Ulaslar Turizm (Turkey) Market Value
| ULAS Stock | TRY 22.54 0.04 0.18% |
| Symbol | Ulaslar |
Ulaslar Turizm '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 Ulaslar Turizm'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 Ulaslar Turizm.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Ulaslar Turizm on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Ulaslar Turizm Yatirimlari or generate 0.0% return on investment in Ulaslar Turizm over 90 days. Ulaslar Turizm is related to or competes with Bms Birlesik, Sodas Sodyum, Mackolik Internet, CEO Event, and Datagate Bilgisayar. Ulaslar Turizm Yatirimlari ve Dayanikli Tketim Mallari Ticaret Pazarlama A.S More
Ulaslar Turizm 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 Ulaslar Turizm'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 Ulaslar Turizm Yatirimlari upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 16.68 | |||
| Value At Risk | (4.49) | |||
| Potential Upside | 9.96 |
Ulaslar Turizm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ulaslar Turizm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ulaslar Turizm's standard deviation. In reality, there are many statistical measures that can use Ulaslar Turizm historical prices to predict the future Ulaslar Turizm's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | (1.25) |
Ulaslar Turizm Yatir Backtested Returns
Ulaslar Turizm Yatir owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0299, which indicates the firm had a -0.0299 % return per unit of risk over the last 3 months. Ulaslar Turizm Yatirimlari exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Ulaslar Turizm's Variance of 14.39, coefficient of variation of (8,211), and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The entity has a beta of 0.045, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Ulaslar Turizm's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ulaslar Turizm is expected to be smaller as well. At this point, Ulaslar Turizm Yatir has a negative expected return of -0.1%. Please make sure to validate Ulaslar Turizm's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Ulaslar Turizm Yatir performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Ulaslar Turizm Yatirimlari has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ulaslar Turizm 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 Ulaslar Turizm Yatir price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Ulaslar Turizm price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Ulaslar Turizm Yatir lagged returns against current returns
Autocorrelation, which is Ulaslar Turizm 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 Ulaslar Turizm's stock expected returns. We can calculate the autocorrelation of Ulaslar Turizm returns to help us make a trade decision. For example, suppose you find that Ulaslar Turizm 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 |
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Ulaslar Turizm 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 Ulaslar Turizm stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ulaslar Turizm stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ulaslar Turizm stock over time.
Current vs Lagged Prices |
| Timeline |
Ulaslar Turizm Lagged Returns
When evaluating Ulaslar Turizm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ulaslar Turizm stock have on its future price. Ulaslar Turizm 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, Ulaslar Turizm autocorrelation shows the relationship between Ulaslar Turizm stock current value and its past values and can show if there is a momentum factor associated with investing in Ulaslar Turizm Yatirimlari.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ulaslar Stock Analysis
When running Ulaslar Turizm's price analysis, check to measure Ulaslar Turizm'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 Ulaslar Turizm is operating at the current time. Most of Ulaslar Turizm's value examination focuses on studying past and present price action to predict the probability of Ulaslar Turizm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ulaslar Turizm's price. Additionally, you may evaluate how the addition of Ulaslar Turizm to your portfolios can decrease your overall portfolio volatility.