Bakrie Brothers (Indonesia) Market Value
| BNBR Stock | IDR 47.00 1.00 2.08% |
| Symbol | Bakrie |
Bakrie Brothers '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 Bakrie Brothers' 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 Bakrie Brothers.
| 04/02/2023 |
| 11/22/2024 |
If you would invest 0.00 in Bakrie Brothers on April 2, 2023 and sell it all today you would earn a total of 0.00 from holding Bakrie Brothers Tbk or generate 0.0% return on investment in Bakrie Brothers over 600 days. Bakrie Brothers is related to or competes with Samudera Indonesia, Steady Safe, Rukun Raharja, PT Temas, and Weha Transportasi. PT Bakrie Brothers Tbk, through its subsidiaries, engages in general trading, construction, agriculture, coal mining, te... More
Bakrie Brothers 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 Bakrie Brothers' 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 Bakrie Brothers Tbk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.19 | |||
| Information Ratio | 0.1776 | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.76 |
Bakrie Brothers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bakrie Brothers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bakrie Brothers' standard deviation. In reality, there are many statistical measures that can use Bakrie Brothers historical prices to predict the future Bakrie Brothers' volatility.| Risk Adjusted Performance | 0.1593 | |||
| Jensen Alpha | 1.27 | |||
| Total Risk Alpha | 0.3568 | |||
| Sortino Ratio | 0.1866 | |||
| Treynor Ratio | (0.52) |
Bakrie Brothers Tbk Backtested Returns
Bakrie Brothers is not too volatile given 3 months investment horizon. Bakrie Brothers Tbk secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We were able to collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use Bakrie Brothers Risk Adjusted Performance of 0.1593, downside deviation of 5.19, and Mean Deviation of 4.67 to evaluate company specific risk that cannot be diversified away. Bakrie Brothers holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.06, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Bakrie Brothers are expected to decrease by larger amounts. On the other hand, during market turmoil, Bakrie Brothers is expected to outperform it. Use Bakrie Brothers information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Bakrie Brothers.
Auto-correlation | 0.50 |
Modest predictability
Bakrie Brothers Tbk has modest predictability. Overlapping area represents the amount of predictability between Bakrie Brothers time series from 2nd of April 2023 to 27th of January 2024 and 27th of January 2024 to 22nd 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 Bakrie Brothers Tbk price movement. The serial correlation of 0.5 indicates that about 50.0% of current Bakrie Brothers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 115.25 |
Bakrie Brothers Tbk lagged returns against current returns
Autocorrelation, which is Bakrie Brothers 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 Bakrie Brothers' stock expected returns. We can calculate the autocorrelation of Bakrie Brothers returns to help us make a trade decision. For example, suppose you find that Bakrie Brothers 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 |
Bakrie Brothers 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 Bakrie Brothers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bakrie Brothers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bakrie Brothers stock over time.
Current vs Lagged Prices |
| Timeline |
Bakrie Brothers Lagged Returns
When evaluating Bakrie Brothers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bakrie Brothers stock have on its future price. Bakrie Brothers 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, Bakrie Brothers autocorrelation shows the relationship between Bakrie Brothers stock current value and its past values and can show if there is a momentum factor associated with investing in Bakrie Brothers Tbk.
Regressed Prices |
| Timeline |
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Bakrie Brothers financial ratios help investors to determine whether Bakrie 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 Bakrie with respect to the benefits of owning Bakrie Brothers security.