Berlina Tbk (Indonesia) Market Value
| BRNA Stock | IDR 700.00 20.00 2.78% |
| Symbol | Berlina |
Berlina Tbk '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 Berlina Tbk'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 Berlina Tbk.
| 05/16/2024 |
| 12/12/2024 |
If you would invest 0.00 in Berlina Tbk on May 16, 2024 and sell it all today you would earn a total of 0.00 from holding Berlina Tbk or generate 0.0% return on investment in Berlina Tbk over 210 days. Berlina Tbk is related to or competes with Argha Karya, Asiaplast Industries, Betonjaya Manunggal, Champion Pacific, and Alumindo Light. More
Berlina Tbk 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 Berlina Tbk'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 Berlina Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 38.92 | |||
| Value At Risk | (2.78) |
Berlina Tbk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berlina Tbk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berlina Tbk's standard deviation. In reality, there are many statistical measures that can use Berlina Tbk historical prices to predict the future Berlina Tbk's volatility.| Risk Adjusted Performance | 0.0112 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 0.0502 |
Berlina Tbk Backtested Returns
As of now, Berlina Stock is very steady. Berlina Tbk secures Sharpe Ratio (or Efficiency) of 0.0044, which signifies that the company had a 0.0044% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Berlina Tbk, which you can use to evaluate the volatility of the firm. Please confirm Berlina Tbk's Mean Deviation of 0.959, standard deviation of 3.8, and Risk Adjusted Performance of 0.0112 to double-check if the risk estimate we provide is consistent with the expected return of 0.0172%. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Berlina Tbk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Berlina Tbk is expected to be smaller as well. Berlina Tbk right now shows a risk of 3.92%. Please confirm Berlina Tbk total risk alpha, maximum drawdown, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if Berlina Tbk will be following its price patterns.
Auto-correlation | 0.40 |
Average predictability
Berlina Tbk has average predictability. Overlapping area represents the amount of predictability between Berlina Tbk time series from 16th of May 2024 to 29th of August 2024 and 29th of August 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Berlina Tbk price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Berlina Tbk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 2623.77 |
Berlina Tbk lagged returns against current returns
Autocorrelation, which is Berlina Tbk 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 Berlina Tbk's stock expected returns. We can calculate the autocorrelation of Berlina Tbk returns to help us make a trade decision. For example, suppose you find that Berlina Tbk 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 |
Berlina Tbk 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 Berlina Tbk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berlina Tbk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berlina Tbk stock over time.
Current vs Lagged Prices |
| Timeline |
Berlina Tbk Lagged Returns
When evaluating Berlina Tbk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berlina Tbk stock have on its future price. Berlina Tbk 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, Berlina Tbk autocorrelation shows the relationship between Berlina Tbk stock current value and its past values and can show if there is a momentum factor associated with investing in Berlina Tbk.
Regressed Prices |
| Timeline |
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Berlina Tbk financial ratios help investors to determine whether Berlina 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 Berlina with respect to the benefits of owning Berlina Tbk security.