Bank Bumi (Indonesia) Probability of Future Stock Price Finishing Under 584.85
| BNBA Stock | IDR 715.00 60.00 9.16% |
Bank |
Bank Bumi Target Price Odds to finish below 584.85
The tendency of Bank Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to 584.85 or more in 90 days |
| 715.00 | 90 days | 584.85 | near 1 |
Based on a normal probability distribution, the odds of Bank Bumi to drop to 584.85 or more in 90 days from now is near 1 (This Bank Bumi Arta probability density function shows the probability of Bank Stock to fall within a particular range of prices over 90 days) . Probability of Bank Bumi Arta price to stay between 584.85 and its current price of 715.0 at the end of the 90-day period is about 42.92 .
Assuming the 90 days trading horizon Bank Bumi Arta has a beta of -0.17 suggesting as returns on the benchmark increase, returns on holding Bank Bumi are expected to decrease at a much lower rate. During a bear market, however, Bank Bumi Arta is likely to outperform the market. Additionally Bank Bumi Arta has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Bank Bumi Price Density |
| Price |
Predictive Modules for Bank Bumi
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Bank Bumi Arta. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Bank Bumi Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Bank Bumi is not an exception. The market had few large corrections towards the Bank Bumi's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Bank Bumi Arta, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Bank Bumi within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.28 | |
β | Beta against Dow Jones | -0.17 | |
σ | Overall volatility | 51.45 | |
Ir | Information ratio | -0.16 |
Bank Bumi Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Bank Bumi for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Bank Bumi Arta can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Bank Bumi Arta generated a negative expected return over the last 90 days | |
| About 94.0% of the company shares are held by company insiders |
Bank Bumi Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Bank Stock often depends not only on the future outlook of the current and potential Bank Bumi's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Bank Bumi's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 2.7 B |
Bank Bumi Technical Analysis
Bank Bumi's future price can be derived by breaking down and analyzing its technical indicators over time. Bank Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Bank Bumi Arta. In general, you should focus on analyzing Bank Stock price patterns and their correlations with different microeconomic environments and drivers.
Bank Bumi Predictive Forecast Models
Bank Bumi's time-series forecasting models is one of many Bank Bumi's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Bank Bumi's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Bank Bumi Arta
Checking the ongoing alerts about Bank Bumi for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Bank Bumi Arta help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Bank Bumi Arta generated a negative expected return over the last 90 days | |
| About 94.0% of the company shares are held by company insiders |
Other Information on Investing in Bank Stock
Bank Bumi financial ratios help investors to determine whether Bank 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 Bank with respect to the benefits of owning Bank Bumi security.