Koc Holding (Turkey) Market Value
| KCHOL Stock | TRY 166.40 1.90 1.13% |
| Symbol | Koc |
Koc Holding '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 Koc Holding'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 Koc Holding.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Koc Holding on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Koc Holding AS or generate 0.0% return on investment in Koc Holding over 90 days. Koc Holding is related to or competes with Haci Omer, Turkiye Sise, Turkiye Petrol, Turkiye Garanti, and Akbank TAS. Ko Holding A.S., through its subsidiaries, engages in the energy, automotive, consumer durables, finance, and other busi... More
Koc Holding 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 Koc Holding'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 Koc Holding AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.0209 | |||
| Maximum Drawdown | 10.78 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 5.1 |
Koc Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koc Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koc Holding's standard deviation. In reality, there are many statistical measures that can use Koc Holding historical prices to predict the future Koc Holding's volatility.| Risk Adjusted Performance | 0.0766 | |||
| Jensen Alpha | 0.0792 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0272 | |||
| Treynor Ratio | 0.2287 |
Koc Holding AS Backtested Returns
Koc Holding appears to be very steady, given 3 months investment horizon. Koc Holding AS has Sharpe Ratio of 0.0787, which conveys that the firm had a 0.0787 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Koc Holding, which you can use to evaluate the volatility of the firm. Please exercise Koc Holding's Downside Deviation of 1.99, mean deviation of 1.98, and Risk Adjusted Performance of 0.0766 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Koc Holding holds a performance score of 6. The company secures a Beta (Market Risk) of 0.81, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Koc Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Koc Holding is expected to be smaller as well. Please check Koc Holding's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Koc Holding's current price movements will revert.
Auto-correlation | 0.28 |
Poor predictability
Koc Holding AS has poor predictability. Overlapping area represents the amount of predictability between Koc Holding time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Koc Holding AS price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Koc Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 68.0 |
Koc Holding AS lagged returns against current returns
Autocorrelation, which is Koc Holding 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 Koc Holding's stock expected returns. We can calculate the autocorrelation of Koc Holding returns to help us make a trade decision. For example, suppose you find that Koc Holding 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 |
Koc Holding 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 Koc Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koc Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koc Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Koc Holding Lagged Returns
When evaluating Koc Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koc Holding stock have on its future price. Koc Holding 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, Koc Holding autocorrelation shows the relationship between Koc Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Koc Holding AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Koc Stock
Koc Holding financial ratios help investors to determine whether Koc Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Koc with respect to the benefits of owning Koc Holding security.