Bakrie Sumatera (Indonesia) Market Value

UNSP Stock  IDR 103.00  1.00  0.96%   
Bakrie Sumatera's market value is the price at which a share of Bakrie Sumatera trades on a public exchange. It measures the collective expectations of Bakrie Sumatera Plantations investors about its performance. Bakrie Sumatera is selling for 103.00 as of the 2nd of March 2025. This is a 0.96 percent down since the beginning of the trading day. The stock's last reported lowest price was 103.0.
With this module, you can estimate the performance of a buy and hold strategy of Bakrie Sumatera Plantations and determine expected loss or profit from investing in Bakrie Sumatera over a given investment horizon. Check out Bakrie Sumatera Correlation, Bakrie Sumatera Volatility and Bakrie Sumatera Alpha and Beta module to complement your research on Bakrie Sumatera.
Symbol

Please note, there is a significant difference between Bakrie Sumatera's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bakrie Sumatera is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bakrie Sumatera'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.

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.
0.00
01/01/2025
No Change 0.00  0.0 
In 2 months and 1 day
03/02/2025
0.00
If you would invest  0.00  in Bakrie Sumatera on January 1, 2025 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 60 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.

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.
Hype
Prediction
LowEstimatedHigh
98.90103.00107.10
Details
Intrinsic
Valuation
LowRealHigh
79.4883.58113.30
Details
Naive
Forecast
LowNextHigh
112.78116.88120.98
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
89.94100.75111.56
Details

Bakrie Sumatera Plan Backtested Returns

Bakrie Sumatera Plan secures Sharpe Ratio (or Efficiency) of -0.0358, which signifies that the company had a -0.0358 % return per unit of risk over the last 3 months. Bakrie Sumatera Plantations exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bakrie Sumatera's Standard Deviation of 3.92, risk adjusted performance of (0.04), and Mean Deviation of 2.62 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0684, 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 -0.15%. Please make sure to confirm Bakrie Sumatera's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio 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

    
  -0.63  

Very good reverse predictability

Bakrie Sumatera Plantations has very good reverse predictability. Overlapping area represents the amount of predictability between Bakrie Sumatera 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 Bakrie Sumatera Plan price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Bakrie Sumatera price fluctuation can be explain by its past prices.
Correlation Coefficient-0.63
Spearman Rank Test-0.55
Residual Average0.0
Price Variance41.3

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  

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Other 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.