Bank Capital Correlations
| BACA Stock | IDR 131.00 2.00 1.50% |
The current 90-days correlation between Bank Capital Indonesia and Bank Mnc Internasional is 0.07 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bank Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bank Capital Indonesia moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Bank Capital Correlation With Market
Good diversification
The correlation between Bank Capital Indonesia and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Bank Capital Indonesia and DJI in the same portfolio, assuming nothing else is changed.
Bank |
The ability to find closely correlated positions to Bank Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bank Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bank Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Bank Capital Indonesia to buy it.
Related Correlations Analysis
| 0.82 | -0.39 | -0.41 | -0.57 | BABP | ||
| 0.82 | -0.15 | -0.14 | -0.4 | BNBA | ||
| -0.39 | -0.15 | 0.84 | 0.78 | BVIC | ||
| -0.41 | -0.14 | 0.84 | 0.82 | BKSW | ||
| -0.57 | -0.4 | 0.78 | 0.82 | BEKS | ||
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Bank Stock performing well and Bank Capital Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Bank Capital's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BABP | 2.62 | (0.38) | 0.00 | (1.84) | 0.00 | 4.76 | 18.39 | |||
| BNBA | 1.90 | (0.17) | 0.00 | 0.67 | 0.00 | 5.63 | 11.20 | |||
| BVIC | 2.06 | 0.32 | 0.07 | (1.34) | 1.75 | 6.32 | 19.23 | |||
| BKSW | 2.48 | 0.71 | 0.17 | 6.71 | 1.70 | 8.96 | 21.97 | |||
| BEKS | 4.20 | 0.77 | 0.09 | (0.69) | 4.08 | 9.09 | 20.00 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Bank Capital without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Bank Capital Corporate Management
Elected by the shareholders, the Bank Capital's board of directors comprises two types of representatives: Bank Capital inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Bank. The board's role is to monitor Bank Capital's management team and ensure that shareholders' interests are well served. Bank Capital's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Bank Capital's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Vanka | Head Department | Profile | |
| A Handaja | Anti Head | Profile | |
| Evlacia Fibriyani | Head Division | Profile | |
| Tono Sutanto | Head Division | Profile | |
| Janet Sonawati | Head Division | Profile | |
| Wilhelmus Hidayat | Head Division | Profile | |
| Gunarto Hanafi | Compliance Operations | Profile |