Dmr Unlu (Turkey) Market Value
| DMRGD Stock | 29.50 0.40 1.34% |
| Symbol | Dmr |
Dmr Unlu '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 Dmr Unlu'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 Dmr Unlu.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Dmr Unlu on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Dmr Unlu Mamuller or generate 0.0% return on investment in Dmr Unlu over 90 days.
Dmr Unlu 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 Dmr Unlu'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 Dmr Unlu Mamuller upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.08 | |||
| Information Ratio | 0.1687 | |||
| Maximum Drawdown | 13.25 | |||
| Value At Risk | (4.29) | |||
| Potential Upside | 6.22 |
Dmr Unlu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dmr Unlu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dmr Unlu's standard deviation. In reality, there are many statistical measures that can use Dmr Unlu historical prices to predict the future Dmr Unlu's volatility.| Risk Adjusted Performance | 0.2049 | |||
| Jensen Alpha | 0.7872 | |||
| Total Risk Alpha | 0.1047 | |||
| Sortino Ratio | 0.1946 | |||
| Treynor Ratio | (7.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dmr Unlu'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.
Dmr Unlu Mamuller Backtested Returns
Dmr Unlu is out of control given 3 months investment horizon. Dmr Unlu Mamuller secures Sharpe Ratio (or Efficiency) of 0.31, which denotes the company had a 0.31 % return per unit of risk over the last 3 months. We were able to collect and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.04% are justified by taking the suggested risk. Use Dmr Unlu Downside Deviation of 3.08, mean deviation of 2.97, and Coefficient Of Variation of 457.06 to evaluate company specific risk that cannot be diversified away. Dmr Unlu holds a performance score of 24 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dmr Unlu are expected to decrease at a much lower rate. During the bear market, Dmr Unlu is likely to outperform the market. Use Dmr Unlu sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to analyze future returns on Dmr Unlu.
Auto-correlation | 0.59 |
Modest predictability
Dmr Unlu Mamuller has modest predictability. Overlapping area represents the amount of predictability between Dmr Unlu 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 Dmr Unlu Mamuller price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Dmr Unlu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 1.46 |
Dmr Unlu Mamuller lagged returns against current returns
Autocorrelation, which is Dmr Unlu 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 Dmr Unlu's stock expected returns. We can calculate the autocorrelation of Dmr Unlu returns to help us make a trade decision. For example, suppose you find that Dmr Unlu 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 |
Dmr Unlu 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 Dmr Unlu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dmr Unlu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dmr Unlu stock over time.
Current vs Lagged Prices |
| Timeline |
Dmr Unlu Lagged Returns
When evaluating Dmr Unlu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dmr Unlu stock have on its future price. Dmr Unlu 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, Dmr Unlu autocorrelation shows the relationship between Dmr Unlu stock current value and its past values and can show if there is a momentum factor associated with investing in Dmr Unlu Mamuller.
Regressed Prices |
| Timeline |