Ral Yatirim (Turkey) Market Value
| RALYH Stock | 191.00 0.20 0.10% |
| Symbol | Ral |
Ral 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 Ral 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 Ral Yatirim.
| 03/31/2024 |
| 04/30/2024 |
If you would invest 0.00 in Ral Yatirim on March 31, 2024 and sell it all today you would earn a total of 0.00 from holding Ral Yatirim Holding or generate 0.0% return on investment in Ral Yatirim over 30 days. Ral Yatirim is related to or competes with ENKA Insaat, Anel Elektrik, Nigbas Nigde, Yesil Yapi, and Yayla Enerji. More
Ral 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 Ral 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 Ral Yatirim Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.97 | |||
| Information Ratio | 0.34 | |||
| Maximum Drawdown | 18.82 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 6.56 |
Ral Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ral Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ral Yatirim's standard deviation. In reality, there are many statistical measures that can use Ral Yatirim historical prices to predict the future Ral Yatirim's volatility.| Risk Adjusted Performance | 0.2376 | |||
| Jensen Alpha | 1.17 | |||
| Total Risk Alpha | 0.9211 | |||
| Sortino Ratio | 0.3792 | |||
| Treynor Ratio | 6.48 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ral 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.
Ral Yatirim Holding Backtested Returns
Ral Yatirim is very steady given 3 months investment horizon. Ral Yatirim Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.48, which implies the firm had a 0.48% return per unit of risk over the last 3 months. We have analyze and collected data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.54% are justified by taking the suggested risk. Use Ral Yatirim Coefficient Of Variation of 279.43, semi deviation of 2.11, and Risk Adjusted Performance of 0.2376 to evaluate company specific risk that cannot be diversified away. Ral Yatirim holds a performance score of 37 on a scale of zero to a hundred. The company holds a Beta of 0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ral Yatirim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ral Yatirim is expected to be smaller as well. Use Ral Yatirim expected short fall, and the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Ral Yatirim.
Auto-correlation | 0.86 |
Very good predictability
Ral Yatirim Holding has very good predictability. Overlapping area represents the amount of predictability between Ral Yatirim time series from 31st of March 2024 to 15th of April 2024 and 15th of April 2024 to 30th of April 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 Ral Yatirim Holding price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Ral Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 174.81 |
Ral Yatirim Holding lagged returns against current returns
Autocorrelation, which is Ral 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 Ral Yatirim's stock expected returns. We can calculate the autocorrelation of Ral Yatirim returns to help us make a trade decision. For example, suppose you find that Ral 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 |
Ral 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 Ral Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ral Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ral Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Ral Yatirim Lagged Returns
When evaluating Ral Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ral Yatirim stock have on its future price. Ral 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, Ral Yatirim autocorrelation shows the relationship between Ral Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Ral Yatirim Holding.
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 Ral 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, Ral Yatirim's short interest history, or implied volatility extrapolated from Ral Yatirim options trading.
Currently Active Assets on Macroaxis
Check out Ral Yatirim Correlation, Ral Yatirim Volatility and Ral Yatirim Alpha and Beta module to complement your research on Ral Yatirim. Note that the Ral Yatirim Holding information on this page should be used as a complementary analysis to other Ral Yatirim's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Complementary Tools for Ral Stock analysis
When running Ral Yatirim's price analysis, check to measure Ral 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 Ral Yatirim is operating at the current time. Most of Ral Yatirim's value examination focuses on studying past and present price action to predict the probability of Ral 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 Ral Yatirim's price. Additionally, you may evaluate how the addition of Ral Yatirim to your portfolios can decrease your overall portfolio volatility.
| CEOs Directory Screen CEOs from public companies around the world | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Stocks Directory Find actively traded stocks across global markets |
Ral Yatirim 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.