Berlian Laju (Indonesia) Market Value
| BLTA Stock | IDR 20.00 1.00 4.76% |
| Symbol | Berlian |
Berlian Laju '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 Berlian Laju'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 Berlian Laju.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Berlian Laju on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Berlian Laju Tanker or generate 0.0% return on investment in Berlian Laju over 540 days. Berlian Laju is related to or competes with Bakrie Brothers, Bakrie Sumatera, Bakrieland Development, Energi Mega, and Solusi Bangun. More
Berlian Laju 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 Berlian Laju'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 Berlian Laju Tanker upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.7 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 17.42 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 5.0 |
Berlian Laju Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berlian Laju's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berlian Laju's standard deviation. In reality, there are many statistical measures that can use Berlian Laju historical prices to predict the future Berlian Laju's volatility.| Risk Adjusted Performance | 0.0231 | |||
| Jensen Alpha | 0.049 | |||
| Total Risk Alpha | (0.53) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4177 |
Berlian Laju Tanker Backtested Returns
As of now, Berlian Stock is not too volatile. Berlian Laju Tanker secures Sharpe Ratio (or Efficiency) of 0.0197, which signifies that the company had a 0.0197% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Berlian Laju Tanker, which you can use to evaluate the volatility of the firm. Please confirm Berlian Laju's Risk Adjusted Performance of 0.0231, mean deviation of 2.87, and Downside Deviation of 5.7 to double-check if the risk estimate we provide is consistent with the expected return of 0.0784%. Berlian Laju has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Berlian Laju's returns are expected to increase less than the market. However, during the bear market, the loss of holding Berlian Laju is expected to be smaller as well. Berlian Laju Tanker right now shows a risk of 3.98%. Please confirm Berlian Laju Tanker sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Berlian Laju Tanker will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Berlian Laju Tanker has no correlation between past and present. Overlapping area represents the amount of predictability between Berlian Laju time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Berlian Laju Tanker price movement. The serial correlation of 0.0 indicates that just 0.0% of current Berlian Laju price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 86.65 |
Berlian Laju Tanker lagged returns against current returns
Autocorrelation, which is Berlian Laju 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 Berlian Laju's stock expected returns. We can calculate the autocorrelation of Berlian Laju returns to help us make a trade decision. For example, suppose you find that Berlian Laju 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 |
Berlian Laju 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 Berlian Laju stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berlian Laju stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berlian Laju stock over time.
Current vs Lagged Prices |
| Timeline |
Berlian Laju Lagged Returns
When evaluating Berlian Laju's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berlian Laju stock have on its future price. Berlian Laju 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, Berlian Laju autocorrelation shows the relationship between Berlian Laju stock current value and its past values and can show if there is a momentum factor associated with investing in Berlian Laju Tanker.
Regressed Prices |
| Timeline |
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Berlian Laju financial ratios help investors to determine whether Berlian 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 Berlian with respect to the benefits of owning Berlian Laju security.