Bank Victoria (Indonesia) Market Value
| BVIC Stock | IDR 82.00 2.00 2.38% |
| Symbol | Bank |
Bank Victoria '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 Victoria'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 Victoria.
| 11/01/2024 |
| 03/01/2025 |
If you would invest 0.00 in Bank Victoria on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Victoria International or generate 0.0% return on investment in Bank Victoria over 120 days. Bank Victoria is related to or competes with Bank Qnb, Bank Mnc, Bank Bumi, Bank Capital, and Bank Artha. PT Bank Victoria International Tbk provides various banking products and services in Indonesia More
Bank Victoria 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 Victoria'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 Victoria International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 28.36 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 3.41 |
Bank Victoria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Victoria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Victoria's standard deviation. In reality, there are many statistical measures that can use Bank Victoria historical prices to predict the future Bank Victoria's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.88) |
Bank Victoria Intern Backtested Returns
Bank Victoria Intern secures Sharpe Ratio (or Efficiency) of -0.0384, which signifies that the company had a -0.0384 % return per unit of risk over the last 3 months. Bank Victoria International exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Victoria's Risk Adjusted Performance of (0.02), mean deviation of 2.11, and Standard Deviation of 3.44 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, Bank Victoria's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank Victoria is expected to be smaller as well. At this point, Bank Victoria Intern has a negative expected return of -0.13%. Please make sure to confirm Bank Victoria's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Bank Victoria Intern performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Bank Victoria International has poor predictability. Overlapping area represents the amount of predictability between Bank Victoria time series from 1st of November 2024 to 31st of December 2024 and 31st of December 2024 to 1st 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 Victoria Intern price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Bank Victoria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 26.33 |
Bank Victoria Intern lagged returns against current returns
Autocorrelation, which is Bank Victoria 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 Victoria's stock expected returns. We can calculate the autocorrelation of Bank Victoria returns to help us make a trade decision. For example, suppose you find that Bank Victoria 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 Victoria 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 Victoria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Victoria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Victoria stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Victoria Lagged Returns
When evaluating Bank Victoria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Victoria stock have on its future price. Bank Victoria 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 Victoria autocorrelation shows the relationship between Bank Victoria stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Victoria International.
Regressed Prices |
| Timeline |
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Bank Victoria 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 Victoria security.