Bukit Uluwatu (Indonesia) Market Value
| BUVA Stock | IDR 57.00 2.00 3.64% |
| Symbol | Bukit |
Bukit Uluwatu '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 Bukit Uluwatu'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 Bukit Uluwatu.
| 02/19/2024 |
| 05/19/2024 |
If you would invest 0.00 in Bukit Uluwatu on February 19, 2024 and sell it all today you would earn a total of 0.00 from holding Bukit Uluwatu Villa or generate 0.0% return on investment in Bukit Uluwatu over 90 days. Bukit Uluwatu is related to or competes with Bank Central, Bank Rakyat, Bayan Resources, Bank Mandiri, Astra International, Chandra Asri, and Bank Artos. More
Bukit Uluwatu 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 Bukit Uluwatu'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 Bukit Uluwatu Villa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.59 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.92 |
Bukit Uluwatu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bukit Uluwatu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bukit Uluwatu's standard deviation. In reality, there are many statistical measures that can use Bukit Uluwatu historical prices to predict the future Bukit Uluwatu's volatility.| Risk Adjusted Performance | 0.01 | |||
| Jensen Alpha | 0.0552 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.0002) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bukit Uluwatu's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bukit Uluwatu Villa Backtested Returns
We consider Bukit Uluwatu very steady. Bukit Uluwatu Villa secures Sharpe Ratio (or Efficiency) of 0.0828, which signifies that the company had a 0.0828% return per unit of risk over the last 3 months. We have found thirty technical indicators for Bukit Uluwatu Villa, which you can use to evaluate the volatility of the firm. Please confirm Bukit Uluwatu's Mean Deviation of 0.8942, risk adjusted performance of 0.01, and Downside Deviation of 2.05 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Bukit Uluwatu has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bukit Uluwatu are expected to decrease at a much lower rate. During the bear market, Bukit Uluwatu is likely to outperform the market. Bukit Uluwatu Villa right now shows a risk of 1.31%. Please confirm Bukit Uluwatu Villa standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Bukit Uluwatu Villa will be following its price patterns.
Auto-correlation | -0.3 |
Weak reverse predictability
Bukit Uluwatu Villa has weak reverse predictability. Overlapping area represents the amount of predictability between Bukit Uluwatu time series from 19th of February 2024 to 4th of April 2024 and 4th of April 2024 to 19th of May 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 Bukit Uluwatu Villa price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Bukit Uluwatu price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Bukit Uluwatu Villa lagged returns against current returns
Autocorrelation, which is Bukit Uluwatu 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 Bukit Uluwatu's stock expected returns. We can calculate the autocorrelation of Bukit Uluwatu returns to help us make a trade decision. For example, suppose you find that Bukit Uluwatu 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 |
Bukit Uluwatu 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 Bukit Uluwatu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bukit Uluwatu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bukit Uluwatu stock over time.
Current vs Lagged Prices |
| Timeline |
Bukit Uluwatu Lagged Returns
When evaluating Bukit Uluwatu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bukit Uluwatu stock have on its future price. Bukit Uluwatu 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, Bukit Uluwatu autocorrelation shows the relationship between Bukit Uluwatu stock current value and its past values and can show if there is a momentum factor associated with investing in Bukit Uluwatu Villa.
Regressed Prices |
| Timeline |
Becoming a Better Investor with Macroaxis
Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Bukit Uluwatu Villa using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
Align your risk with return expectations
Check out Bukit Uluwatu Correlation, Bukit Uluwatu Volatility and Bukit Uluwatu Alpha and Beta module to complement your research on Bukit Uluwatu. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Complementary Tools for Bukit Stock analysis
When running Bukit Uluwatu's price analysis, check to measure Bukit Uluwatu's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bukit Uluwatu is operating at the current time. Most of Bukit Uluwatu's value examination focuses on studying past and present price action to predict the probability of Bukit Uluwatu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bukit Uluwatu's price. Additionally, you may evaluate how the addition of Bukit Uluwatu to your portfolios can decrease your overall portfolio volatility.
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |
Bukit Uluwatu technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.