Gelecek Varlik (Turkey) Market Value
| GLCVY Stock | 66.30 0.20 0.30% |
| Symbol | Gelecek |
Gelecek 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 Gelecek 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 Gelecek Varlik.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Gelecek Varlik on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Gelecek Varlik Yonetimi or generate 0.0% return on investment in Gelecek Varlik over 90 days. Gelecek Varlik is related to or competes with Galatasaray Sportif, Sekerbank TAS, ICBC Turkey, Gentas Genel, and Cuhadaroglu Metal. More
Gelecek 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 Gelecek 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 Gelecek Varlik Yonetimi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.57 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.28 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 4.35 |
Gelecek Varlik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gelecek Varlik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gelecek Varlik's standard deviation. In reality, there are many statistical measures that can use Gelecek Varlik historical prices to predict the future Gelecek Varlik's volatility.| Risk Adjusted Performance | 0.0351 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.61) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1531 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gelecek 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.
Gelecek Varlik Yonetimi Backtested Returns
Gelecek Varlik is very steady at the moment. Gelecek Varlik Yonetimi holds Efficiency (Sharpe) Ratio of 0.0315, which attests that the entity had a 0.0315 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Gelecek Varlik Yonetimi, which you can use to evaluate the volatility of the firm. Please check out Gelecek Varlik's Market Risk Adjusted Performance of 0.1631, downside deviation of 2.57, and Risk Adjusted Performance of 0.0351 to validate if the risk estimate we provide is consistent with the expected return of 0.0953%. Gelecek Varlik has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gelecek Varlik's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gelecek Varlik is expected to be smaller as well. Gelecek Varlik Yonetimi right now retains a risk of 3.03%. Please check out Gelecek Varlik treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if Gelecek Varlik will be following its current trending patterns.
Auto-correlation | -0.37 |
Poor reverse predictability
Gelecek Varlik Yonetimi has poor reverse predictability. Overlapping area represents the amount of predictability between Gelecek 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 Gelecek Varlik Yonetimi price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Gelecek Varlik price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 14.97 |
Gelecek Varlik Yonetimi lagged returns against current returns
Autocorrelation, which is Gelecek 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 Gelecek Varlik's stock expected returns. We can calculate the autocorrelation of Gelecek Varlik returns to help us make a trade decision. For example, suppose you find that Gelecek 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 |
Gelecek 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 Gelecek Varlik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gelecek Varlik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gelecek Varlik stock over time.
Current vs Lagged Prices |
| Timeline |
Gelecek Varlik Lagged Returns
When evaluating Gelecek Varlik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gelecek Varlik stock have on its future price. Gelecek 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, Gelecek Varlik autocorrelation shows the relationship between Gelecek Varlik stock current value and its past values and can show if there is a momentum factor associated with investing in Gelecek Varlik Yonetimi.
Regressed Prices |
| Timeline |
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Other Information on Investing in Gelecek Stock
Gelecek Varlik financial ratios help investors to determine whether Gelecek 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 Gelecek with respect to the benefits of owning Gelecek Varlik security.