Bank Capital (Indonesia) Market Value
| BACA Stock | IDR 130.00 0.00 0.00% |
| Symbol | Bank |
Bank Capital '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 Bank Capital'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 Bank Capital.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Bank Capital on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Capital Indonesia or generate 0.0% return on investment in Bank Capital over 90 days. Bank Capital is related to or competes with Buana Finance, Clipan Finance, Asuransi Bintang, Bank Bumi, and Asuransi Harta. PT Bank Capital Indonesia Tbk provides various banking products and services in Indonesia More
Bank Capital 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 Bank Capital'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 Bank Capital Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2134 | |||
| Maximum Drawdown | 1.53 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.7692 |
Bank Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Capital's standard deviation. In reality, there are many statistical measures that can use Bank Capital historical prices to predict the future Bank Capital's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0311 | |||
| Treynor Ratio | 1.3 |
Bank Capital Indonesia Backtested Returns
As of now, Bank Stock is very steady. Bank Capital Indonesia 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-one technical indicators for Bank Capital Indonesia, which you can use to evaluate the volatility of the firm. Please confirm Bank Capital's Standard Deviation of 0.4137, mean deviation of 0.2279, and Risk Adjusted Performance of (0.03) to double-check if the risk estimate we provide is consistent with the expected return of 7.0E-4%. The firm shows a Beta (market volatility) of -0.016, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bank Capital are expected to decrease at a much lower rate. During the bear market, Bank Capital is likely to outperform the market. Bank Capital Indonesia right now shows a risk of 0.38%. Please confirm Bank Capital Indonesia information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if Bank Capital Indonesia will be following its price patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Bank Capital Indonesia has insignificant predictability. Overlapping area represents the amount of predictability between Bank Capital time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Bank Capital Indonesia price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Bank Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Bank Capital Indonesia lagged returns against current returns
Autocorrelation, which is Bank Capital 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 Bank Capital's stock expected returns. We can calculate the autocorrelation of Bank Capital returns to help us make a trade decision. For example, suppose you find that Bank Capital 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 |
Bank Capital 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 Bank Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Capital Lagged Returns
When evaluating Bank Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Capital stock have on its future price. Bank Capital 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, Bank Capital autocorrelation shows the relationship between Bank Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Capital Indonesia.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Bank Stock
Bank Capital 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 Capital security.