Bank Windu (Indonesia) Market Value
| MCOR Stock | IDR 67.00 1.00 1.52% |
| Symbol | Bank |
Bank Windu '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 Windu'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 Windu.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bank Windu on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Windu Kentjana or generate 0.0% return on investment in Bank Windu over 90 days. Bank Windu is related to or competes with Bank Mayapada, Bank Artha, Bank Pembangunan, Bank Mega, and Bank Ocbc. More
Bank Windu 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 Windu'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 Windu Kentjana upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.17 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 4.17 |
Bank Windu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Windu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Windu's standard deviation. In reality, there are many statistical measures that can use Bank Windu historical prices to predict the future Bank Windu's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | 0.0423 | |||
| Treynor Ratio | (0.95) |
Bank Windu Kentjana Backtested Returns
Bank Windu Kentjana secures Sharpe Ratio (or Efficiency) of -0.099, which signifies that the company had a -0.099 % return per unit of risk over the last 3 months. Bank Windu Kentjana exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Windu's Risk Adjusted Performance of (0.08), standard deviation of 2.0, and Mean Deviation of 1.52 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bank Windu's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank Windu is expected to be smaller as well. At this point, Bank Windu Kentjana has a negative expected return of -0.2%. Please make sure to confirm Bank Windu's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Bank Windu Kentjana performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Bank Windu Kentjana has very weak reverse predictability. Overlapping area represents the amount of predictability between Bank Windu 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 Bank Windu Kentjana price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Bank Windu price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 8.52 |
Bank Windu Kentjana lagged returns against current returns
Autocorrelation, which is Bank Windu 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 Windu's stock expected returns. We can calculate the autocorrelation of Bank Windu returns to help us make a trade decision. For example, suppose you find that Bank Windu 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 Windu 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 Windu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Windu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Windu stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Windu Lagged Returns
When evaluating Bank Windu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Windu stock have on its future price. Bank Windu 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 Windu autocorrelation shows the relationship between Bank Windu stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Windu Kentjana.
Regressed Prices |
| Timeline |
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Bank Windu 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 Windu security.