Bank Pan (Indonesia) Market Value
| PNBN Stock | IDR 1,455 5.00 0.34% |
| Symbol | Bank |
Bank Pan '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 Pan'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 Pan.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bank Pan on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Pan Indonesia or generate 0.0% return on investment in Bank Pan over 90 days. Bank Pan is related to or competes with Bank Danamon, Bank Cimb, Panin Financial, Bank Maybank, and Bank Permata. More
Bank Pan 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 Pan'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 Pan Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 12.98 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 3.63 |
Bank Pan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Pan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Pan's standard deviation. In reality, there are many statistical measures that can use Bank Pan historical prices to predict the future Bank Pan's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.47) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.4949 |
Bank Pan Indonesia Backtested Returns
Bank Pan Indonesia secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. Bank Pan Indonesia exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Pan's Risk Adjusted Performance of (0.12), mean deviation of 2.01, and Standard Deviation of 2.67 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bank Pan are expected to decrease at a much lower rate. During the bear market, Bank Pan is likely to outperform the market. At this point, Bank Pan Indonesia has a negative expected return of -0.41%. Please make sure to confirm Bank Pan's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Bank Pan Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Bank Pan Indonesia has good reverse predictability. Overlapping area represents the amount of predictability between Bank Pan 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 Pan Indonesia price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Bank Pan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 34 K |
Bank Pan Indonesia lagged returns against current returns
Autocorrelation, which is Bank Pan 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 Pan's stock expected returns. We can calculate the autocorrelation of Bank Pan returns to help us make a trade decision. For example, suppose you find that Bank Pan 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 Pan 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 Pan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Pan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Pan stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Pan Lagged Returns
When evaluating Bank Pan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Pan stock have on its future price. Bank Pan 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 Pan autocorrelation shows the relationship between Bank Pan stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Pan Indonesia.
Regressed Prices |
| Timeline |
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Bank Pan 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 Pan security.