Bisi International (Indonesia) Market Value
| BISI Stock | IDR 1,100 10.00 0.90% |
| Symbol | Bisi |
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.
| 09/29/2024 |
| 11/28/2024 |
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.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 11.72 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 3.57 |
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.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.62) | |||
| Total Risk Alpha | (0.89) | |||
| Treynor Ratio | (0.79) |
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 Coefficient | 0.7 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 10.5 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 |
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 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.