Bank Bukopin (Indonesia) Market Value
| BBKP Stock | IDR 54.00 1.00 1.89% |
| Symbol | Bank |
Bank Bukopin '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 Bank Bukopin'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 Bank Bukopin.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Bank Bukopin on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Bank Bukopin Tbk or generate 0.0% return on investment in Bank Bukopin over 540 days. Bank Bukopin is related to or competes with Bank Danamon, Bank Cimb, Bank Tabungan, Bank Jabar, and Bank Maybank. PT Bank KB Bukopin Tbk, together with its subsidiaries, provides banking products and services in Indonesia More
Bank Bukopin 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 Bank Bukopin'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 Bank Bukopin Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 12.6 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 5.0 |
Bank Bukopin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Bukopin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Bukopin's standard deviation. In reality, there are many statistical measures that can use Bank Bukopin historical prices to predict the future Bank Bukopin's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | 0.3319 |
Bank Bukopin Tbk Backtested Returns
Bank Bukopin Tbk secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1% return per unit of risk over the last 3 months. Bank Bukopin Tbk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank Bukopin's Standard Deviation of 2.47, risk adjusted performance of (0.04), and Mean Deviation of 1.81 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bank Bukopin are expected to decrease at a much lower rate. During the bear market, Bank Bukopin is likely to outperform the market. At this point, Bank Bukopin Tbk has a negative expected return of -0.24%. Please make sure to confirm Bank Bukopin's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Bank Bukopin Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Bank Bukopin Tbk has below average predictability. Overlapping area represents the amount of predictability between Bank Bukopin time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 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 Bank Bukopin Tbk price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Bank Bukopin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 68.25 |
Bank Bukopin Tbk lagged returns against current returns
Autocorrelation, which is Bank Bukopin 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 Bank Bukopin's stock expected returns. We can calculate the autocorrelation of Bank Bukopin returns to help us make a trade decision. For example, suppose you find that Bank Bukopin 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 |
Bank Bukopin 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 Bank Bukopin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Bukopin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Bukopin stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Bukopin Lagged Returns
When evaluating Bank Bukopin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Bukopin stock have on its future price. Bank Bukopin 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, Bank Bukopin autocorrelation shows the relationship between Bank Bukopin stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Bukopin Tbk.
Regressed Prices |
| Timeline |
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Bank Bukopin 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 Bukopin security.