Is Yatirim (Turkey) Market Value
| ISYAT Stock | TRY 11.08 0.01 0.09% |
| Symbol | ISYAT |
Is Yatirim '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 Yatirim'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 Yatirim.
| 04/04/2024 |
| 05/04/2024 |
If you would invest 0.00 in Is Yatirim on April 4, 2024 and sell it all today you would earn a total of 0.00 from holding Is Yatirim Ortakligi or generate 0.0% return on investment in Is Yatirim over 30 days. Is Yatirim is related to or competes with Cuhadaroglu Metal, Politeknik Metal, Akbank TAS, Turkiye Kalkinma, Koza Anadolu, and CEO Event. Is Yatirim Ortakligi A.S. engages in portfolio management business in Turkey More
Is Yatirim 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 Yatirim'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 Yatirim Ortakligi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.73 | |||
| Information Ratio | 0.0231 | |||
| Maximum Drawdown | 16.98 | |||
| Value At Risk | (4.12) | |||
| Potential Upside | 9.96 |
Is Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Is Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Is Yatirim's standard deviation. In reality, there are many statistical measures that can use Is Yatirim historical prices to predict the future Is Yatirim's volatility.| Risk Adjusted Performance | 0.0367 | |||
| Jensen Alpha | 0.1168 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.0307 | |||
| Treynor Ratio | 0.2919 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Is Yatirim'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 Yatirim Ortakligi Backtested Returns
We consider Is Yatirim somewhat reliable. Is Yatirim Ortakligi retains Efficiency (Sharpe Ratio) of 0.0451, which attests that the entity had a 0.0451% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Is Yatirim, which you can use to evaluate the volatility of the firm. Please check out Is Yatirim's Semi Deviation of 2.43, market risk adjusted performance of 0.3019, and Standard Deviation of 3.62 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Is Yatirim has a performance score of 3 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Is Yatirim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Is Yatirim is expected to be smaller as well. Is Yatirim Ortakligi now owns a risk of 3.62%. Please check out Is Yatirim Ortakligi standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Is Yatirim Ortakligi will be following its current price history.
Auto-correlation | 0.27 |
Poor predictability
Is Yatirim Ortakligi has poor predictability. Overlapping area represents the amount of predictability between Is Yatirim time series from 4th of April 2024 to 19th of April 2024 and 19th of April 2024 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 Yatirim Ortakligi price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Is Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Is Yatirim Ortakligi lagged returns against current returns
Autocorrelation, which is Is Yatirim 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 Yatirim's stock expected returns. We can calculate the autocorrelation of Is Yatirim returns to help us make a trade decision. For example, suppose you find that Is Yatirim 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 Yatirim 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 Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Is Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Is Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Is Yatirim Lagged Returns
When evaluating Is Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Is Yatirim stock have on its future price. Is Yatirim 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 Yatirim autocorrelation shows the relationship between Is Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Is Yatirim Ortakligi.
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 Is Yatirim 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, Is Yatirim's short interest history, or implied volatility extrapolated from Is Yatirim options trading.
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Complementary Tools for ISYAT Stock analysis
When running Is Yatirim's price analysis, check to measure Is Yatirim'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 Yatirim is operating at the current time. Most of Is Yatirim's value examination focuses on studying past and present price action to predict the probability of Is Yatirim'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 Yatirim's price. Additionally, you may evaluate how the addition of Is Yatirim to your portfolios can decrease your overall portfolio volatility.
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