Batulicin Nusantara (Indonesia) Market Value
| BESS Stock | IDR 390.00 20.00 4.88% |
| Symbol | Batulicin |
Batulicin Nusantara '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 Batulicin Nusantara'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 Batulicin Nusantara.
| 02/06/2024 |
| 01/31/2025 |
If you would invest 0.00 in Batulicin Nusantara on February 6, 2024 and sell it all today you would earn a total of 0.00 from holding Batulicin Nusantara Maritim or generate 0.0% return on investment in Batulicin Nusantara over 360 days. Batulicin Nusantara is related to or competes with Pelita Samudera, Transcoal Pacific, Bhakti Multi, Makmur Berkah, and Trisula Textile. PT Batulicin Nusantara Maritim Tbk provides sea and river transportation services in Indonesia More
Batulicin Nusantara 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 Batulicin Nusantara'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 Batulicin Nusantara Maritim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.19 | |||
| Information Ratio | 0.2 | |||
| Maximum Drawdown | 19.73 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 7.83 |
Batulicin Nusantara Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Batulicin Nusantara's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Batulicin Nusantara's standard deviation. In reality, there are many statistical measures that can use Batulicin Nusantara historical prices to predict the future Batulicin Nusantara's volatility.| Risk Adjusted Performance | 0.1938 | |||
| Jensen Alpha | 0.8751 | |||
| Total Risk Alpha | 0.5042 | |||
| Sortino Ratio | 0.2141 | |||
| Treynor Ratio | 0.7937 |
Batulicin Nusantara Backtested Returns
Batulicin Nusantara appears to be very steady, given 3 months investment horizon. Batulicin Nusantara secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. By analyzing Batulicin Nusantara's technical indicators, you can evaluate if the expected return of 0.85% is justified by implied risk. Please makes use of Batulicin Nusantara's Downside Deviation of 4.19, risk adjusted performance of 0.1938, and Mean Deviation of 3.39 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Batulicin Nusantara holds a performance score of 14. The firm shows a Beta (market volatility) of 1.24, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Batulicin Nusantara will likely underperform. Please check Batulicin Nusantara's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Batulicin Nusantara's price patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
Batulicin Nusantara Maritim has good reverse predictability. Overlapping area represents the amount of predictability between Batulicin Nusantara time series from 6th of February 2024 to 4th of August 2024 and 4th of August 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Batulicin Nusantara price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Batulicin Nusantara price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 5105.57 |
Batulicin Nusantara lagged returns against current returns
Autocorrelation, which is Batulicin Nusantara 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 Batulicin Nusantara's stock expected returns. We can calculate the autocorrelation of Batulicin Nusantara returns to help us make a trade decision. For example, suppose you find that Batulicin Nusantara 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 |
Batulicin Nusantara 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 Batulicin Nusantara stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Batulicin Nusantara stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Batulicin Nusantara stock over time.
Current vs Lagged Prices |
| Timeline |
Batulicin Nusantara Lagged Returns
When evaluating Batulicin Nusantara's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Batulicin Nusantara stock have on its future price. Batulicin Nusantara 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, Batulicin Nusantara autocorrelation shows the relationship between Batulicin Nusantara stock current value and its past values and can show if there is a momentum factor associated with investing in Batulicin Nusantara Maritim.
Regressed Prices |
| Timeline |
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Batulicin Nusantara financial ratios help investors to determine whether Batulicin 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 Batulicin with respect to the benefits of owning Batulicin Nusantara security.