Sepatu Bata (Indonesia) Market Value
| BATA Stock | IDR 51.00 0.00 0.00% |
| Symbol | Sepatu |
Sepatu Bata '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 Sepatu Bata'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 Sepatu Bata.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Sepatu Bata on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Sepatu Bata Tbk or generate 0.0% return on investment in Sepatu Bata over 90 days. Sepatu Bata is related to or competes with Indo Kordsa, Goodyear Indonesia, Argo Pantes, Primarindo Asia, and Ever Shine. More
Sepatu Bata 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 Sepatu Bata'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 Sepatu Bata Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | 0.1761 | |||
| Maximum Drawdown | 5.92 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.0 |
Sepatu Bata Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sepatu Bata's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sepatu Bata's standard deviation. In reality, there are many statistical measures that can use Sepatu Bata historical prices to predict the future Sepatu Bata's volatility.| Risk Adjusted Performance | 0.0318 | |||
| Jensen Alpha | 0.0476 | |||
| Total Risk Alpha | 0.1839 | |||
| Sortino Ratio | 0.0783 | |||
| Treynor Ratio | 0.1495 |
Sepatu Bata Tbk Backtested Returns
As of now, Sepatu Stock is very steady. Sepatu Bata Tbk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0387, which indicates the firm had a 0.0387 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sepatu Bata Tbk, which you can use to evaluate the volatility of the company. Please validate Sepatu Bata's Risk Adjusted Performance of 0.0318, semi deviation of 0.5904, and Coefficient Of Variation of 2752.17 to confirm if the risk estimate we provide is consistent with the expected return of 0.0391%. Sepatu Bata has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sepatu Bata's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sepatu Bata is expected to be smaller as well. Sepatu Bata Tbk right now has a risk of 1.01%. Please validate Sepatu Bata information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Sepatu Bata will be following its existing price patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
Sepatu Bata Tbk has very weak reverse predictability. Overlapping area represents the amount of predictability between Sepatu Bata time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Sepatu Bata Tbk price movement. The serial correlation of -0.03 indicates that only 3.0% of current Sepatu Bata price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Sepatu Bata Tbk lagged returns against current returns
Autocorrelation, which is Sepatu Bata 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 Sepatu Bata's stock expected returns. We can calculate the autocorrelation of Sepatu Bata returns to help us make a trade decision. For example, suppose you find that Sepatu Bata 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 |
Sepatu Bata 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 Sepatu Bata stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sepatu Bata stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sepatu Bata stock over time.
Current vs Lagged Prices |
| Timeline |
Sepatu Bata Lagged Returns
When evaluating Sepatu Bata's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sepatu Bata stock have on its future price. Sepatu Bata 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, Sepatu Bata autocorrelation shows the relationship between Sepatu Bata stock current value and its past values and can show if there is a momentum factor associated with investing in Sepatu Bata Tbk.
Regressed Prices |
| Timeline |
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Sepatu Bata financial ratios help investors to determine whether Sepatu 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 Sepatu with respect to the benefits of owning Sepatu Bata security.