Bank Capital (Indonesia) Market Value

BACA Stock  IDR 130.00  0.00  0.00%   
Bank Capital's market value is the price at which a share of Bank Capital trades on a public exchange. It measures the collective expectations of Bank Capital Indonesia investors about its performance. Bank Capital is selling for 130.00 as of the 16th of March 2025. This is a No Change since the beginning of the trading day. The stock's last reported lowest price was 130.0.
With this module, you can estimate the performance of a buy and hold strategy of Bank Capital Indonesia and determine expected loss or profit from investing in Bank Capital over a given investment horizon. Check out Bank Capital Correlation, Bank Capital Volatility and Bank Capital Alpha and Beta module to complement your research on Bank Capital.
Symbol

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

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.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
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.

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.
Hype
Prediction
LowEstimatedHigh
129.62130.00130.38
Details
Intrinsic
Valuation
LowRealHigh
129.87130.25130.63
Details
Naive
Forecast
LowNextHigh
129.70130.07130.45
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
129.40130.17130.94
Details

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 Coefficient0.15
Spearman Rank Test0.27
Residual Average0.0
Price Variance0.15

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  

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Other 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.