Ihlas Gayrimenkul (Turkey) Market Value
| IHLGM Stock | TRY 1.53 0.04 2.68% |
| Symbol | Ihlas |
Ihlas Gayrimenkul '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 Ihlas Gayrimenkul'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 Ihlas Gayrimenkul.
| 03/06/2024 |
| 05/05/2024 |
If you would invest 0.00 in Ihlas Gayrimenkul on March 6, 2024 and sell it all today you would earn a total of 0.00 from holding Ihlas Gayrimenkul Proje or generate 0.0% return on investment in Ihlas Gayrimenkul over 60 days. Ihlas Gayrimenkul is related to or competes with Koza Anadolu, QNB Finans, and Qua Granite. Ihlas Gayrimenkul Proje Gelistirme ve Ticaret A.S More
Ihlas Gayrimenkul 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 Ihlas Gayrimenkul'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 Ihlas Gayrimenkul Proje upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.9 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.49 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 4.48 |
Ihlas Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ihlas Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ihlas Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Ihlas Gayrimenkul historical prices to predict the future Ihlas Gayrimenkul's volatility.| Risk Adjusted Performance | 0.0098 | |||
| Jensen Alpha | 0.0019 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0238 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ihlas Gayrimenkul'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.
Ihlas Gayrimenkul Proje Backtested Returns
We consider Ihlas Gayrimenkul very risky. Ihlas Gayrimenkul Proje holds Efficiency (Sharpe) Ratio of 0.0063, which attests that the entity had a 0.0063% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ihlas Gayrimenkul Proje, which you can use to evaluate the volatility of the firm. Please check out Ihlas Gayrimenkul's Downside Deviation of 2.9, risk adjusted performance of 0.0098, and Market Risk Adjusted Performance of 0.0338 to validate if the risk estimate we provide is consistent with the expected return of 0.0177%. The company retains a Market Volatility (i.e., Beta) of -0.0408, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ihlas Gayrimenkul are expected to decrease at a much lower rate. During the bear market, Ihlas Gayrimenkul is likely to outperform the market. Ihlas Gayrimenkul Proje right now retains a risk of 2.81%. Please check out Ihlas Gayrimenkul sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Ihlas Gayrimenkul will be following its current trending patterns.
Auto-correlation | -0.82 |
Excellent reverse predictability
Ihlas Gayrimenkul Proje has excellent reverse predictability. Overlapping area represents the amount of predictability between Ihlas Gayrimenkul time series from 6th of March 2024 to 5th of April 2024 and 5th of April 2024 to 5th 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 Ihlas Gayrimenkul Proje price movement. The serial correlation of -0.82 indicates that around 82.0% of current Ihlas Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ihlas Gayrimenkul Proje lagged returns against current returns
Autocorrelation, which is Ihlas Gayrimenkul 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 Ihlas Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Ihlas Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Ihlas Gayrimenkul 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 |
Ihlas Gayrimenkul 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 Ihlas Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ihlas Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ihlas Gayrimenkul stock over time.
Current vs Lagged Prices |
| Timeline |
Ihlas Gayrimenkul Lagged Returns
When evaluating Ihlas Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ihlas Gayrimenkul stock have on its future price. Ihlas Gayrimenkul 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, Ihlas Gayrimenkul autocorrelation shows the relationship between Ihlas Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Ihlas Gayrimenkul Proje.
Regressed Prices |
| Timeline |
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Complementary Tools for Ihlas Stock analysis
When running Ihlas Gayrimenkul's price analysis, check to measure Ihlas Gayrimenkul'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 Ihlas Gayrimenkul is operating at the current time. Most of Ihlas Gayrimenkul's value examination focuses on studying past and present price action to predict the probability of Ihlas Gayrimenkul's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ihlas Gayrimenkul's price. Additionally, you may evaluate how the addition of Ihlas Gayrimenkul to your portfolios can decrease your overall portfolio volatility.
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Ihlas Gayrimenkul 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.