Bekasi Asri (Indonesia) Market Value

BAPA Stock  IDR 52.00  1.00  1.89%   
Bekasi Asri's market value is the price at which a share of Bekasi Asri trades on a public exchange. It measures the collective expectations of Bekasi Asri Pemula investors about its performance. Bekasi Asri is selling for 52.00 as of the 1st of March 2025. This is a 1.89 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 51.0.
With this module, you can estimate the performance of a buy and hold strategy of Bekasi Asri Pemula and determine expected loss or profit from investing in Bekasi Asri over a given investment horizon. Check out Bekasi Asri Correlation, Bekasi Asri Volatility and Bekasi Asri Alpha and Beta module to complement your research on Bekasi Asri.
Symbol

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

Bekasi Asri '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 Bekasi Asri'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 Bekasi Asri.
0.00
12/01/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/01/2025
0.00
If you would invest  0.00  in Bekasi Asri on December 1, 2024 and sell it all today you would earn a total of 0.00 from holding Bekasi Asri Pemula or generate 0.0% return on investment in Bekasi Asri over 90 days. Bekasi Asri is related to or competes with Bukit Darmo, Perdana Gapura, Bhuwanatala Indah, Duta Anggada, and Bintang Mitra. PT Bekasi Asri Pemula Tbk engages in real estate business in Indonesia More

Bekasi Asri 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 Bekasi Asri'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 Bekasi Asri Pemula upside and downside potential and time the market with a certain degree of confidence.

Bekasi Asri Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bekasi Asri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bekasi Asri's standard deviation. In reality, there are many statistical measures that can use Bekasi Asri historical prices to predict the future Bekasi Asri's volatility.
Hype
Prediction
LowEstimatedHigh
48.7152.0055.29
Details
Intrinsic
Valuation
LowRealHigh
41.8645.1557.20
Details
Naive
Forecast
LowNextHigh
48.8452.1355.42
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
51.6252.6053.58
Details

Bekasi Asri Pemula Backtested Returns

Bekasi Asri Pemula 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. Bekasi Asri Pemula exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bekasi Asri's Standard Deviation of 3.19, risk adjusted performance of (0.02), and Mean Deviation of 1.71 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bekasi Asri are expected to decrease at a much lower rate. During the bear market, Bekasi Asri is likely to outperform the market. At this point, Bekasi Asri Pemula has a negative expected return of -0.0152%. Please make sure to confirm Bekasi Asri's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if Bekasi Asri Pemula performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.36  

Poor reverse predictability

Bekasi Asri Pemula has poor reverse predictability. Overlapping area represents the amount of predictability between Bekasi Asri time series from 1st of December 2024 to 15th of January 2025 and 15th of January 2025 to 1st 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 Bekasi Asri Pemula price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Bekasi Asri price fluctuation can be explain by its past prices.
Correlation Coefficient-0.36
Spearman Rank Test-0.67
Residual Average0.0
Price Variance1.73

Bekasi Asri Pemula lagged returns against current returns

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

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

Bekasi Asri Lagged Returns

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

Other Information on Investing in Bekasi Stock

Bekasi Asri financial ratios help investors to determine whether Bekasi 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 Bekasi with respect to the benefits of owning Bekasi Asri security.