Baramulti Suksessarana (Indonesia) Market Value
| BSSR Stock | IDR 4,160 30.00 0.72% |
| Symbol | Baramulti |
Baramulti Suksessarana '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 Baramulti Suksessarana'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 Baramulti Suksessarana.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Baramulti Suksessarana on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Baramulti Suksessarana Tbk or generate 0.0% return on investment in Baramulti Suksessarana over 180 days. Baramulti Suksessarana is related to or competes with Mitrabara Adiperdana, Bayan Resources, Abm Investama, and TBS Energi. PT Baramulti Suksessarana Tbk mines and trades in transports coal More
Baramulti Suksessarana 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 Baramulti Suksessarana'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 Baramulti Suksessarana Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 7.78 | |||
| Value At Risk | (2.49) | |||
| Potential Upside | 1.89 |
Baramulti Suksessarana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baramulti Suksessarana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baramulti Suksessarana's standard deviation. In reality, there are many statistical measures that can use Baramulti Suksessarana historical prices to predict the future Baramulti Suksessarana's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.79) |
Baramulti Suksessarana Backtested Returns
Baramulti Suksessarana secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the company had a -0.17% return per unit of risk over the last 3 months. Baramulti Suksessarana Tbk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Baramulti Suksessarana's Mean Deviation of 0.9006, risk adjusted performance of (0.06), and Standard Deviation of 1.34 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Baramulti Suksessarana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baramulti Suksessarana is expected to be smaller as well. At this point, Baramulti Suksessarana has a negative expected return of -0.21%. Please make sure to confirm Baramulti Suksessarana's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Baramulti Suksessarana performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.84 |
Excellent reverse predictability
Baramulti Suksessarana Tbk has excellent reverse predictability. Overlapping area represents the amount of predictability between Baramulti Suksessarana time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 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 Baramulti Suksessarana price movement. The serial correlation of -0.84 indicates that around 84.0% of current Baramulti Suksessarana price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 19.8 K |
Baramulti Suksessarana lagged returns against current returns
Autocorrelation, which is Baramulti Suksessarana 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 Baramulti Suksessarana's stock expected returns. We can calculate the autocorrelation of Baramulti Suksessarana returns to help us make a trade decision. For example, suppose you find that Baramulti Suksessarana 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 |
Baramulti Suksessarana 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 Baramulti Suksessarana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baramulti Suksessarana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baramulti Suksessarana stock over time.
Current vs Lagged Prices |
| Timeline |
Baramulti Suksessarana Lagged Returns
When evaluating Baramulti Suksessarana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baramulti Suksessarana stock have on its future price. Baramulti Suksessarana 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, Baramulti Suksessarana autocorrelation shows the relationship between Baramulti Suksessarana stock current value and its past values and can show if there is a momentum factor associated with investing in Baramulti Suksessarana Tbk.
Regressed Prices |
| Timeline |
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Baramulti Suksessarana financial ratios help investors to determine whether Baramulti 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 Baramulti with respect to the benefits of owning Baramulti Suksessarana security.