Sekar Bumi (Indonesia) Market Value
| SKBM Stock | IDR 368.00 10.00 2.79% |
| Symbol | Sekar |
Sekar Bumi '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 Sekar Bumi'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 Sekar Bumi.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sekar Bumi on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sekar Bumi Tbk or generate 0.0% return on investment in Sekar Bumi over 90 days. Sekar Bumi is related to or competes with Sekar Laut, Siantar Top, Prasidha Aneka, Mandom Indonesia, and Millennium Pharmacon. More
Sekar Bumi 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 Sekar Bumi'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 Sekar Bumi Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.5 | |||
| Information Ratio | 0.0475 | |||
| Maximum Drawdown | 50.0 | |||
| Value At Risk | (10.67) | |||
| Potential Upside | 24.74 |
Sekar Bumi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sekar Bumi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sekar Bumi's standard deviation. In reality, there are many statistical measures that can use Sekar Bumi historical prices to predict the future Sekar Bumi's volatility.| Risk Adjusted Performance | 0.041 | |||
| Jensen Alpha | 0.1779 | |||
| Total Risk Alpha | 1.48 | |||
| Sortino Ratio | 0.0671 | |||
| Treynor Ratio | (0.24) |
Sekar Bumi Tbk Backtested Returns
Sekar Bumi Tbk owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0361, which indicates the firm had a -0.0361 % return per unit of risk over the last 3 months. Sekar Bumi Tbk exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sekar Bumi's Risk Adjusted Performance of 0.041, coefficient of variation of 2725.69, and Semi Deviation of 5.95 to confirm the risk estimate we provide. The entity has a beta of -1.37, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sekar Bumi are expected to decrease by larger amounts. On the other hand, during market turmoil, Sekar Bumi is expected to outperform it. At this point, Sekar Bumi Tbk has a negative expected return of -0.31%. Please make sure to validate Sekar Bumi's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Sekar Bumi Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Sekar Bumi Tbk has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sekar Bumi 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 Sekar Bumi Tbk price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Sekar Bumi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 479.11 |
Sekar Bumi Tbk lagged returns against current returns
Autocorrelation, which is Sekar Bumi 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 Sekar Bumi's stock expected returns. We can calculate the autocorrelation of Sekar Bumi returns to help us make a trade decision. For example, suppose you find that Sekar Bumi 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 |
Sekar Bumi 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 Sekar Bumi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sekar Bumi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sekar Bumi stock over time.
Current vs Lagged Prices |
| Timeline |
Sekar Bumi Lagged Returns
When evaluating Sekar Bumi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sekar Bumi stock have on its future price. Sekar Bumi 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, Sekar Bumi autocorrelation shows the relationship between Sekar Bumi stock current value and its past values and can show if there is a momentum factor associated with investing in Sekar Bumi Tbk.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Sekar Stock
Sekar Bumi financial ratios help investors to determine whether Sekar 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 Sekar with respect to the benefits of owning Sekar Bumi security.