Bank Negara Indonesia Stock Market Value
| PTBRY Stock | USD 13.50 0.12 0.90% |
| Symbol | Bank |
Bank Negara '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 Negara's pink sheet 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 Negara.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Bank Negara on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Bank Negara Indonesia or generate 0.0% return on investment in Bank Negara over 30 days. Bank Negara is related to or competes with Banco Bradesco, Itau Unibanco, Lloyds Banking, Deutsche Bank, and Banco Santander. PT Bank Negara Indonesia Tbk, together with its subsidiaries, provides various banking products and services in Indonesi... More
Bank Negara 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 Negara's pink sheet 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 Negara Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.0006) | |||
| Maximum Drawdown | 28.69 | |||
| Value At Risk | (7.59) | |||
| Potential Upside | 9.45 |
Bank Negara Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Negara's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Negara's standard deviation. In reality, there are many statistical measures that can use Bank Negara historical prices to predict the future Bank Negara's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.5425 | |||
| Treynor Ratio | (0.12) |
Bank Negara Indonesia Backtested Returns
Bank Negara Indonesia secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Bank Negara Indonesia exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Negara's Standard Deviation of 5.53, mean deviation of 4.32, and insignificant Risk Adjusted Performance to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bank Negara's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank Negara is expected to be smaller as well. At this point, Bank Negara Indonesia has a negative expected return of -0.013%. Please make sure to confirm Bank Negara's information ratio, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Bank Negara Indonesia performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Bank Negara Indonesia has below average predictability. Overlapping area represents the amount of predictability between Bank Negara time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Negara Indonesia price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Bank Negara price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
Bank Negara Indonesia lagged returns against current returns
Autocorrelation, which is Bank Negara pink sheet'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 Negara's pink sheet expected returns. We can calculate the autocorrelation of Bank Negara returns to help us make a trade decision. For example, suppose you find that Bank Negara has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Negara 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 Negara pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Negara pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Negara pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bank Negara Lagged Returns
When evaluating Bank Negara's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Negara pink sheet have on its future price. Bank Negara 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 Negara autocorrelation shows the relationship between Bank Negara pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bank Negara Indonesia.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Bank Pink Sheet Analysis
When running Bank Negara's price analysis, check to measure Bank Negara's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bank Negara is operating at the current time. Most of Bank Negara's value examination focuses on studying past and present price action to predict the probability of Bank Negara's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank Negara's price. Additionally, you may evaluate how the addition of Bank Negara to your portfolios can decrease your overall portfolio volatility.