Bumi Serpong (Indonesia) Market Value
| BSDE Stock | IDR 820.00 10.00 1.20% |
| Symbol | Bumi |
Bumi Serpong '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 Bumi Serpong'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 Bumi Serpong.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Bumi Serpong on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bumi Serpong Damai or generate 0.0% return on investment in Bumi Serpong over 90 days. Bumi Serpong is related to or competes with Alam Sutera, Ciputra Development, Summarecon Agung, Pakuwon Jati, and Wijaya Karya. More
Bumi Serpong 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 Bumi Serpong'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 Bumi Serpong Damai upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.89 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 2.16 |
Bumi Serpong Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bumi Serpong's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bumi Serpong's standard deviation. In reality, there are many statistical measures that can use Bumi Serpong historical prices to predict the future Bumi Serpong's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (4.83) |
Bumi Serpong Damai Backtested Returns
Bumi Serpong Damai secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of risk over the last 3 months. Bumi Serpong Damai exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bumi Serpong's Risk Adjusted Performance of (0.15), mean deviation of 1.12, and Standard Deviation of 1.53 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0587, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bumi Serpong's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bumi Serpong is expected to be smaller as well. At this point, Bumi Serpong Damai has a negative expected return of -0.28%. Please make sure to confirm Bumi Serpong's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Bumi Serpong Damai performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Bumi Serpong Damai has very weak reverse predictability. Overlapping area represents the amount of predictability between Bumi Serpong 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 Bumi Serpong Damai price movement. The serial correlation of -0.01 indicates that just 1.0% of current Bumi Serpong price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1319.82 |
Bumi Serpong Damai lagged returns against current returns
Autocorrelation, which is Bumi Serpong 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 Bumi Serpong's stock expected returns. We can calculate the autocorrelation of Bumi Serpong returns to help us make a trade decision. For example, suppose you find that Bumi Serpong 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 |
Bumi Serpong 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 Bumi Serpong stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bumi Serpong stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bumi Serpong stock over time.
Current vs Lagged Prices |
| Timeline |
Bumi Serpong Lagged Returns
When evaluating Bumi Serpong's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bumi Serpong stock have on its future price. Bumi Serpong 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, Bumi Serpong autocorrelation shows the relationship between Bumi Serpong stock current value and its past values and can show if there is a momentum factor associated with investing in Bumi Serpong Damai.
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 ArchitectOther Information on Investing in Bumi Stock
Bumi Serpong financial ratios help investors to determine whether Bumi 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 Bumi with respect to the benefits of owning Bumi Serpong security.