Buana Listya (Indonesia) Market Value
| BULL Stock | IDR 111.00 2.00 1.83% |
| Symbol | Buana |
Buana Listya '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 Buana Listya'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 Buana Listya.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Buana Listya on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Buana Listya Tama or generate 0.0% return on investment in Buana Listya over 30 days. Buana Listya is related to or competes with City Retail, Weha Transportasi, First Media, Intermedia Capital, Dyandra Media, PT Boston, and Mahaka Media. More
Buana Listya 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 Buana Listya'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 Buana Listya Tama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.32 | |||
| Information Ratio | 0.0025 | |||
| Maximum Drawdown | 32.61 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 3.76 |
Buana Listya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Buana Listya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Buana Listya's standard deviation. In reality, there are many statistical measures that can use Buana Listya historical prices to predict the future Buana Listya's volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.2655 | |||
| Total Risk Alpha | (0.46) | |||
| Sortino Ratio | 0.0022 | |||
| Treynor Ratio | (0.12) |
Buana Listya Tama Backtested Returns
As of now, Buana Stock is very steady. Buana Listya Tama secures Sharpe Ratio (or Efficiency) of 0.0381, which signifies that the company had a 0.0381% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Buana Listya Tama, which you can use to evaluate the volatility of the firm. Please confirm Buana Listya's mean deviation of 2.05, and Risk Adjusted Performance of 0.0366 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Buana Listya has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -1.13, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Buana Listya are expected to decrease slowly. On the other hand, during market turmoil, Buana Listya is expected to outperform it slightly. Buana Listya Tama right now shows a risk of 3.78%. Please confirm Buana Listya Tama market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Buana Listya Tama will be following its price patterns.
Auto-correlation | 0.22 |
Weak predictability
Buana Listya Tama has weak predictability. Overlapping area represents the amount of predictability between Buana Listya time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Buana Listya Tama price movement. The serial correlation of 0.22 indicates that over 22.0% of current Buana Listya price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1.85 |
Buana Listya Tama lagged returns against current returns
Autocorrelation, which is Buana Listya 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 Buana Listya's stock expected returns. We can calculate the autocorrelation of Buana Listya returns to help us make a trade decision. For example, suppose you find that Buana Listya 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 |
Buana Listya 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 Buana Listya stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Buana Listya stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Buana Listya stock over time.
Current vs Lagged Prices |
| Timeline |
Buana Listya Lagged Returns
When evaluating Buana Listya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Buana Listya stock have on its future price. Buana Listya 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, Buana Listya autocorrelation shows the relationship between Buana Listya stock current value and its past values and can show if there is a momentum factor associated with investing in Buana Listya Tama.
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 Buana Stock
Buana Listya financial ratios help investors to determine whether Buana 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 Buana with respect to the benefits of owning Buana Listya security.