Bina Darulaman's market value is the price at which a share of Bina Darulaman trades on a public exchange. It measures the collective expectations of Bina Darulaman Bhd investors about its performance. Bina Darulaman is selling for 0.26 as of the 27th of February 2025. This is a 3.7 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.26. With this module, you can estimate the performance of a buy and hold strategy of Bina Darulaman Bhd and determine expected loss or profit from investing in Bina Darulaman over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Bina
Bina Darulaman '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 Bina Darulaman'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 Bina Darulaman.
0.00
01/28/2025
No Change 0.00
0.0
In 31 days
02/27/2025
0.00
If you would invest 0.00 in Bina Darulaman on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Bina Darulaman Bhd or generate 0.0% return on investment in Bina Darulaman over 30 days.
Bina Darulaman 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 Bina Darulaman'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 Bina Darulaman Bhd upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bina Darulaman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bina Darulaman's standard deviation. In reality, there are many statistical measures that can use Bina Darulaman historical prices to predict the future Bina Darulaman's volatility.
Bina Darulaman Bhd secures Sharpe Ratio (or Efficiency) of -0.0503, which signifies that the company had a -0.0503 % return per unit of risk over the last 3 months. Bina Darulaman Bhd exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bina Darulaman's Mean Deviation of 1.13, risk adjusted performance of (0.03), and Standard Deviation of 2.04 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0894, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bina Darulaman are expected to decrease at a much lower rate. During the bear market, Bina Darulaman is likely to outperform the market. At this point, Bina Darulaman Bhd has a negative expected return of -0.1%. Please make sure to confirm Bina Darulaman's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Bina Darulaman Bhd performance from the past will be repeated at some point in the near future.
Auto-correlation
0.53
Modest predictability
Bina Darulaman Bhd has modest predictability. Overlapping area represents the amount of predictability between Bina Darulaman time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Bina Darulaman Bhd price movement. The serial correlation of 0.53 indicates that about 53.0% of current Bina Darulaman price fluctuation can be explain by its past prices.
Correlation Coefficient
0.53
Spearman Rank Test
-0.52
Residual Average
0.0
Price Variance
0.0
Bina Darulaman Bhd lagged returns against current returns
Autocorrelation, which is Bina Darulaman 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 Bina Darulaman's stock expected returns. We can calculate the autocorrelation of Bina Darulaman returns to help us make a trade decision. For example, suppose you find that Bina Darulaman 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
Bina Darulaman 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 Bina Darulaman stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bina Darulaman stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bina Darulaman stock over time.
Current vs Lagged Prices
Timeline
Bina Darulaman Lagged Returns
When evaluating Bina Darulaman's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bina Darulaman stock have on its future price. Bina Darulaman 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, Bina Darulaman autocorrelation shows the relationship between Bina Darulaman stock current value and its past values and can show if there is a momentum factor associated with investing in Bina Darulaman Bhd.
Regressed Prices
Timeline
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