CEO Event (Turkey) Market Value
| CEOEM Stock | 17.39 0.01 0.06% |
| Symbol | CEO |
CEO Event '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 CEO Event'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 CEO Event.
| 04/01/2024 |
| 05/01/2024 |
If you would invest 0.00 in CEO Event on April 1, 2024 and sell it all today you would earn a total of 0.00 from holding CEO Event Medya or generate 0.0% return on investment in CEO Event over 30 days. CEO Event is related to or competes with Bms Birlesik, Gentas Genel, Politeknik Metal, Turkiye Kalkinma, Mackolik Internet, and Cuhadaroglu Metal. More
CEO Event 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 CEO Event'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 CEO Event Medya upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.98 | |||
| Value At Risk | (5.71) | |||
| Potential Upside | 7.83 |
CEO Event Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CEO Event's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CEO Event's standard deviation. In reality, there are many statistical measures that can use CEO Event historical prices to predict the future CEO Event's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CEO Event'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.
CEO Event Medya Backtested Returns
CEO Event Medya secures Sharpe Ratio (or Efficiency) of -0.056, which signifies that the company had a -0.056% return per unit of risk over the last 3 months. CEO Event Medya exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CEO Event's risk adjusted performance of (0), and Mean Deviation of 3.21 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CEO Event's returns are expected to increase less than the market. However, during the bear market, the loss of holding CEO Event is expected to be smaller as well. CEO Event Medya has an expected return of -0.23%. Please make sure to confirm CEO Event Medya value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if CEO Event Medya performance from the past will be repeated in the future.
Auto-correlation | -0.06 |
Very weak reverse predictability
CEO Event Medya has very weak reverse predictability. Overlapping area represents the amount of predictability between CEO Event time series from 1st of April 2024 to 16th of April 2024 and 16th of April 2024 to 1st 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 CEO Event Medya price movement. The serial correlation of -0.06 indicates that barely 6.0% of current CEO Event price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
CEO Event Medya lagged returns against current returns
Autocorrelation, which is CEO Event 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 CEO Event's stock expected returns. We can calculate the autocorrelation of CEO Event returns to help us make a trade decision. For example, suppose you find that CEO Event 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 |
CEO Event 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 CEO Event stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CEO Event stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CEO Event stock over time.
Current vs Lagged Prices |
| Timeline |
CEO Event Lagged Returns
When evaluating CEO Event's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CEO Event stock have on its future price. CEO Event 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, CEO Event autocorrelation shows the relationship between CEO Event stock current value and its past values and can show if there is a momentum factor associated with investing in CEO Event Medya.
Regressed Prices |
| Timeline |
Pair Trading with CEO Event
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CEO Event position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CEO Event will appreciate offsetting losses from the drop in the long position's value.Moving against CEO Stock
| 0.73 | CLEBI | Celebi Hava Servisi | PairCorr |
| 0.65 | DOAS | Dogus Otomotiv Servis | PairCorr |
| 0.61 | FROTO | Ford Otomotiv Sanayi | PairCorr |
| 0.58 | TTRAK | Turk Traktor ve | PairCorr |
| 0.56 | TUPRS | Turkiye Petrol Rafin | PairCorr |
The ability to find closely correlated positions to CEO Event could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CEO Event when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CEO Event - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CEO Event Medya to buy it.
The correlation of CEO Event is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CEO Event moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CEO Event Medya moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for CEO Event can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out CEO Event Correlation, CEO Event Volatility and CEO Event Alpha and Beta module to complement your research on CEO Event. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for CEO Stock analysis
When running CEO Event's price analysis, check to measure CEO Event'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 CEO Event is operating at the current time. Most of CEO Event's value examination focuses on studying past and present price action to predict the probability of CEO Event's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CEO Event's price. Additionally, you may evaluate how the addition of CEO Event to your portfolios can decrease your overall portfolio volatility.
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CEO Event 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.