Bayu Buana (Indonesia) Market Value
| BAYU Stock | IDR 1,390 10.00 0.72% |
| Symbol | Bayu |
Bayu Buana '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 Bayu Buana'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 Bayu Buana.
| 05/04/2023 |
| 11/24/2024 |
If you would invest 0.00 in Bayu Buana on May 4, 2023 and sell it all today you would earn a total of 0.00 from holding Bayu Buana Tbk or generate 0.0% return on investment in Bayu Buana over 570 days. Bayu Buana is related to or competes with Akbar Indomakmur, Mahaka Media, Fortune Indonesia, Gema Grahasarana, and Fast Food. More
Bayu Buana 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 Bayu Buana'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 Bayu Buana Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 6.66 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.03 |
Bayu Buana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bayu Buana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bayu Buana's standard deviation. In reality, there are many statistical measures that can use Bayu Buana historical prices to predict the future Bayu Buana's volatility.| Risk Adjusted Performance | 0.0186 | |||
| Jensen Alpha | 0.0026 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.1517 |
Bayu Buana Tbk Backtested Returns
As of now, Bayu Stock is very steady. Bayu Buana Tbk secures Sharpe Ratio (or Efficiency) of 7.0E-4, which signifies that the company had a 7.0E-4% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bayu Buana Tbk, which you can use to evaluate the volatility of the firm. Please confirm Bayu Buana's Risk Adjusted Performance of 0.0186, mean deviation of 0.7703, and Downside Deviation of 1.11 to double-check if the risk estimate we provide is consistent with the expected return of 8.0E-4%. The firm shows a Beta (market volatility) of 0.0836, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bayu Buana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bayu Buana is expected to be smaller as well. Bayu Buana Tbk right now shows a risk of 1.13%. Please confirm Bayu Buana Tbk value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Bayu Buana Tbk will be following its price patterns.
Auto-correlation | 0.45 |
Average predictability
Bayu Buana Tbk has average predictability. Overlapping area represents the amount of predictability between Bayu Buana time series from 4th of May 2023 to 13th of February 2024 and 13th of February 2024 to 24th 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 Bayu Buana Tbk price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Bayu Buana price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 5282.46 |
Bayu Buana Tbk lagged returns against current returns
Autocorrelation, which is Bayu Buana 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 Bayu Buana's stock expected returns. We can calculate the autocorrelation of Bayu Buana returns to help us make a trade decision. For example, suppose you find that Bayu Buana 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 |
Bayu Buana 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 Bayu Buana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bayu Buana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bayu Buana stock over time.
Current vs Lagged Prices |
| Timeline |
Bayu Buana Lagged Returns
When evaluating Bayu Buana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bayu Buana stock have on its future price. Bayu Buana 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, Bayu Buana autocorrelation shows the relationship between Bayu Buana stock current value and its past values and can show if there is a momentum factor associated with investing in Bayu Buana Tbk.
Regressed Prices |
| Timeline |
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Bayu Buana financial ratios help investors to determine whether Bayu 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 Bayu with respect to the benefits of owning Bayu Buana security.