Intema Insaat (Turkey) Market Value
| INTEM Stock | TRY 294.50 2.00 0.68% |
| Symbol | Intema |
Intema Insaat '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 Intema Insaat'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 Intema Insaat.
| 02/29/2024 |
| 04/29/2024 |
If you would invest 0.00 in Intema Insaat on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Intema Insaat ve or generate 0.0% return on investment in Intema Insaat over 60 days. Intema Insaat is related to or competes with Trabzon Liman, Bayrak EBT, Turcas Petrol, QNB Finans, and Pamel Yenilenebilir. Intema Insaat ve Tesisat Malzemeleri Yatirim ve Pazarlama A.S More
Intema Insaat 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 Intema Insaat'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 Intema Insaat ve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.84 | |||
| Information Ratio | 0.0694 | |||
| Maximum Drawdown | 19.96 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 9.94 |
Intema Insaat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intema Insaat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intema Insaat's standard deviation. In reality, there are many statistical measures that can use Intema Insaat historical prices to predict the future Intema Insaat's volatility.| Risk Adjusted Performance | 0.0652 | |||
| Jensen Alpha | 0.4327 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0752 | |||
| Treynor Ratio | (0.45) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intema Insaat'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.
Intema Insaat ve Backtested Returns
Intema Insaat appears to be very steady, given 3 months investment horizon. Intema Insaat ve holds Efficiency (Sharpe) Ratio of 0.0868, which attests that the entity had a 0.0868% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intema Insaat ve, which you can use to evaluate the volatility of the firm. Please utilize Intema Insaat's Market Risk Adjusted Performance of (0.44), risk adjusted performance of 0.0652, and Downside Deviation of 3.84 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intema Insaat holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of -0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Intema Insaat are expected to decrease at a much lower rate. During the bear market, Intema Insaat is likely to outperform the market. Please check Intema Insaat's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Intema Insaat's current trending patterns will revert.
Auto-correlation | 0.16 |
Very weak predictability
Intema Insaat ve has very weak predictability. Overlapping area represents the amount of predictability between Intema Insaat time series from 29th of February 2024 to 30th of March 2024 and 30th of March 2024 to 29th of April 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 Intema Insaat ve price movement. The serial correlation of 0.16 indicates that over 16.0% of current Intema Insaat price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 215.14 |
Intema Insaat ve lagged returns against current returns
Autocorrelation, which is Intema Insaat 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 Intema Insaat's stock expected returns. We can calculate the autocorrelation of Intema Insaat returns to help us make a trade decision. For example, suppose you find that Intema Insaat 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 |
Intema Insaat 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 Intema Insaat stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intema Insaat stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intema Insaat stock over time.
Current vs Lagged Prices |
| Timeline |
Intema Insaat Lagged Returns
When evaluating Intema Insaat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intema Insaat stock have on its future price. Intema Insaat 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, Intema Insaat autocorrelation shows the relationship between Intema Insaat stock current value and its past values and can show if there is a momentum factor associated with investing in Intema Insaat ve.
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 Intema Insaat 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, Intema Insaat's short interest history, or implied volatility extrapolated from Intema Insaat options trading.
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Complementary Tools for Intema Stock analysis
When running Intema Insaat's price analysis, check to measure Intema Insaat'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 Intema Insaat is operating at the current time. Most of Intema Insaat's value examination focuses on studying past and present price action to predict the probability of Intema Insaat's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intema Insaat's price. Additionally, you may evaluate how the addition of Intema Insaat to your portfolios can decrease your overall portfolio volatility.
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