Buyung Poetra (Indonesia) Market Value
| HOKI Stock | IDR 89.00 4.00 4.30% |
| Symbol | Buyung |
Buyung Poetra '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 Buyung Poetra'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 Buyung Poetra.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Buyung Poetra on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Buyung Poetra Sembada or generate 0.0% return on investment in Buyung Poetra over 90 days. Buyung Poetra is related to or competes with Integra Indocabinet, Sariguna Primatirta, Erajaya Swasembada, Puradelta Lestari, and Wijaya Karya. PT Buyung Poetra Sembada Tbk produces and distributes rice in Indonesia More
Buyung Poetra 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 Buyung Poetra'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 Buyung Poetra Sembada upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 16.22 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 4.5 |
Buyung Poetra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Buyung Poetra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Buyung Poetra's standard deviation. In reality, there are many statistical measures that can use Buyung Poetra historical prices to predict the future Buyung Poetra's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.52) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 1.27 |
Buyung Poetra Sembada Backtested Returns
Buyung Poetra Sembada secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Buyung Poetra Sembada exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Buyung Poetra's Risk Adjusted Performance of (0.13), mean deviation of 2.15, and Standard Deviation of 2.9 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Buyung Poetra are expected to decrease at a much lower rate. During the bear market, Buyung Poetra is likely to outperform the market. At this point, Buyung Poetra Sembada has a negative expected return of -0.4%. Please make sure to confirm Buyung Poetra's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Buyung Poetra Sembada performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Buyung Poetra Sembada has poor predictability. Overlapping area represents the amount of predictability between Buyung Poetra time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Buyung Poetra Sembada price movement. The serial correlation of 0.25 indicates that over 25.0% of current Buyung Poetra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 42.17 |
Buyung Poetra Sembada lagged returns against current returns
Autocorrelation, which is Buyung Poetra 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 Buyung Poetra's stock expected returns. We can calculate the autocorrelation of Buyung Poetra returns to help us make a trade decision. For example, suppose you find that Buyung Poetra 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 |
Buyung Poetra 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 Buyung Poetra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Buyung Poetra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Buyung Poetra stock over time.
Current vs Lagged Prices |
| Timeline |
Buyung Poetra Lagged Returns
When evaluating Buyung Poetra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Buyung Poetra stock have on its future price. Buyung Poetra 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, Buyung Poetra autocorrelation shows the relationship between Buyung Poetra stock current value and its past values and can show if there is a momentum factor associated with investing in Buyung Poetra Sembada.
Regressed Prices |
| Timeline |
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Buyung Poetra financial ratios help investors to determine whether Buyung 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 Buyung with respect to the benefits of owning Buyung Poetra security.