Turk Telekomunikasyon (Turkey) Market Value
| TTKOM Stock | TRY 56.85 0.30 0.52% |
| Symbol | Turk |
Turk Telekomunikasyon '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 Turk Telekomunikasyon'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 Turk Telekomunikasyon.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Turk Telekomunikasyon on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Turk Telekomunikasyon AS or generate 0.0% return on investment in Turk Telekomunikasyon over 90 days. Turk Telekomunikasyon is related to or competes with Turkcell Iletisim, Haci Omer, Arcelik AS, Petkim Petrokimya, and Eregli Demir. Trk Telekomnikasyon Anonim Sirketi, together with its subsidiaries, provides integrated telecommunication services in Tu... More
Turk Telekomunikasyon 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 Turk Telekomunikasyon'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 Turk Telekomunikasyon AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.0163 | |||
| Maximum Drawdown | 10.28 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 4.15 |
Turk Telekomunikasyon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Turk Telekomunikasyon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turk Telekomunikasyon's standard deviation. In reality, there are many statistical measures that can use Turk Telekomunikasyon historical prices to predict the future Turk Telekomunikasyon's volatility.| Risk Adjusted Performance | 0.0756 | |||
| Jensen Alpha | 0.0943 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0167 | |||
| Treynor Ratio | 0.2931 |
Turk Telekomunikasyon Backtested Returns
Turk Telekomunikasyon is very steady at the moment. Turk Telekomunikasyon owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0605, which indicates the firm had a 0.0605 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Turk Telekomunikasyon AS, which you can use to evaluate the volatility of the company. Please validate Turk Telekomunikasyon's Semi Deviation of 2.15, coefficient of variation of 1343.8, and Risk Adjusted Performance of 0.0756 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Turk Telekomunikasyon has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Turk Telekomunikasyon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Turk Telekomunikasyon is expected to be smaller as well. Turk Telekomunikasyon right now has a risk of 2.4%. Please validate Turk Telekomunikasyon potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Turk Telekomunikasyon will be following its existing price patterns.
Auto-correlation | 0.45 |
Average predictability
Turk Telekomunikasyon AS has average predictability. Overlapping area represents the amount of predictability between Turk Telekomunikasyon 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 Turk Telekomunikasyon price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Turk Telekomunikasyon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 4.46 |
Turk Telekomunikasyon lagged returns against current returns
Autocorrelation, which is Turk Telekomunikasyon 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 Turk Telekomunikasyon's stock expected returns. We can calculate the autocorrelation of Turk Telekomunikasyon returns to help us make a trade decision. For example, suppose you find that Turk Telekomunikasyon 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 |
Turk Telekomunikasyon 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 Turk Telekomunikasyon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turk Telekomunikasyon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turk Telekomunikasyon stock over time.
Current vs Lagged Prices |
| Timeline |
Turk Telekomunikasyon Lagged Returns
When evaluating Turk Telekomunikasyon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Turk Telekomunikasyon stock have on its future price. Turk Telekomunikasyon 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, Turk Telekomunikasyon autocorrelation shows the relationship between Turk Telekomunikasyon stock current value and its past values and can show if there is a momentum factor associated with investing in Turk Telekomunikasyon AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Turk Stock
Turk Telekomunikasyon financial ratios help investors to determine whether Turk 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 Turk with respect to the benefits of owning Turk Telekomunikasyon security.