KOC METALURJI (Turkey) Market Value
| KOCMT Stock | 14.40 0.14 0.96% |
| Symbol | KOC |
KOC METALURJI '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 METALURJI'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 METALURJI.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in KOC METALURJI on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding KOC METALURJI or generate 0.0% return on investment in KOC METALURJI over 90 days.
KOC METALURJI 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 METALURJI'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 METALURJI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.57 | |||
| Information Ratio | 0.0385 | |||
| Maximum Drawdown | 19.78 | |||
| Value At Risk | (3.97) | |||
| Potential Upside | 4.98 |
KOC METALURJI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KOC METALURJI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KOC METALURJI's standard deviation. In reality, there are many statistical measures that can use KOC METALURJI historical prices to predict the future KOC METALURJI's volatility.| Risk Adjusted Performance | 0.0873 | |||
| Jensen Alpha | 0.2417 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.046 | |||
| Treynor Ratio | 2.79 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KOC METALURJI'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.
KOC METALURJI Backtested Returns
KOC METALURJI appears to be somewhat reliable, given 3 months investment horizon. KOC METALURJI retains Efficiency (Sharpe Ratio) of 0.11, which conveys that the firm had a 0.11 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for KOC METALURJI, which you can use to evaluate the volatility of the firm. Please exercise KOC METALURJI's Mean Deviation of 2.18, market risk adjusted performance of 2.8, and Downside Deviation of 2.57 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KOC METALURJI holds a performance score of 8. The company owns a Beta (Systematic Risk) of 0.0909, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KOC METALURJI's returns are expected to increase less than the market. However, during the bear market, the loss of holding KOC METALURJI is expected to be smaller as well. Please check KOC METALURJI's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether KOC METALURJI's current price history will revert.
Auto-correlation | -0.1 |
Very weak reverse predictability
KOC METALURJI has very weak reverse predictability. Overlapping area represents the amount of predictability between KOC METALURJI time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 METALURJI price movement. The serial correlation of -0.1 indicates that less than 10.0% of current KOC METALURJI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
KOC METALURJI lagged returns against current returns
Autocorrelation, which is KOC METALURJI 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 METALURJI's stock expected returns. We can calculate the autocorrelation of KOC METALURJI returns to help us make a trade decision. For example, suppose you find that KOC METALURJI 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 METALURJI 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 METALURJI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KOC METALURJI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KOC METALURJI stock over time.
Current vs Lagged Prices |
| Timeline |
KOC METALURJI Lagged Returns
When evaluating KOC METALURJI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KOC METALURJI stock have on its future price. KOC METALURJI 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 METALURJI autocorrelation shows the relationship between KOC METALURJI stock current value and its past values and can show if there is a momentum factor associated with investing in KOC METALURJI.
Regressed Prices |
| Timeline |