Bhakti Agung (Indonesia) Market Value
| BAPI Stock | IDR 10.00 1.00 11.11% |
| Symbol | Bhakti |
Bhakti Agung '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 Bhakti Agung'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 Bhakti Agung.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Bhakti Agung on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Bhakti Agung Propertindo or generate 0.0% return on investment in Bhakti Agung over 720 days. Bhakti Agung is related to or competes with Dharma Polimetal, HK Metals, Trinitan Metals, Lotte Chemical, Indo Acidatama, Communication Cable, and Arkadia Digital. PT Bhakti Agung Propertindo Tbk engages in real estate development activities in Indonesia More
Bhakti Agung 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 Bhakti Agung'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 Bhakti Agung Propertindo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 21.11 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 10.0 |
Bhakti Agung Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bhakti Agung's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bhakti Agung's standard deviation. In reality, there are many statistical measures that can use Bhakti Agung historical prices to predict the future Bhakti Agung's volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (2.06) | |||
| Total Risk Alpha | (3.28) | |||
| Treynor Ratio | 2.28 |
Bhakti Agung Propertindo Backtested Returns
Bhakti Agung Propertindo secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21% return per unit of standard deviation over the last 3 months. Bhakti Agung Propertindo exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bhakti Agung's mean deviation of 6.2, and Risk Adjusted Performance of (0.23) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.96, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Bhakti Agung are expected to decrease slowly. On the other hand, during market turmoil, Bhakti Agung is expected to outperform it slightly. At this point, Bhakti Agung Propertindo has a negative expected return of -1.51%. Please make sure to confirm Bhakti Agung's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Bhakti Agung Propertindo performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Bhakti Agung Propertindo has no correlation between past and present. Overlapping area represents the amount of predictability between Bhakti Agung time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bhakti Agung Propertindo price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bhakti Agung price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 249.52 |
Bhakti Agung Propertindo lagged returns against current returns
Autocorrelation, which is Bhakti Agung 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 Bhakti Agung's stock expected returns. We can calculate the autocorrelation of Bhakti Agung returns to help us make a trade decision. For example, suppose you find that Bhakti Agung 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 |
Bhakti Agung 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 Bhakti Agung stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bhakti Agung stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bhakti Agung stock over time.
Current vs Lagged Prices |
| Timeline |
Bhakti Agung Lagged Returns
When evaluating Bhakti Agung's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bhakti Agung stock have on its future price. Bhakti Agung 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, Bhakti Agung autocorrelation shows the relationship between Bhakti Agung stock current value and its past values and can show if there is a momentum factor associated with investing in Bhakti Agung Propertindo.
Regressed Prices |
| Timeline |
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Bhakti Agung financial ratios help investors to determine whether Bhakti 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 Bhakti with respect to the benefits of owning Bhakti Agung security.