Bisi International (Indonesia) Market Value

BISI Stock  IDR 1,130  30.00  2.73%   
Bisi International's market value is the price at which a share of Bisi International trades on a public exchange. It measures the collective expectations of Bisi International Tbk investors about its performance. Bisi International is selling for 1130.00 as of the 16th of March 2025. This is a 2.73 percent up since the beginning of the trading day. The stock's last reported lowest price was 1100.0.
With this module, you can estimate the performance of a buy and hold strategy of Bisi International Tbk and determine expected loss or profit from investing in Bisi International over a given investment horizon. Check out Bisi International Correlation, Bisi International Volatility and Bisi International Alpha and Beta module to complement your research on Bisi International.
Symbol

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

Bisi International '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 Bisi International'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 Bisi International.
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 Bisi International on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bisi International Tbk or generate 0.0% return on investment in Bisi International over 90 days. Bisi International is related to or competes with Sampoerna Agro, Bakrie Sumatera, Tunas Baru, Darma Henwa, and Bakrieland Development. PT BISI International Tbk, together with its subsidiaries, produces and sells hybrid seeds for corn and rice in Indonesi... More

Bisi International 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 Bisi International'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 Bisi International Tbk upside and downside potential and time the market with a certain degree of confidence.

Bisi International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bisi International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bisi International's standard deviation. In reality, there are many statistical measures that can use Bisi International historical prices to predict the future Bisi International's volatility.
Hype
Prediction
LowEstimatedHigh
1,1271,1301,133
Details
Intrinsic
Valuation
LowRealHigh
934.58937.651,243
Details
Naive
Forecast
LowNextHigh
1,1581,1611,164
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,0121,0851,158
Details

Bisi International Tbk Backtested Returns

As of now, Bisi Stock is very steady. Bisi International Tbk secures Sharpe Ratio (or Efficiency) of 0.032, which signifies that the company had a 0.032 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bisi International Tbk, which you can use to evaluate the volatility of the firm. Please confirm Bisi International's Downside Deviation of 2.94, mean deviation of 1.81, and Risk Adjusted Performance of 0.0395 to double-check if the risk estimate we provide is consistent with the expected return of 0.0982%. Bisi International has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bisi International are expected to decrease at a much lower rate. During the bear market, Bisi International is likely to outperform the market. Bisi International Tbk right now shows a risk of 3.07%. Please confirm Bisi International Tbk sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Bisi International Tbk will be following its price patterns.

Auto-correlation

    
  0.15  

Insignificant predictability

Bisi International Tbk has insignificant predictability. Overlapping area represents the amount of predictability between Bisi International 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 Bisi International Tbk price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Bisi International price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test-0.24
Residual Average0.0
Price Variance1605.62

Bisi International Tbk lagged returns against current returns

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

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

Bisi International Lagged Returns

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

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Other Information on Investing in Bisi Stock

Bisi International financial ratios help investors to determine whether Bisi 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 Bisi with respect to the benefits of owning Bisi International security.