Indeks Bilgisayar (Turkey) Market Value
| INDES Stock | TRY 9.37 0.14 1.47% |
| Symbol | Indeks |
Indeks Bilgisayar '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 Indeks Bilgisayar'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 Indeks Bilgisayar.
| 04/01/2024 |
| 05/01/2024 |
If you would invest 0.00 in Indeks Bilgisayar on April 1, 2024 and sell it all today you would earn a total of 0.00 from holding Indeks Bilgisayar Sistemleri or generate 0.0% return on investment in Indeks Bilgisayar over 30 days. Indeks Bilgisayar is related to or competes with Koc Holding, ENKA Insaat, Arcelik AS, Eregli Demir, Turkiye Sise, Turkcell Iletisim, and Anadolu Efes. Indeks Bilgisayar Sistemleri Mhendislik Sanayi ve Ticaret Anonim Sirketi, through its subsidiaries, distributes informat... More
Indeks Bilgisayar 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 Indeks Bilgisayar'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 Indeks Bilgisayar Sistemleri upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.65 | |||
| Information Ratio | 0.119 | |||
| Maximum Drawdown | 17.34 | |||
| Value At Risk | (4.71) | |||
| Potential Upside | 7.1 |
Indeks Bilgisayar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indeks Bilgisayar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indeks Bilgisayar's standard deviation. In reality, there are many statistical measures that can use Indeks Bilgisayar historical prices to predict the future Indeks Bilgisayar's volatility.| Risk Adjusted Performance | 0.0945 | |||
| Jensen Alpha | 0.5268 | |||
| Total Risk Alpha | 0.2134 | |||
| Sortino Ratio | 0.1274 | |||
| Treynor Ratio | (2.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Indeks Bilgisayar'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.
Indeks Bilgisayar Backtested Returns
Indeks Bilgisayar appears to be slightly risky, given 3 months investment horizon. Indeks Bilgisayar holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Indeks Bilgisayar, which you can use to evaluate the volatility of the firm. Please utilize Indeks Bilgisayar's Market Risk Adjusted Performance of (2.07), downside deviation of 3.65, and Risk Adjusted Performance of 0.0945 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Indeks Bilgisayar holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Indeks Bilgisayar are expected to decrease at a much lower rate. During the bear market, Indeks Bilgisayar is likely to outperform the market. Please check Indeks Bilgisayar's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Indeks Bilgisayar's current trending patterns will revert.
Auto-correlation | 0.62 |
Good predictability
Indeks Bilgisayar Sistemleri has good predictability. Overlapping area represents the amount of predictability between Indeks Bilgisayar time series from 1st of April 2024 to 16th of April 2024 and 16th of April 2024 to 1st 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 Indeks Bilgisayar price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Indeks Bilgisayar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Indeks Bilgisayar lagged returns against current returns
Autocorrelation, which is Indeks Bilgisayar 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 Indeks Bilgisayar's stock expected returns. We can calculate the autocorrelation of Indeks Bilgisayar returns to help us make a trade decision. For example, suppose you find that Indeks Bilgisayar 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 |
Indeks Bilgisayar 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 Indeks Bilgisayar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indeks Bilgisayar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indeks Bilgisayar stock over time.
Current vs Lagged Prices |
| Timeline |
Indeks Bilgisayar Lagged Returns
When evaluating Indeks Bilgisayar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indeks Bilgisayar stock have on its future price. Indeks Bilgisayar 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, Indeks Bilgisayar autocorrelation shows the relationship between Indeks Bilgisayar stock current value and its past values and can show if there is a momentum factor associated with investing in Indeks Bilgisayar Sistemleri.
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 Indeks Bilgisayar 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, Indeks Bilgisayar's short interest history, or implied volatility extrapolated from Indeks Bilgisayar options trading.
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Complementary Tools for Indeks Stock analysis
When running Indeks Bilgisayar's price analysis, check to measure Indeks Bilgisayar'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 Indeks Bilgisayar is operating at the current time. Most of Indeks Bilgisayar's value examination focuses on studying past and present price action to predict the probability of Indeks Bilgisayar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indeks Bilgisayar's price. Additionally, you may evaluate how the addition of Indeks Bilgisayar to your portfolios can decrease your overall portfolio volatility.
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Indeks Bilgisayar 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.