Bisi International (Indonesia) Market Value

BISI Stock  IDR 1,100  10.00  0.90%   
Bisi International's market value is the price at which a share of Bisi International trades on a public exchange. It measures the collective expectations of Bisi International Tbk investors about its performance. Bisi International is selling for 1100.00 as of the 28th of November 2024. This is a 0.9 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 1100.0.
With this module, you can estimate the performance of a buy and hold strategy of Bisi International Tbk and determine expected loss or profit from investing in Bisi International over a given investment horizon. Check out Bisi International Correlation, Bisi International Volatility and Bisi International Alpha and Beta module to complement your research on Bisi International.
Symbol

Please note, there is a significant difference between Bisi International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bisi International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bisi International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Bisi International '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 Bisi International'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 Bisi International.
0.00
09/29/2024
No Change 0.00  0.0 
In 2 months and 2 days
11/28/2024
0.00
If you would invest  0.00  in Bisi International on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Bisi International Tbk or generate 0.0% return on investment in Bisi International over 60 days. Bisi International is related to or competes with Sampoerna Agro, Bakrie Sumatera, Tunas Baru, Darma Henwa, and Bakrieland Development. PT BISI International Tbk, together with its subsidiaries, produces and sells hybrid seeds for corn and rice in Indonesi... More

Bisi International 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 Bisi International'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 Bisi International Tbk upside and downside potential and time the market with a certain degree of confidence.

Bisi International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bisi International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bisi International's standard deviation. In reality, there are many statistical measures that can use Bisi International historical prices to predict the future Bisi International's volatility.
Hype
Prediction
LowEstimatedHigh
1,0981,1001,102
Details
Intrinsic
Valuation
LowRealHigh
999.371,0021,210
Details
Naive
Forecast
LowNextHigh
1,2081,2101,212
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,0121,0861,160
Details

Bisi International Tbk Backtested Returns

Bisi International Tbk secures Sharpe Ratio (or Efficiency) of -0.22, which signifies that the company had a -0.22% return per unit of risk over the last 3 months. Bisi International Tbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bisi International's Mean Deviation of 1.61, standard deviation of 2.33, and Risk Adjusted Performance of (0.17) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bisi International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bisi International is expected to be smaller as well. At this point, Bisi International Tbk has a negative expected return of -0.51%. Please make sure to confirm Bisi International's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Bisi International Tbk performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.70  

Good predictability

Bisi International Tbk has good predictability. Overlapping area represents the amount of predictability between Bisi International time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th 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 Bisi International Tbk price movement. The serial correlation of 0.7 indicates that around 70.0% of current Bisi International price fluctuation can be explain by its past prices.
Correlation Coefficient0.7
Spearman Rank Test0.5
Residual Average0.0
Price Variance10.5 K

Bisi International Tbk lagged returns against current returns

Autocorrelation, which is Bisi International 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 Bisi International's stock expected returns. We can calculate the autocorrelation of Bisi International returns to help us make a trade decision. For example, suppose you find that Bisi International 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  

Bisi International 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 Bisi International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bisi International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bisi International stock over time.
   Current vs Lagged Prices   
       Timeline  

Bisi International Lagged Returns

When evaluating Bisi International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bisi International stock have on its future price. Bisi International 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, Bisi International autocorrelation shows the relationship between Bisi International stock current value and its past values and can show if there is a momentum factor associated with investing in Bisi International Tbk.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Bisi Stock

Bisi International financial ratios help investors to determine whether Bisi 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 Bisi with respect to the benefits of owning Bisi International security.