Bakrie Sumatera (Indonesia) Market Value
| UNSP Stock | IDR 95.00 2.00 2.06% |
| Symbol | Bakrie |
Bakrie Sumatera '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 Bakrie Sumatera'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 Bakrie Sumatera.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Bakrie Sumatera on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Bakrie Sumatera Plantations or generate 0.0% return on investment in Bakrie Sumatera over 90 days. Bakrie Sumatera is related to or competes with Bakrieland Development, Bakrie Brothers, Energi Mega, Sampoerna Agro, and Bumi Resources. PT Bakrie Sumatera Plantations Tbk, together with its subsidiaries, engages in the plantation, processing, and trading o... More
Bakrie Sumatera 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 Bakrie Sumatera'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 Bakrie Sumatera Plantations upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 19.35 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 6.49 |
Bakrie Sumatera Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bakrie Sumatera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bakrie Sumatera's standard deviation. In reality, there are many statistical measures that can use Bakrie Sumatera historical prices to predict the future Bakrie Sumatera's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | 0.2381 | |||
| Treynor Ratio | 1.36 |
Bakrie Sumatera Plan Backtested Returns
Bakrie Sumatera Plan secures Sharpe Ratio (or Efficiency) of -0.0531, which signifies that the company had a -0.0531 % return per unit of risk over the last 3 months. Bakrie Sumatera Plantations exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bakrie Sumatera's Standard Deviation of 3.89, risk adjusted performance of (0.05), and Mean Deviation of 2.57 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bakrie Sumatera are expected to decrease at a much lower rate. During the bear market, Bakrie Sumatera is likely to outperform the market. At this point, Bakrie Sumatera Plan has a negative expected return of -0.21%. Please make sure to confirm Bakrie Sumatera's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if Bakrie Sumatera Plan performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Bakrie Sumatera Plantations has good predictability. Overlapping area represents the amount of predictability between Bakrie Sumatera time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Bakrie Sumatera Plan price movement. The serial correlation of 0.75 indicates that around 75.0% of current Bakrie Sumatera price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 34.32 |
Bakrie Sumatera Plan lagged returns against current returns
Autocorrelation, which is Bakrie Sumatera 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 Bakrie Sumatera's stock expected returns. We can calculate the autocorrelation of Bakrie Sumatera returns to help us make a trade decision. For example, suppose you find that Bakrie Sumatera 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 |
Bakrie Sumatera 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 Bakrie Sumatera stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bakrie Sumatera stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bakrie Sumatera stock over time.
Current vs Lagged Prices |
| Timeline |
Bakrie Sumatera Lagged Returns
When evaluating Bakrie Sumatera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bakrie Sumatera stock have on its future price. Bakrie Sumatera 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, Bakrie Sumatera autocorrelation shows the relationship between Bakrie Sumatera stock current value and its past values and can show if there is a momentum factor associated with investing in Bakrie Sumatera Plantations.
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 Bakrie Stock
Bakrie Sumatera financial ratios help investors to determine whether Bakrie 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 Bakrie with respect to the benefits of owning Bakrie Sumatera security.