Bank Panin (Indonesia) Market Value
| PNBS Stock | IDR 50.00 0.00 0.00% |
| Symbol | Bank |
Bank Panin '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 Panin'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 Panin.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Bank Panin on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Bank Panin Syariah or generate 0.0% return on investment in Bank Panin over 60 days. Bank Panin is related to or competes with Bank Windu, Bank Mnc, Bank Ganesha, Bank Pan, and Bank Pembangunan. More
Bank Panin 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 Panin'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 Panin Syariah upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.96 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.0 |
Bank Panin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Panin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Panin's standard deviation. In reality, there are many statistical measures that can use Bank Panin historical prices to predict the future Bank Panin's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 8.0E-4 | |||
| Treynor Ratio | (4.29) |
Bank Panin Syariah Backtested Returns
Bank Panin Syariah secures Sharpe Ratio (or Efficiency) of -0.0558, which signifies that the company had a -0.0558 % return per unit of risk over the last 3 months. Bank Panin Syariah exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Panin's Standard Deviation of 1.11, mean deviation of 0.6389, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0079, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bank Panin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank Panin is expected to be smaller as well. At this point, Bank Panin Syariah has a negative expected return of -0.0606%. Please make sure to confirm Bank Panin's value at risk, skewness, and the relationship between the total risk alpha and potential upside , to decide if Bank Panin Syariah performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Bank Panin Syariah has no correlation between past and present. Overlapping area represents the amount of predictability between Bank Panin time series from 1st of January 2025 to 31st of January 2025 and 31st of January 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 Bank Panin Syariah price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bank Panin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bank Panin Syariah lagged returns against current returns
Autocorrelation, which is Bank Panin 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 Panin's stock expected returns. We can calculate the autocorrelation of Bank Panin returns to help us make a trade decision. For example, suppose you find that Bank Panin 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 Panin 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 Panin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Panin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Panin stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Panin Lagged Returns
When evaluating Bank Panin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Panin stock have on its future price. Bank Panin 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 Panin autocorrelation shows the relationship between Bank Panin stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Panin Syariah.
Regressed Prices |
| Timeline |
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Bank Panin 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 Panin security.