Berkah Beton (Indonesia) Market Value
| BEBS Stock | IDR 5.00 1.00 16.67% |
| Symbol | Berkah |
Berkah Beton '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 Berkah Beton'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 Berkah Beton.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Berkah Beton on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Berkah Beton Sadaya or generate 0.0% return on investment in Berkah Beton over 30 days. Berkah Beton is related to or competes with Bk Harda, Bank Net, Bank Yudha, Medikaloka Hermina, and Elang Mahkota. PT Berkah Beton Sadaya, an industrial supporting infrastructure company, produces and sells ready-mix and precast concre... More
Berkah Beton 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 Berkah Beton'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 Berkah Beton Sadaya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.92 | |||
| Information Ratio | 0.0306 | |||
| Maximum Drawdown | 36.67 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
Berkah Beton Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berkah Beton's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berkah Beton's standard deviation. In reality, there are many statistical measures that can use Berkah Beton historical prices to predict the future Berkah Beton's volatility.| Risk Adjusted Performance | 0.0432 | |||
| Jensen Alpha | 0.4021 | |||
| Total Risk Alpha | (1.02) | |||
| Sortino Ratio | 0.0176 | |||
| Treynor Ratio | (14.61) |
Berkah Beton Sadaya Backtested Returns
Berkah Beton Sadaya secures Sharpe Ratio (or Efficiency) of -0.058, which signifies that the company had a -0.058% return per unit of risk over the last 3 months. Berkah Beton Sadaya exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Berkah Beton's Mean Deviation of 5.23, downside deviation of 15.92, and Risk Adjusted Performance of 0.0432 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0273, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Berkah Beton are expected to decrease at a much lower rate. During the bear market, Berkah Beton is likely to outperform the market. At this point, Berkah Beton Sadaya has a negative expected return of -0.53%. Please make sure to confirm Berkah Beton's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Berkah Beton Sadaya performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Berkah Beton Sadaya has weak reverse predictability. Overlapping area represents the amount of predictability between Berkah Beton time series from 28th of October 2024 to 12th of November 2024 and 12th of November 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 Berkah Beton Sadaya price movement. The serial correlation of -0.24 indicates that over 24.0% of current Berkah Beton price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Berkah Beton Sadaya lagged returns against current returns
Autocorrelation, which is Berkah Beton 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 Berkah Beton's stock expected returns. We can calculate the autocorrelation of Berkah Beton returns to help us make a trade decision. For example, suppose you find that Berkah Beton 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 |
Berkah Beton 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 Berkah Beton stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berkah Beton stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berkah Beton stock over time.
Current vs Lagged Prices |
| Timeline |
Berkah Beton Lagged Returns
When evaluating Berkah Beton's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berkah Beton stock have on its future price. Berkah Beton 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, Berkah Beton autocorrelation shows the relationship between Berkah Beton stock current value and its past values and can show if there is a momentum factor associated with investing in Berkah Beton Sadaya.
Regressed Prices |
| Timeline |
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Berkah Beton financial ratios help investors to determine whether Berkah 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 Berkah with respect to the benefits of owning Berkah Beton security.