Birikim Varlik (Turkey) Market Value
| BRKVY Stock | 68.95 3.45 5.27% |
| Symbol | Birikim |
Birikim Varlik '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 Birikim Varlik'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 Birikim Varlik.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Birikim Varlik on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Birikim Varlik Yonetim or generate 0.0% return on investment in Birikim Varlik over 90 days. Birikim Varlik is related to or competes with Politeknik Metal, Akbank TAS, Sekerbank TAS, Galatasaray Sportif, Koza Anadolu, and Gentas Genel. More
Birikim Varlik 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 Birikim Varlik'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 Birikim Varlik Yonetim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.39 | |||
| Information Ratio | 0.0243 | |||
| Maximum Drawdown | 16.3 | |||
| Value At Risk | (4.75) | |||
| Potential Upside | 6.99 |
Birikim Varlik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Birikim Varlik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Birikim Varlik's standard deviation. In reality, there are many statistical measures that can use Birikim Varlik historical prices to predict the future Birikim Varlik's volatility.| Risk Adjusted Performance | 0.0726 | |||
| Jensen Alpha | 0.237 | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | 0.0267 | |||
| Treynor Ratio | 2.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Birikim Varlik'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.
Birikim Varlik Yonetim Backtested Returns
Birikim Varlik appears to be very steady, given 3 months investment horizon. Birikim Varlik Yonetim secures Sharpe Ratio (or Efficiency) of 0.0717, which signifies that the company had a 0.0717 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Birikim Varlik Yonetim, which you can use to evaluate the volatility of the firm. Please makes use of Birikim Varlik's Mean Deviation of 2.75, downside deviation of 3.39, and Risk Adjusted Performance of 0.0726 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Birikim Varlik holds a performance score of 5. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Birikim Varlik's returns are expected to increase less than the market. However, during the bear market, the loss of holding Birikim Varlik is expected to be smaller as well. Please check Birikim Varlik's value at risk, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Birikim Varlik's price patterns will revert.
Auto-correlation | 0.05 |
Virtually no predictability
Birikim Varlik Yonetim has virtually no predictability. Overlapping area represents the amount of predictability between Birikim Varlik time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Birikim Varlik Yonetim price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Birikim Varlik price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 3.43 |
Birikim Varlik Yonetim lagged returns against current returns
Autocorrelation, which is Birikim Varlik 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 Birikim Varlik's stock expected returns. We can calculate the autocorrelation of Birikim Varlik returns to help us make a trade decision. For example, suppose you find that Birikim Varlik 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 |
Birikim Varlik 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 Birikim Varlik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Birikim Varlik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Birikim Varlik stock over time.
Current vs Lagged Prices |
| Timeline |
Birikim Varlik Lagged Returns
When evaluating Birikim Varlik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Birikim Varlik stock have on its future price. Birikim Varlik 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, Birikim Varlik autocorrelation shows the relationship between Birikim Varlik stock current value and its past values and can show if there is a momentum factor associated with investing in Birikim Varlik Yonetim.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Birikim Stock
Birikim Varlik financial ratios help investors to determine whether Birikim 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 Birikim with respect to the benefits of owning Birikim Varlik security.