Bank Bumi (Indonesia) Market Value
| BNBA Stock | IDR 575.00 5.00 0.86% |
| Symbol | Bank |
Bank Bumi '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 Bumi'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 Bumi.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Bank Bumi on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Bank Bumi Arta or generate 0.0% return on investment in Bank Bumi over 30 days. Bank Bumi is related to or competes with Bank Capital, Bank Mnc, Bank Victoria, Bank Qnb, and Bank Artha. Bank Bumi Arta Tbk provides banking products and services in Indonesia More
Bank Bumi 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 Bumi'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 Bumi Arta upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 10.02 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 2.61 |
Bank Bumi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Bumi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Bumi's standard deviation. In reality, there are many statistical measures that can use Bank Bumi historical prices to predict the future Bank Bumi's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 2.98 |
Bank Bumi Arta Backtested Returns
Bank Bumi Arta secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16 % return per unit of risk over the last 3 months. Bank Bumi Arta exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Bumi's Risk Adjusted Performance of (0.09), standard deviation of 1.88, and Mean Deviation of 1.46 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0819, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bank Bumi are expected to decrease at a much lower rate. During the bear market, Bank Bumi is likely to outperform the market. At this point, Bank Bumi Arta has a negative expected return of -0.27%. Please make sure to confirm Bank Bumi's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Bank Bumi Arta performance from the past will be repeated at some point in the near future.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 25.0 |
Bank Bumi Arta lagged returns against current returns
Autocorrelation, which is Bank Bumi 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 Bumi's stock expected returns. We can calculate the autocorrelation of Bank Bumi returns to help us make a trade decision. For example, suppose you find that Bank Bumi 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 Bumi 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 Bumi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Bumi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Bumi stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Bumi Lagged Returns
When evaluating Bank Bumi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Bumi stock have on its future price. Bank Bumi 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 Bumi autocorrelation shows the relationship between Bank Bumi stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Bumi Arta.
Regressed Prices |
| Timeline |
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Bank Bumi 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 Bumi security.