Pt Bank Central Stock Market Value
| PBCRF Stock | USD 0.60 0.01 1.64% |
| Symbol | PBCRF |
PT Bank '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 PT Bank's pink sheet 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 PT Bank.
| 04/11/2024 |
| 05/11/2024 |
If you would invest 0.00 in PT Bank on April 11, 2024 and sell it all today you would earn a total of 0.00 from holding PT Bank Central or generate 0.0% return on investment in PT Bank over 30 days. PT Bank is related to or competes with China Everbright, Postal Savings, and Community West. PT Bank Central Asia Tbk, together with its subsidiaries, provides banking products and services to individual, corporat... More
PT Bank 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 PT Bank's pink sheet 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 PT Bank Central upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.0 | |||
| Information Ratio | 0.0069 | |||
| Maximum Drawdown | 21.13 | |||
| Value At Risk | (7.81) | |||
| Potential Upside | 8.06 |
PT Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Bank's standard deviation. In reality, there are many statistical measures that can use PT Bank historical prices to predict the future PT Bank's volatility.| Risk Adjusted Performance | 0.0235 | |||
| Jensen Alpha | 0.1922 | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | 0.0056 | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PT Bank'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.
PT Bank Central Backtested Returns
We consider PT Bank out of control. PT Bank Central retains Efficiency (Sharpe Ratio) of 0.0243, which implies the firm had a 0.0243% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for PT Bank, which you can use to evaluate the volatility of the company. Please check PT Bank's market risk adjusted performance of (0.08), and Standard Deviation of 4.86 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. PT Bank has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -1.16, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PT Bank are expected to decrease by larger amounts. On the other hand, during market turmoil, PT Bank is expected to outperform it. PT Bank Central at this moment owns a risk of 4.92%. Please check PT Bank Central value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if PT Bank Central will be following its current price history.
Auto-correlation | 0.37 |
Below average predictability
PT Bank Central has below average predictability. Overlapping area represents the amount of predictability between PT Bank time series from 11th of April 2024 to 26th of April 2024 and 26th of April 2024 to 11th 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 PT Bank Central price movement. The serial correlation of 0.37 indicates that just about 37.0% of current PT Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Bank Central lagged returns against current returns
Autocorrelation, which is PT Bank pink sheet'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 PT Bank's pink sheet expected returns. We can calculate the autocorrelation of PT Bank returns to help us make a trade decision. For example, suppose you find that PT Bank has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
PT Bank 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 PT Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Bank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PT Bank Lagged Returns
When evaluating PT Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Bank pink sheet have on its future price. PT Bank 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, PT Bank autocorrelation shows the relationship between PT Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PT Bank Central.
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 PT Bank Central 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
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Check out PT Bank Correlation, PT Bank Volatility and PT Bank Alpha and Beta module to complement your research on PT Bank. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for PBCRF Pink Sheet analysis
When running PT Bank's price analysis, check to measure PT Bank'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 PT Bank is operating at the current time. Most of PT Bank's value examination focuses on studying past and present price action to predict the probability of PT Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PT Bank's price. Additionally, you may evaluate how the addition of PT Bank to your portfolios can decrease your overall portfolio volatility.
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PT Bank technical pink sheet 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, pink sheet market cycles, or different charting patterns.