Bayu Buana (Indonesia) Market Value
| BAYU Stock | IDR 1,340 35.00 2.55% |
| 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.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Bayu Buana on September 28, 2024 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 60 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.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 6.66 | |||
| Value At Risk | (1.74) | |||
| 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 | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.1775 |
Bayu Buana Tbk Backtested Returns
Bayu Buana Tbk secures Sharpe Ratio (or Efficiency) of -0.0475, which signifies that the company had a -0.0475% return per unit of risk over the last 3 months. Bayu Buana Tbk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bayu Buana's Standard Deviation of 1.16, risk adjusted performance of (0.03), and Mean Deviation of 0.7903 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bayu Buana are expected to decrease at a much lower rate. During the bear market, Bayu Buana is likely to outperform the market. At this point, Bayu Buana Tbk has a negative expected return of -0.056%. Please make sure to confirm Bayu Buana's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Bayu Buana Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Bayu Buana Tbk has average predictability. Overlapping area represents the amount of predictability between Bayu Buana time series from 28th of September 2024 to 28th of October 2024 and 28th of October 2024 to 27th 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 0.42 indicates that just about 42.0% of current Bayu Buana price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1743.99 |
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 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Bayu Stock
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.