Bumi Citra (Indonesia) Market Value
| BCIP Stock | IDR 55.00 3.00 5.77% |
| Symbol | Bumi |
Bumi Citra '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 Bumi Citra'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 Bumi Citra.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Bumi Citra on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Bumi Citra Permai or generate 0.0% return on investment in Bumi Citra over 540 days. Bumi Citra is related to or competes with Bekasi Asri, Bukit Darmo, Intiland Development, Perdana Gapura, and Nusa Konstruksi. More
Bumi Citra 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 Bumi Citra'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 Bumi Citra Permai upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.96 | |||
| Information Ratio | 0.0255 | |||
| Maximum Drawdown | 32.34 | |||
| Value At Risk | (6.35) | |||
| Potential Upside | 8.47 |
Bumi Citra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bumi Citra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bumi Citra's standard deviation. In reality, there are many statistical measures that can use Bumi Citra historical prices to predict the future Bumi Citra's volatility.| Risk Adjusted Performance | 0.0485 | |||
| Jensen Alpha | 0.3694 | |||
| Total Risk Alpha | (0.52) | |||
| Sortino Ratio | 0.0315 | |||
| Treynor Ratio | (0.24) |
Bumi Citra Permai Backtested Returns
Bumi Citra appears to be not too volatile, given 3 months investment horizon. Bumi Citra Permai secures Sharpe Ratio (or Efficiency) of 0.0468, which signifies that the company had a 0.0468% return per unit of risk over the last 3 months. We have found thirty technical indicators for Bumi Citra Permai, which you can use to evaluate the volatility of the firm. Please makes use of Bumi Citra's Mean Deviation of 2.93, downside deviation of 3.96, and Risk Adjusted Performance of 0.0485 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bumi Citra holds a performance score of 3. The firm shows a Beta (market volatility) of -1.03, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Bumi Citra are expected to decrease slowly. On the other hand, during market turmoil, Bumi Citra is expected to outperform it slightly. Please check Bumi Citra's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Bumi Citra's price patterns will revert.
Auto-correlation | -0.29 |
Weak reverse predictability
Bumi Citra Permai has weak reverse predictability. Overlapping area represents the amount of predictability between Bumi Citra 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 Bumi Citra Permai price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Bumi Citra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 14.7 |
Bumi Citra Permai lagged returns against current returns
Autocorrelation, which is Bumi Citra 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 Bumi Citra's stock expected returns. We can calculate the autocorrelation of Bumi Citra returns to help us make a trade decision. For example, suppose you find that Bumi Citra 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 |
Bumi Citra 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 Bumi Citra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bumi Citra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bumi Citra stock over time.
Current vs Lagged Prices |
| Timeline |
Bumi Citra Lagged Returns
When evaluating Bumi Citra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bumi Citra stock have on its future price. Bumi Citra 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, Bumi Citra autocorrelation shows the relationship between Bumi Citra stock current value and its past values and can show if there is a momentum factor associated with investing in Bumi Citra Permai.
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 Bumi Stock
Bumi Citra financial ratios help investors to determine whether Bumi 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 Bumi with respect to the benefits of owning Bumi Citra security.