Bakrieland Development (Indonesia) Market Value
| ELTY Stock | IDR 12.00 1.00 9.09% |
| Symbol | Bakrieland |
Bakrieland Development '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 Bakrieland Development'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 Bakrieland Development.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Bakrieland Development on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Bakrieland Development Tbk or generate 0.0% return on investment in Bakrieland Development over 90 days. Bakrieland Development is related to or competes with Bakrie Brothers, Bakrie Sumatera, Energi Mega, Darma Henwa, and Bumi Resources. PT Bakrieland Development Tbk. operates as an integrated property company in Indonesia More
Bakrieland Development 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 Bakrieland Development'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 Bakrieland Development Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 17.42 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.33 |
Bakrieland Development Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bakrieland Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bakrieland Development's standard deviation. In reality, there are many statistical measures that can use Bakrieland Development historical prices to predict the future Bakrieland Development's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | 0.3591 | |||
| Treynor Ratio | (0.82) |
Bakrieland Development Backtested Returns
Bakrieland Development secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Bakrieland Development Tbk exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bakrieland Development's Risk Adjusted Performance of (0.04), mean deviation of 3.14, and Standard Deviation of 4.91 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bakrieland Development's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bakrieland Development is expected to be smaller as well. At this point, Bakrieland Development has a negative expected return of -0.0216%. Please make sure to confirm Bakrieland Development's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Bakrieland Development performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Bakrieland Development Tbk has insignificant reverse predictability. Overlapping area represents the amount of predictability between Bakrieland Development time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Bakrieland Development price movement. The serial correlation of -0.19 indicates that over 19.0% of current Bakrieland Development price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
Bakrieland Development lagged returns against current returns
Autocorrelation, which is Bakrieland Development 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 Bakrieland Development's stock expected returns. We can calculate the autocorrelation of Bakrieland Development returns to help us make a trade decision. For example, suppose you find that Bakrieland Development 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 |
Bakrieland Development 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 Bakrieland Development stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bakrieland Development stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bakrieland Development stock over time.
Current vs Lagged Prices |
| Timeline |
Bakrieland Development Lagged Returns
When evaluating Bakrieland Development's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bakrieland Development stock have on its future price. Bakrieland Development 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, Bakrieland Development autocorrelation shows the relationship between Bakrieland Development stock current value and its past values and can show if there is a momentum factor associated with investing in Bakrieland Development Tbk.
Regressed Prices |
| Timeline |
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Bakrieland Development financial ratios help investors to determine whether Bakrieland 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 Bakrieland with respect to the benefits of owning Bakrieland Development security.