Is Girisim (Turkey) Market Value
| ISGSY Stock | TRY 31.94 0.36 1.11% |
| Symbol | ISGSY |
Is Girisim '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 Is Girisim'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 Is Girisim.
| 05/15/2022 |
| 05/04/2024 |
If you would invest 0.00 in Is Girisim on May 15, 2022 and sell it all today you would earn a total of 0.00 from holding Is Girisim Sermayesi or generate 0.0% return on investment in Is Girisim over 720 days. Is Girisim is related to or competes with Yesil Yatirim, Trend Gayrimenkul, Escort Teknoloji, Marmaris Altinyunus, Milpa Ticari, QNB Finans, and Yesil Yapi. Is Girisim Sermayesi Yatirim Ortakligi AS is the private equity and venture capital arm of Turkiye Is Bankasi AS special... More
Is Girisim 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 Is Girisim'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 Is Girisim Sermayesi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.57 | |||
| Information Ratio | 0.0872 | |||
| Maximum Drawdown | 19.22 | |||
| Value At Risk | (6.32) | |||
| Potential Upside | 9.98 |
Is Girisim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Is Girisim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Is Girisim's standard deviation. In reality, there are many statistical measures that can use Is Girisim historical prices to predict the future Is Girisim's volatility.| Risk Adjusted Performance | 0.0724 | |||
| Jensen Alpha | 0.478 | |||
| Total Risk Alpha | 0.1233 | |||
| Sortino Ratio | 0.1122 | |||
| Treynor Ratio | (0.63) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Is Girisim'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.
Is Girisim Sermayesi Backtested Returns
Is Girisim appears to be out of control, given 3 months investment horizon. Is Girisim Sermayesi retains Efficiency (Sharpe Ratio) of 0.0857, which attests that the entity had a 0.0857% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for Is Girisim, which you can use to evaluate the volatility of the firm. Please utilize Is Girisim's Standard Deviation of 4.6, semi deviation of 3.46, and Market Risk Adjusted Performance of (0.62) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Is Girisim holds a performance score of 6. The company owns a Beta (Systematic Risk) of -0.71, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Is Girisim are expected to decrease at a much lower rate. During the bear market, Is Girisim is likely to outperform the market. Please check Is Girisim's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether Is Girisim's current price history will revert.
Auto-correlation | 0.61 |
Good predictability
Is Girisim Sermayesi has good predictability. Overlapping area represents the amount of predictability between Is Girisim time series from 15th of May 2022 to 10th of May 2023 and 10th of May 2023 to 4th 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 Is Girisim Sermayesi price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Is Girisim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 37.38 |
Is Girisim Sermayesi lagged returns against current returns
Autocorrelation, which is Is Girisim 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 Is Girisim's stock expected returns. We can calculate the autocorrelation of Is Girisim returns to help us make a trade decision. For example, suppose you find that Is Girisim 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 |
Is Girisim 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 Is Girisim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Is Girisim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Is Girisim stock over time.
Current vs Lagged Prices |
| Timeline |
Is Girisim Lagged Returns
When evaluating Is Girisim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Is Girisim stock have on its future price. Is Girisim 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, Is Girisim autocorrelation shows the relationship between Is Girisim stock current value and its past values and can show if there is a momentum factor associated with investing in Is Girisim Sermayesi.
Regressed Prices |
| Timeline |
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Complementary Tools for ISGSY Stock analysis
When running Is Girisim's price analysis, check to measure Is Girisim'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 Is Girisim is operating at the current time. Most of Is Girisim's value examination focuses on studying past and present price action to predict the probability of Is Girisim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Is Girisim's price. Additionally, you may evaluate how the addition of Is Girisim to your portfolios can decrease your overall portfolio volatility.
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Is Girisim 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.