Haci Omer (Turkey) Market Value
| SAHOL Stock | TRY 92.70 3.34 3.74% |
| Symbol | Haci |
Haci Omer '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 Haci Omer'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 Haci Omer.
| 04/03/2024 |
| 05/03/2024 |
If you would invest 0.00 in Haci Omer on April 3, 2024 and sell it all today you would earn a total of 0.00 from holding Haci Omer Sabanci or generate 0.0% return on investment in Haci Omer over 30 days. Haci Omer is related to or competes with Koc Holding, Turkiye Sise, Akbank TAS, Turkiye Petrol, and Eregli Demir. Haci mer Sabanci Holding A.S. operates primarily in the finance, manufacturing, and trading sectors worldwide More
Haci Omer 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 Haci Omer'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 Haci Omer Sabanci upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.2021 | |||
| Maximum Drawdown | 9.99 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 4.21 |
Haci Omer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Haci Omer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Haci Omer's standard deviation. In reality, there are many statistical measures that can use Haci Omer historical prices to predict the future Haci Omer's volatility.| Risk Adjusted Performance | 0.1524 | |||
| Jensen Alpha | 0.501 | |||
| Total Risk Alpha | 0.3542 | |||
| Sortino Ratio | 0.2494 | |||
| Treynor Ratio | 1.33 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Haci Omer'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.
Haci Omer Sabanci Backtested Returns
Haci Omer appears to be very steady, given 3 months investment horizon. Haci Omer Sabanci holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Haci Omer Sabanci, which you can use to evaluate the volatility of the firm. Please utilize Haci Omer's Downside Deviation of 1.9, market risk adjusted performance of 1.34, and Risk Adjusted Performance of 0.1524 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Haci Omer holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Haci Omer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Haci Omer is expected to be smaller as well. Please check Haci Omer's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Haci Omer's current trending patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Haci Omer Sabanci has weak reverse predictability. Overlapping area represents the amount of predictability between Haci Omer time series from 3rd of April 2024 to 18th of April 2024 and 18th of April 2024 to 3rd 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 Haci Omer Sabanci price movement. The serial correlation of -0.25 indicates that over 25.0% of current Haci Omer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 10.11 |
Haci Omer Sabanci lagged returns against current returns
Autocorrelation, which is Haci Omer 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 Haci Omer's stock expected returns. We can calculate the autocorrelation of Haci Omer returns to help us make a trade decision. For example, suppose you find that Haci Omer 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 |
Haci Omer 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 Haci Omer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Haci Omer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Haci Omer stock over time.
Current vs Lagged Prices |
| Timeline |
Haci Omer Lagged Returns
When evaluating Haci Omer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Haci Omer stock have on its future price. Haci Omer 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, Haci Omer autocorrelation shows the relationship between Haci Omer stock current value and its past values and can show if there is a momentum factor associated with investing in Haci Omer Sabanci.
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 Haci Omer 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, Haci Omer's short interest history, or implied volatility extrapolated from Haci Omer options trading.
Currently Active Assets on Macroaxis
Check out Haci Omer Correlation, Haci Omer Volatility and Haci Omer Alpha and Beta module to complement your research on Haci Omer. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Haci Stock analysis
When running Haci Omer's price analysis, check to measure Haci Omer'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 Haci Omer is operating at the current time. Most of Haci Omer's value examination focuses on studying past and present price action to predict the probability of Haci Omer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Haci Omer's price. Additionally, you may evaluate how the addition of Haci Omer to your portfolios can decrease your overall portfolio volatility.
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Haci Omer 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.