Ihlas Yayin (Turkey) Market Value
| IHYAY Stock | TRY 3.05 0.02 0.66% |
| Symbol | Ihlas |
Ihlas Yayin '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 Yayin'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 Yayin.
| 03/06/2024 |
| 05/05/2024 |
If you would invest 0.00 in Ihlas Yayin on March 6, 2024 and sell it all today you would earn a total of 0.00 from holding Ihlas Yayin Holding or generate 0.0% return on investment in Ihlas Yayin over 60 days. Ihlas Yayin is related to or competes with SASA Polyester, Turkish Airlines, Koc Holding, Ford Otomotiv, ENKA Insaat, Turkiye Petrol, and Qnb Finansbank. Ihlas Yayin Holding A.S., through its subsidiaries, engages in media, publishing, and advertising businesses in Turkey More
Ihlas Yayin 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 Yayin'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 Yayin Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.24 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 19.79 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 9.69 |
Ihlas Yayin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ihlas Yayin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ihlas Yayin's standard deviation. In reality, there are many statistical measures that can use Ihlas Yayin historical prices to predict the future Ihlas Yayin's volatility.| Risk Adjusted Performance | 0.0193 | |||
| Jensen Alpha | 2.0E-4 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0697 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ihlas Yayin'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 Yayin Holding Backtested Returns
We consider Ihlas Yayin very risky. Ihlas Yayin Holding holds Efficiency (Sharpe) Ratio of 0.0189, which attests that the entity had a 0.0189% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ihlas Yayin Holding, which you can use to evaluate the volatility of the firm. Please check out Ihlas Yayin's Market Risk Adjusted Performance of 0.0797, risk adjusted performance of 0.0193, and Downside Deviation of 3.24 to validate if the risk estimate we provide is consistent with the expected return of 0.0789%. Ihlas Yayin has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.85, which attests to possible diversification benefits within a given portfolio. Ihlas Yayin returns are very sensitive to returns on the market. As the market goes up or down, Ihlas Yayin is expected to follow. Ihlas Yayin Holding right now retains a risk of 4.17%. Please check out Ihlas Yayin maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Ihlas Yayin will be following its current trending patterns.
Auto-correlation | -0.56 |
Good reverse predictability
Ihlas Yayin Holding has good reverse predictability. Overlapping area represents the amount of predictability between Ihlas Yayin 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 Yayin Holding price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Ihlas Yayin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Ihlas Yayin Holding lagged returns against current returns
Autocorrelation, which is Ihlas Yayin 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 Yayin's stock expected returns. We can calculate the autocorrelation of Ihlas Yayin returns to help us make a trade decision. For example, suppose you find that Ihlas Yayin 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 Yayin 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 Yayin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ihlas Yayin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ihlas Yayin stock over time.
Current vs Lagged Prices |
| Timeline |
Ihlas Yayin Lagged Returns
When evaluating Ihlas Yayin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ihlas Yayin stock have on its future price. Ihlas Yayin 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 Yayin autocorrelation shows the relationship between Ihlas Yayin stock current value and its past values and can show if there is a momentum factor associated with investing in Ihlas Yayin Holding.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ihlas Yayin in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ihlas Yayin's short interest history, or implied volatility extrapolated from Ihlas Yayin options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Ihlas Yayin Correlation, Ihlas Yayin Volatility and Ihlas Yayin Alpha and Beta module to complement your research on Ihlas Yayin. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Complementary Tools for Ihlas Stock analysis
When running Ihlas Yayin's price analysis, check to measure Ihlas Yayin'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 Yayin is operating at the current time. Most of Ihlas Yayin's value examination focuses on studying past and present price action to predict the probability of Ihlas Yayin'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 Yayin's price. Additionally, you may evaluate how the addition of Ihlas Yayin to your portfolios can decrease your overall portfolio volatility.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities |
Ihlas Yayin 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.