Bukit Asam (Indonesia) Market Value

PTBA Stock  IDR 2,450  30.00  1.21%   
Bukit Asam's market value is the price at which a share of Bukit Asam trades on a public exchange. It measures the collective expectations of Bukit Asam Tbk investors about its performance. Bukit Asam is selling for 2450.00 as of the 16th of March 2025. This is a 1.21 percent down since the beginning of the trading day. The stock's last reported lowest price was 2450.0.
With this module, you can estimate the performance of a buy and hold strategy of Bukit Asam Tbk and determine expected loss or profit from investing in Bukit Asam over a given investment horizon. Check out Bukit Asam Correlation, Bukit Asam Volatility and Bukit Asam Alpha and Beta module to complement your research on Bukit Asam.
Symbol

Please note, there is a significant difference between Bukit Asam's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bukit Asam is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bukit Asam's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Bukit Asam '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 Bukit Asam'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 Bukit Asam.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Bukit Asam on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bukit Asam Tbk or generate 0.0% return on investment in Bukit Asam over 90 days. Bukit Asam is related to or competes with Perusahaan Gas, Indo Tambangraya, Aneka Tambang, Adaro Energy, and United Tractors. PT Bukit Asam Tbk, together with its subsidiaries, engages in the coal mining activities in Indonesia More

Bukit Asam 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 Bukit Asam'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 Bukit Asam Tbk upside and downside potential and time the market with a certain degree of confidence.

Bukit Asam Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bukit Asam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bukit Asam's standard deviation. In reality, there are many statistical measures that can use Bukit Asam historical prices to predict the future Bukit Asam's volatility.
Hype
Prediction
LowEstimatedHigh
2,4492,4502,451
Details
Intrinsic
Valuation
LowRealHigh
2,2042,2052,695
Details
Naive
Forecast
LowNextHigh
2,3872,3882,389
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
2,4622,6092,756
Details

Bukit Asam Tbk Backtested Returns

Bukit Asam Tbk secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of risk over the last 3 months. Bukit Asam Tbk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bukit Asam's Risk Adjusted Performance of (0.08), mean deviation of 1.05, and Standard Deviation of 1.46 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bukit Asam's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bukit Asam is expected to be smaller as well. At this point, Bukit Asam Tbk has a negative expected return of -0.18%. Please make sure to confirm Bukit Asam's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Bukit Asam Tbk performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.43  

Modest reverse predictability

Bukit Asam Tbk has modest reverse predictability. Overlapping area represents the amount of predictability between Bukit Asam time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Bukit Asam Tbk price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Bukit Asam price fluctuation can be explain by its past prices.
Correlation Coefficient-0.43
Spearman Rank Test-0.53
Residual Average0.0
Price Variance2671.88

Bukit Asam Tbk lagged returns against current returns

Autocorrelation, which is Bukit Asam 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 Bukit Asam's stock expected returns. We can calculate the autocorrelation of Bukit Asam returns to help us make a trade decision. For example, suppose you find that Bukit Asam 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  

Bukit Asam 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 Bukit Asam stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bukit Asam stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bukit Asam stock over time.
   Current vs Lagged Prices   
       Timeline  

Bukit Asam Lagged Returns

When evaluating Bukit Asam's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bukit Asam stock have on its future price. Bukit Asam 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, Bukit Asam autocorrelation shows the relationship between Bukit Asam stock current value and its past values and can show if there is a momentum factor associated with investing in Bukit Asam Tbk.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Bukit Stock

Bukit Asam financial ratios help investors to determine whether Bukit 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 Bukit with respect to the benefits of owning Bukit Asam security.