Turkiye Sise (Turkey) Market Value
| SISE Stock | TRY 36.30 0.04 0.11% |
| Symbol | Turkiye |
Turkiye Sise '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 Turkiye Sise'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 Turkiye Sise.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Turkiye Sise on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Turkiye Sise ve or generate 0.0% return on investment in Turkiye Sise over 90 days. Turkiye Sise is related to or competes with Eregli Demir, Turkiye Petrol, and Koc Holding. Trkiye Sise Ve Cam Fabrikalari A.S. manufactures and sells glass products in Turkey, Russia, Ukraine, Georgia, Europe, a... More
Turkiye Sise 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 Turkiye Sise'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 Turkiye Sise ve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.43 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 3.14 |
Turkiye Sise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Turkiye Sise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turkiye Sise's standard deviation. In reality, there are many statistical measures that can use Turkiye Sise historical prices to predict the future Turkiye Sise's volatility.| Risk Adjusted Performance | 0.0335 | |||
| Jensen Alpha | 0.0136 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1797 |
Turkiye Sise ve Backtested Returns
Currently, Turkiye Sise ve is very steady. Turkiye Sise ve owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0546, which indicates the firm had a 0.0546 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Turkiye Sise ve, which you can use to evaluate the volatility of the company. Please validate Turkiye Sise's Risk Adjusted Performance of 0.0335, coefficient of variation of 3309.48, and Semi Deviation of 1.47 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Turkiye Sise has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Turkiye Sise's returns are expected to increase less than the market. However, during the bear market, the loss of holding Turkiye Sise is expected to be smaller as well. Turkiye Sise ve right now has a risk of 2.07%. Please validate Turkiye Sise maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Turkiye Sise will be following its existing price patterns.
Auto-correlation | 0.40 |
Average predictability
Turkiye Sise ve has average predictability. Overlapping area represents the amount of predictability between Turkiye Sise 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 Turkiye Sise ve price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Turkiye Sise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 2.17 |
Turkiye Sise ve lagged returns against current returns
Autocorrelation, which is Turkiye Sise 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 Turkiye Sise's stock expected returns. We can calculate the autocorrelation of Turkiye Sise returns to help us make a trade decision. For example, suppose you find that Turkiye Sise 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 |
Turkiye Sise 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 Turkiye Sise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turkiye Sise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turkiye Sise stock over time.
Current vs Lagged Prices |
| Timeline |
Turkiye Sise Lagged Returns
When evaluating Turkiye Sise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Turkiye Sise stock have on its future price. Turkiye Sise 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, Turkiye Sise autocorrelation shows the relationship between Turkiye Sise stock current value and its past values and can show if there is a momentum factor associated with investing in Turkiye Sise ve.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Turkiye Stock Analysis
When running Turkiye Sise's price analysis, check to measure Turkiye Sise'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 Turkiye Sise is operating at the current time. Most of Turkiye Sise's value examination focuses on studying past and present price action to predict the probability of Turkiye Sise's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Turkiye Sise's price. Additionally, you may evaluate how the addition of Turkiye Sise to your portfolios can decrease your overall portfolio volatility.