Lider Faktoring (Turkey) Market Value
| LIDFA Stock | TRY 4.38 0.09 2.10% |
| Symbol | Lider |
Lider Faktoring '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 Lider Faktoring'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 Lider Faktoring.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Lider Faktoring on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Lider Faktoring AS or generate 0.0% return on investment in Lider Faktoring over 90 days. Lider Faktoring is related to or competes with Ege Endustri, Turkiye Petrol, Turkish Airlines, Pegasus Hava, and Coca Cola. Lider Faktoring A.S. operates as a factoring company in Turkey More
Lider Faktoring 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 Lider Faktoring'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 Lider Faktoring AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.1493 | |||
| Maximum Drawdown | 15.97 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 6.51 |
Lider Faktoring Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lider Faktoring's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lider Faktoring's standard deviation. In reality, there are many statistical measures that can use Lider Faktoring historical prices to predict the future Lider Faktoring's volatility.| Risk Adjusted Performance | 0.1857 | |||
| Jensen Alpha | 0.6666 | |||
| Total Risk Alpha | 0.1479 | |||
| Sortino Ratio | 0.1932 | |||
| Treynor Ratio | (7.05) |
Lider Faktoring AS Backtested Returns
Lider Faktoring appears to be unstable, given 3 months investment horizon. Lider Faktoring AS has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. By analyzing Lider Faktoring's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please exercise Lider Faktoring's Risk Adjusted Performance of 0.1857, downside deviation of 2.68, and Mean Deviation of 2.79 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lider Faktoring holds a performance score of 14. The company secures a Beta (Market Risk) of -0.0928, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lider Faktoring are expected to decrease at a much lower rate. During the bear market, Lider Faktoring is likely to outperform the market. Please check Lider Faktoring's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Lider Faktoring's current price movements will revert.
Auto-correlation | 0.18 |
Very weak predictability
Lider Faktoring AS has very weak predictability. Overlapping area represents the amount of predictability between Lider Faktoring 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 Lider Faktoring AS price movement. The serial correlation of 0.18 indicates that over 18.0% of current Lider Faktoring price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Lider Faktoring AS lagged returns against current returns
Autocorrelation, which is Lider Faktoring 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 Lider Faktoring's stock expected returns. We can calculate the autocorrelation of Lider Faktoring returns to help us make a trade decision. For example, suppose you find that Lider Faktoring 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 |
Lider Faktoring 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 Lider Faktoring stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lider Faktoring stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lider Faktoring stock over time.
Current vs Lagged Prices |
| Timeline |
Lider Faktoring Lagged Returns
When evaluating Lider Faktoring's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lider Faktoring stock have on its future price. Lider Faktoring 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, Lider Faktoring autocorrelation shows the relationship between Lider Faktoring stock current value and its past values and can show if there is a momentum factor associated with investing in Lider Faktoring AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Lider Stock
Lider Faktoring financial ratios help investors to determine whether Lider 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 Lider with respect to the benefits of owning Lider Faktoring security.