Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Bank Permata is not an exception. The market had few large corrections towards the Bank Permata's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Bank Permata Tbk, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Bank Permata within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.39 | |
β | Beta against Dow Jones | -0.55 | |
σ | Overall volatility | 72.84 | |
Ir | Information ratio | -0.15 |
Bank Permata Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Bank Permata for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Bank Permata Tbk can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Bank Permata Tbk generated a negative expected return over the last 90 days | |
| Bank Permata Tbk has high historical volatility and very poor performance | |
| Bank Permata generates negative cash flow from operations | |
| Over 99.0% of the company shares are held by institutions such as insurance companies |
Bank Permata Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Bank Stock often depends not only on the future outlook of the current and potential Bank Permata's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Bank Permata's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 36.2 B |
Bank Permata Technical Analysis
Bank Permata's future price can be derived by breaking down and analyzing its technical indicators over time. Bank Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Bank Permata Tbk. In general, you should focus on analyzing Bank Stock price patterns and their correlations with different microeconomic environments and drivers.
Bank Permata Predictive Forecast Models
Bank Permata's time-series forecasting models is one of many Bank Permata's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Bank Permata's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Bank Permata Tbk
Checking the ongoing alerts about Bank Permata for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Bank Permata Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Bank Permata Tbk generated a negative expected return over the last 90 days | |
| Bank Permata Tbk has high historical volatility and very poor performance | |
| Bank Permata generates negative cash flow from operations | |
| Over 99.0% of the company shares are held by institutions such as insurance companies |
Other Information on Investing in Bank Stock
Bank Permata financial ratios help investors to determine whether Bank 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 Bank with respect to the benefits of owning Bank Permata security.