Batulicin Nusantara (Indonesia) Market Value
| BESS Stock | IDR 418.00 16.00 3.98% |
| Symbol | Batulicin |
Batulicin Nusantara '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 Batulicin Nusantara'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 Batulicin Nusantara.
| 07/27/2024 |
| 01/23/2025 |
If you would invest 0.00 in Batulicin Nusantara on July 27, 2024 and sell it all today you would earn a total of 0.00 from holding Batulicin Nusantara Maritim or generate 0.0% return on investment in Batulicin Nusantara over 180 days. Batulicin Nusantara is related to or competes with Pelita Samudera, Transcoal Pacific, Bhakti Multi, Makmur Berkah, and Trisula Textile. PT Batulicin Nusantara Maritim Tbk provides sea and river transportation services in Indonesia More
Batulicin Nusantara 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 Batulicin Nusantara'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 Batulicin Nusantara Maritim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.22 | |||
| Information Ratio | 0.233 | |||
| Maximum Drawdown | 19.73 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 7.83 |
Batulicin Nusantara Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Batulicin Nusantara's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Batulicin Nusantara's standard deviation. In reality, there are many statistical measures that can use Batulicin Nusantara historical prices to predict the future Batulicin Nusantara's volatility.| Risk Adjusted Performance | 0.2113 | |||
| Jensen Alpha | 1.08 | |||
| Total Risk Alpha | 0.9299 | |||
| Sortino Ratio | 0.2463 | |||
| Treynor Ratio | (1.74) |
Batulicin Nusantara Backtested Returns
Batulicin Nusantara is very steady given 3 months investment horizon. Batulicin Nusantara secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24 % return per unit of risk over the last 3 months. We were able to collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.05% are justified by taking the suggested risk. Use Batulicin Nusantara Mean Deviation of 3.38, downside deviation of 4.22, and Risk Adjusted Performance of 0.2113 to evaluate company specific risk that cannot be diversified away. Batulicin Nusantara holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Batulicin Nusantara are expected to decrease at a much lower rate. During the bear market, Batulicin Nusantara is likely to outperform the market. Use Batulicin Nusantara total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Batulicin Nusantara.
Auto-correlation | 0.75 |
Good predictability
Batulicin Nusantara Maritim has good predictability. Overlapping area represents the amount of predictability between Batulicin Nusantara time series from 27th of July 2024 to 25th of October 2024 and 25th of October 2024 to 23rd of January 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 Batulicin Nusantara price movement. The serial correlation of 0.75 indicates that around 75.0% of current Batulicin Nusantara price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 4064.65 |
Batulicin Nusantara lagged returns against current returns
Autocorrelation, which is Batulicin Nusantara 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 Batulicin Nusantara's stock expected returns. We can calculate the autocorrelation of Batulicin Nusantara returns to help us make a trade decision. For example, suppose you find that Batulicin Nusantara 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 |
Batulicin Nusantara 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 Batulicin Nusantara stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Batulicin Nusantara stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Batulicin Nusantara stock over time.
Current vs Lagged Prices |
| Timeline |
Batulicin Nusantara Lagged Returns
When evaluating Batulicin Nusantara's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Batulicin Nusantara stock have on its future price. Batulicin Nusantara 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, Batulicin Nusantara autocorrelation shows the relationship between Batulicin Nusantara stock current value and its past values and can show if there is a momentum factor associated with investing in Batulicin Nusantara Maritim.
Regressed Prices |
| Timeline |
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Batulicin Nusantara financial ratios help investors to determine whether Batulicin 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 Batulicin with respect to the benefits of owning Batulicin Nusantara security.