Bumitama Agri (Germany) Market Value

2BU Stock  EUR 0.62  0.02  3.33%   
Bumitama Agri's market value is the price at which a share of Bumitama Agri trades on a public exchange. It measures the collective expectations of Bumitama Agri investors about its performance. Bumitama Agri is trading at 0.62 as of the 5th of March 2025. This is a 3.33 percent increase since the beginning of the trading day. The stock's lowest day price was 0.59.
With this module, you can estimate the performance of a buy and hold strategy of Bumitama Agri and determine expected loss or profit from investing in Bumitama Agri over a given investment horizon. Check out Bumitama Agri Correlation, Bumitama Agri Volatility and Bumitama Agri Alpha and Beta module to complement your research on Bumitama Agri.
Symbol

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

Bumitama Agri '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 Bumitama Agri'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 Bumitama Agri.
0.00
02/03/2025
No Change 0.00  0.0 
In 30 days
03/05/2025
0.00
If you would invest  0.00  in Bumitama Agri on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Bumitama Agri or generate 0.0% return on investment in Bumitama Agri over 30 days. Bumitama Agri is related to or competes with PATTIES FOODS, CARDINAL HEALTH, RCI Hospitality, EBRO FOODS, BG Foods, and Ebro Foods. Bumitama Agri Ltd., an investment holding company, produces and trades in crude palm oil , palm kernel , and related pro... More

Bumitama Agri 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 Bumitama Agri'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 Bumitama Agri upside and downside potential and time the market with a certain degree of confidence.

Bumitama Agri Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bumitama Agri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bumitama Agri's standard deviation. In reality, there are many statistical measures that can use Bumitama Agri historical prices to predict the future Bumitama Agri's volatility.
Hype
Prediction
LowEstimatedHigh
0.030.623.10
Details
Intrinsic
Valuation
LowRealHigh
0.030.512.99
Details
Naive
Forecast
LowNextHigh
0.010.613.09
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.550.590.63
Details

Bumitama Agri Backtested Returns

At this point, Bumitama Agri is extremely dangerous. Bumitama Agri secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bumitama Agri, which you can use to evaluate the volatility of the firm. Please confirm Bumitama Agri's Risk Adjusted Performance of 0.0322, mean deviation of 1.72, and Downside Deviation of 3.34 to double-check if the risk estimate we provide is consistent with the expected return of 0.0037%. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bumitama Agri are expected to decrease at a much lower rate. During the bear market, Bumitama Agri is likely to outperform the market. Bumitama Agri right now shows a risk of 2.5%. Please confirm Bumitama Agri semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Bumitama Agri will be following its price patterns.

Auto-correlation

    
  0.34  

Below average predictability

Bumitama Agri has below average predictability. Overlapping area represents the amount of predictability between Bumitama Agri time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th of March 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 Bumitama Agri price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Bumitama Agri price fluctuation can be explain by its past prices.
Correlation Coefficient0.34
Spearman Rank Test-0.2
Residual Average0.0
Price Variance0.0

Bumitama Agri lagged returns against current returns

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

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

Bumitama Agri Lagged Returns

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

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Other Information on Investing in Bumitama Stock

Bumitama Agri financial ratios help investors to determine whether Bumitama 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 Bumitama with respect to the benefits of owning Bumitama Agri security.