PT Bumi's market value is the price at which a share of PT Bumi trades on a public exchange. It measures the collective expectations of PT Bumi Resources investors about its performance. PT Bumi is trading at 0.0055 as of the 26th of July 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.0055. With this module, you can estimate the performance of a buy and hold strategy of PT Bumi Resources and determine expected loss or profit from investing in PT Bumi over a given investment horizon. Check out PT Bumi Correlation, PT Bumi Volatility and PT Bumi Alpha and Beta module to complement your research on PT Bumi.
Please note, there is a significant difference between PT Bumi's value and its price as these two are different measures arrived at by different means. Investors typically determine if PT Bumi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PT Bumi's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
PT Bumi '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 Bumi'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 PT Bumi.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure PT Bumi'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 PT Bumi Resources upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Bumi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Bumi's standard deviation. In reality, there are many statistical measures that can use PT Bumi historical prices to predict the future PT Bumi's volatility.
PT Bumi appears to be out of control, given 3 months investment horizon. PT Bumi Resources retains Efficiency (Sharpe Ratio) of 0.0647, which implies the firm had a 0.0647 % return per unit of price deviation over the last 3 months. By inspecting PT Bumi's technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please evaluate PT Bumi's market risk adjusted performance of (0.24), and Standard Deviation of 11.67 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Bumi holds a performance score of 5. The company owns a Beta (Systematic Risk) of -2.96, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PT Bumi are expected to decrease by larger amounts. On the other hand, during market turmoil, PT Bumi is expected to outperform it. Please check PT Bumi's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to make a quick decision on whether PT Bumi's current price history will revert.
Auto-correlation
-0.44
Modest reverse predictability
PT Bumi Resources has modest reverse predictability. Overlapping area represents the amount of predictability between PT Bumi time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 2025. 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 Bumi Resources price movement. The serial correlation of -0.44 indicates that just about 44.0% of current PT Bumi price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.44
Spearman Rank Test
-0.16
Residual Average
0.0
Price Variance
0.0
PT Bumi Resources lagged returns against current returns
Autocorrelation, which is PT Bumi 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 PT Bumi's stock expected returns. We can calculate the autocorrelation of PT Bumi returns to help us make a trade decision. For example, suppose you find that PT Bumi 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
PT Bumi 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 Bumi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Bumi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Bumi stock over time.
Current vs Lagged Prices
Timeline
PT Bumi Lagged Returns
When evaluating PT Bumi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Bumi stock have on its future price. PT Bumi 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 Bumi autocorrelation shows the relationship between PT Bumi stock current value and its past values and can show if there is a momentum factor associated with investing in PT Bumi Resources.
PT Bumi financial ratios help investors to determine whether PJM 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 PJM with respect to the benefits of owning PT Bumi security.