E Data (Turkey) Market Value
| EDATA Stock | 4.58 0.19 4.33% |
| Symbol | EDATA |
E Data '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 E Data'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 E Data.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in E Data on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding E Data Teknoloji Pazarlama or generate 0.0% return on investment in E Data over 90 days. E Data is related to or competes with Bms Birlesik, Gentas Genel, Cuhadaroglu Metal, Sekerbank TAS, Galatasaray Sportif. More
E Data 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 E Data'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 E Data Teknoloji Pazarlama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.0295 | |||
| Maximum Drawdown | 13.33 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 4.33 |
E Data Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for E Data's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as E Data's standard deviation. In reality, there are many statistical measures that can use E Data historical prices to predict the future E Data's volatility.| Risk Adjusted Performance | 0.09 | |||
| Jensen Alpha | 0.2303 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0316 | |||
| Treynor Ratio | (1.21) |
E Data Teknoloji Backtested Returns
E Data is slightly risky at the moment. E Data Teknoloji secures Sharpe Ratio (or Efficiency) of 0.0748, which denotes the company had a 0.0748 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for E Data Teknoloji Pazarlama, which you can use to evaluate the volatility of the entity. Please confirm E Data's Downside Deviation of 2.26, coefficient of variation of 1111.97, and Mean Deviation of 1.81 to check if the risk estimate we provide is consistent with the expected return of 0.18%. E Data has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning E Data are expected to decrease at a much lower rate. During the bear market, E Data is likely to outperform the market. E Data Teknoloji today shows a risk of 2.44%. Please confirm E Data Teknoloji treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if E Data Teknoloji will be following its price patterns.
Auto-correlation | -0.37 |
Poor reverse predictability
E Data Teknoloji Pazarlama has poor reverse predictability. Overlapping area represents the amount of predictability between E Data time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 E Data Teknoloji price movement. The serial correlation of -0.37 indicates that just about 37.0% of current E Data price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
E Data Teknoloji lagged returns against current returns
Autocorrelation, which is E Data 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 E Data's stock expected returns. We can calculate the autocorrelation of E Data returns to help us make a trade decision. For example, suppose you find that E Data 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 |
E Data 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 E Data stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if E Data stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in E Data stock over time.
Current vs Lagged Prices |
| Timeline |
E Data Lagged Returns
When evaluating E Data's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of E Data stock have on its future price. E Data 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, E Data autocorrelation shows the relationship between E Data stock current value and its past values and can show if there is a momentum factor associated with investing in E Data Teknoloji Pazarlama.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in EDATA Stock
E Data financial ratios help investors to determine whether EDATA 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 EDATA with respect to the benefits of owning E Data security.