Barito Pacific (Indonesia) Market Value
| BRPT Stock | IDR 780.00 20.00 2.50% |
| Symbol | Barito |
Barito Pacific '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 Barito Pacific'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 Barito Pacific.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Barito Pacific on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Barito Pacific Tbk or generate 0.0% return on investment in Barito Pacific over 90 days. Barito Pacific is related to or competes with Indah Kiat, Medco Energi, Vale Indonesia, Charoen Pokphand, and Indocement Tunggal. More
Barito Pacific 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 Barito Pacific'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 Barito Pacific Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 16.54 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 4.46 |
Barito Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barito Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barito Pacific's standard deviation. In reality, there are many statistical measures that can use Barito Pacific historical prices to predict the future Barito Pacific's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | 0.09 | |||
| Treynor Ratio | 0.4521 |
Barito Pacific Tbk Backtested Returns
Barito Pacific Tbk secures Sharpe Ratio (or Efficiency) of -0.063, which signifies that the company had a -0.063 % return per unit of risk over the last 3 months. Barito Pacific Tbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Barito Pacific's Mean Deviation of 1.87, standard deviation of 2.59, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Barito Pacific are expected to decrease at a much lower rate. During the bear market, Barito Pacific is likely to outperform the market. At this point, Barito Pacific Tbk has a negative expected return of -0.17%. Please make sure to confirm Barito Pacific's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Barito Pacific Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
Barito Pacific Tbk has good reverse predictability. Overlapping area represents the amount of predictability between Barito Pacific 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 Barito Pacific Tbk price movement. The serial correlation of -0.54 indicates that about 54.0% of current Barito Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 2103.7 |
Barito Pacific Tbk lagged returns against current returns
Autocorrelation, which is Barito Pacific 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 Barito Pacific's stock expected returns. We can calculate the autocorrelation of Barito Pacific returns to help us make a trade decision. For example, suppose you find that Barito Pacific 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 |
Barito Pacific 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 Barito Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barito Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barito Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
Barito Pacific Lagged Returns
When evaluating Barito Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barito Pacific stock have on its future price. Barito Pacific 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, Barito Pacific autocorrelation shows the relationship between Barito Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Barito Pacific Tbk.
Regressed Prices |
| Timeline |
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Barito Pacific financial ratios help investors to determine whether Barito 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 Barito with respect to the benefits of owning Barito Pacific security.