Bank BRISyariah (Indonesia) Market Value

BRIS Stock  IDR 2,500  30.00  1.19%   
Bank BRISyariah's market value is the price at which a share of Bank BRISyariah trades on a public exchange. It measures the collective expectations of Bank BRISyariah Tbk investors about its performance. Bank BRISyariah is selling for 2500.00 as of the 18th of March 2025. This is a 1.19 percent down since the beginning of the trading day. The stock's last reported lowest price was 2490.0.
With this module, you can estimate the performance of a buy and hold strategy of Bank BRISyariah Tbk and determine expected loss or profit from investing in Bank BRISyariah over a given investment horizon. Check out Bank BRISyariah Correlation, Bank BRISyariah Volatility and Bank BRISyariah Alpha and Beta module to complement your research on Bank BRISyariah.
Symbol

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

Bank BRISyariah '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 BRISyariah'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 BRISyariah.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Bank BRISyariah on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Bank BRISyariah Tbk or generate 0.0% return on investment in Bank BRISyariah over 90 days. Bank BRISyariah is related to or competes with Aneka Tambang, Sido Muncul, Indofood Cbp, Bank Tabungan, and Bank Negara. PT Bank Syariah Indonesia Tbk provides various commercial banking products and services in Indonesia More

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

Bank BRISyariah Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank BRISyariah's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank BRISyariah's standard deviation. In reality, there are many statistical measures that can use Bank BRISyariah historical prices to predict the future Bank BRISyariah's volatility.
Hype
Prediction
LowEstimatedHigh
2,5282,5302,532
Details
Intrinsic
Valuation
LowRealHigh
2,2752,2772,783
Details
Naive
Forecast
LowNextHigh
2,6122,6152,617
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
2,3852,7413,097
Details

Bank BRISyariah Tbk Backtested Returns

Bank BRISyariah Tbk secures Sharpe Ratio (or Efficiency) of -0.037, which signifies that the company had a -0.037 % return per unit of risk over the last 3 months. Bank BRISyariah Tbk exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank BRISyariah's Risk Adjusted Performance of (0.08), mean deviation of 1.8, and Standard Deviation of 2.38 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bank BRISyariah are expected to decrease at a much lower rate. During the bear market, Bank BRISyariah is likely to outperform the market. At this point, Bank BRISyariah Tbk has a negative expected return of -0.0916%. Please make sure to confirm Bank BRISyariah's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Bank BRISyariah Tbk performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.8  

Almost perfect reverse predictability

Bank BRISyariah Tbk has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Bank BRISyariah time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Bank BRISyariah Tbk price movement. The serial correlation of -0.8 indicates that around 80.0% of current Bank BRISyariah price fluctuation can be explain by its past prices.
Correlation Coefficient-0.8
Spearman Rank Test-0.11
Residual Average0.0
Price Variance40.6 K

Bank BRISyariah Tbk lagged returns against current returns

Autocorrelation, which is Bank BRISyariah 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 BRISyariah's stock expected returns. We can calculate the autocorrelation of Bank BRISyariah returns to help us make a trade decision. For example, suppose you find that Bank BRISyariah 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 BRISyariah 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 BRISyariah stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank BRISyariah stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank BRISyariah stock over time.
   Current vs Lagged Prices   
       Timeline  

Bank BRISyariah Lagged Returns

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

Bank BRISyariah 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 BRISyariah security.