Turkiye Sinai (Turkey) Market Value
| TSKB Stock | TRY 13.96 0.35 2.57% |
| Symbol | Turkiye |
Turkiye Sinai '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 Sinai'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 Sinai.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Turkiye Sinai on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Turkiye Sinai Kalkinma or generate 0.0% return on investment in Turkiye Sinai over 90 days. Turkiye Sinai is related to or competes with Yapi Ve, Turkiye Is, Akbank TAS, Turkiye Garanti, and Turkiye Vakiflar. Turkiye Sinai Kalkinma Bankasi A.S. operates as development and investment bank in Turkey More
Turkiye Sinai 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 Sinai'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 Sinai Kalkinma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.117 | |||
| Maximum Drawdown | 12.07 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 5.0 |
Turkiye Sinai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Turkiye Sinai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turkiye Sinai's standard deviation. In reality, there are many statistical measures that can use Turkiye Sinai historical prices to predict the future Turkiye Sinai's volatility.| Risk Adjusted Performance | 0.1652 | |||
| Jensen Alpha | 0.3998 | |||
| Total Risk Alpha | 0.0695 | |||
| Sortino Ratio | 0.1501 | |||
| Treynor Ratio | 1.35 |
Turkiye Sinai Kalkinma Backtested Returns
Turkiye Sinai appears to be not too volatile, given 3 months investment horizon. Turkiye Sinai Kalkinma owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. By inspecting Turkiye Sinai's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review Turkiye Sinai's Risk Adjusted Performance of 0.1652, coefficient of variation of 588.65, and Semi Deviation of 1.78 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Turkiye Sinai holds a performance score of 15. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Turkiye Sinai's returns are expected to increase less than the market. However, during the bear market, the loss of holding Turkiye Sinai is expected to be smaller as well. Please check Turkiye Sinai's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Turkiye Sinai's existing price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Turkiye Sinai Kalkinma has good predictability. Overlapping area represents the amount of predictability between Turkiye Sinai time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Sinai Kalkinma price movement. The serial correlation of 0.73 indicates that around 73.0% of current Turkiye Sinai price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
Turkiye Sinai Kalkinma lagged returns against current returns
Autocorrelation, which is Turkiye Sinai 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 Sinai's stock expected returns. We can calculate the autocorrelation of Turkiye Sinai returns to help us make a trade decision. For example, suppose you find that Turkiye Sinai 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 Sinai 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 Sinai stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turkiye Sinai stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turkiye Sinai stock over time.
Current vs Lagged Prices |
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Turkiye Sinai Lagged Returns
When evaluating Turkiye Sinai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Turkiye Sinai stock have on its future price. Turkiye Sinai 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 Sinai autocorrelation shows the relationship between Turkiye Sinai stock current value and its past values and can show if there is a momentum factor associated with investing in Turkiye Sinai Kalkinma.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Turkiye Stock Analysis
When running Turkiye Sinai's price analysis, check to measure Turkiye Sinai'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 Sinai is operating at the current time. Most of Turkiye Sinai's value examination focuses on studying past and present price action to predict the probability of Turkiye Sinai'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 Sinai's price. Additionally, you may evaluate how the addition of Turkiye Sinai to your portfolios can decrease your overall portfolio volatility.