Bangun Karya (Indonesia) Market Value
| KRYA Stock | 52.00 1.00 1.89% |
| Symbol | Bangun |
Bangun Karya '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 Bangun Karya'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 Bangun Karya.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Bangun Karya on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Bangun Karya Perkasa or generate 0.0% return on investment in Bangun Karya over 30 days. Bangun Karya is related to or competes with PT Hetzer, PT Dewi, PT Sari, Gaya Abadi, and Adaro Minerals. More
Bangun Karya 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 Bangun Karya'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 Bangun Karya Perkasa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.34 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 3.77 |
Bangun Karya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bangun Karya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bangun Karya's standard deviation. In reality, there are many statistical measures that can use Bangun Karya historical prices to predict the future Bangun Karya's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0136 | |||
| Treynor Ratio | (0.10) |
Bangun Karya Perkasa Backtested Returns
Bangun Karya Perkasa secures Sharpe Ratio (or Efficiency) of -0.0209, which signifies that the company had a -0.0209 % return per unit of risk over the last 3 months. Bangun Karya Perkasa exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bangun Karya's Mean Deviation of 1.32, risk adjusted performance of (0.01), and Standard Deviation of 1.97 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bangun Karya's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bangun Karya is expected to be smaller as well. At this point, Bangun Karya Perkasa has a negative expected return of -0.0431%. Please make sure to confirm Bangun Karya's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Bangun Karya Perkasa performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
Bangun Karya Perkasa has weak predictability. Overlapping area represents the amount of predictability between Bangun Karya time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Bangun Karya Perkasa price movement. The serial correlation of 0.24 indicates that over 24.0% of current Bangun Karya price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Bangun Karya Perkasa lagged returns against current returns
Autocorrelation, which is Bangun Karya 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 Bangun Karya's stock expected returns. We can calculate the autocorrelation of Bangun Karya returns to help us make a trade decision. For example, suppose you find that Bangun Karya 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 |
Bangun Karya 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 Bangun Karya stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bangun Karya stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bangun Karya stock over time.
Current vs Lagged Prices |
| Timeline |
Bangun Karya Lagged Returns
When evaluating Bangun Karya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bangun Karya stock have on its future price. Bangun Karya 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, Bangun Karya autocorrelation shows the relationship between Bangun Karya stock current value and its past values and can show if there is a momentum factor associated with investing in Bangun Karya Perkasa.
Regressed Prices |
| Timeline |
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Bangun Karya financial ratios help investors to determine whether Bangun 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 Bangun with respect to the benefits of owning Bangun Karya security.