Turkiye Vakiflar (Turkey) Market Value
| VAKBN Stock | TRY 19.87 0.45 2.21% |
| Symbol | Turkiye |
Turkiye Vakiflar '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 Vakiflar'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 Vakiflar.
| 04/04/2024 |
| 05/04/2024 |
If you would invest 0.00 in Turkiye Vakiflar on April 4, 2024 and sell it all today you would earn a total of 0.00 from holding Turkiye Vakiflar Bankasi or generate 0.0% return on investment in Turkiye Vakiflar over 30 days. Turkiye Vakiflar is related to or competes with Trend Gayrimenkul, Escort Teknoloji, Marmaris Altinyunus, Milpa Ticari, QNB Finans, Yesil Yapi, and Pamel Yenilenebilir. Trkiye Vakiflar Bankasi Trk Anonim Ortakligi, through its subsidiaries, provides corporate, commercial, small business, ... More
Turkiye Vakiflar 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 Vakiflar'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 Vakiflar Bankasi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.172 | |||
| Maximum Drawdown | 14.01 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 4.31 |
Turkiye Vakiflar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Turkiye Vakiflar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turkiye Vakiflar's standard deviation. In reality, there are many statistical measures that can use Turkiye Vakiflar historical prices to predict the future Turkiye Vakiflar's volatility.| Risk Adjusted Performance | 0.1353 | |||
| Jensen Alpha | 0.5652 | |||
| Total Risk Alpha | 0.2321 | |||
| Sortino Ratio | 0.226 | |||
| Treynor Ratio | (0.81) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Turkiye Vakiflar'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.
Turkiye Vakiflar Bankasi Backtested Returns
Turkiye Vakiflar appears to be not too volatile, given 3 months investment horizon. Turkiye Vakiflar Bankasi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22% return per unit of risk over the last 3 months. By inspecting Turkiye Vakiflar's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please review Turkiye Vakiflar's Coefficient Of Variation of 494.39, risk adjusted performance of 0.1353, and Semi Deviation of 1.59 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Turkiye Vakiflar holds a performance score of 17. The entity has a beta of -0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Turkiye Vakiflar are expected to decrease at a much lower rate. During the bear market, Turkiye Vakiflar is likely to outperform the market. Please check Turkiye Vakiflar's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Turkiye Vakiflar's existing price patterns will revert.
Auto-correlation | -0.23 |
Weak reverse predictability
Turkiye Vakiflar Bankasi has weak reverse predictability. Overlapping area represents the amount of predictability between Turkiye Vakiflar time series from 4th of April 2024 to 19th of April 2024 and 19th of April 2024 to 4th 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 Turkiye Vakiflar Bankasi price movement. The serial correlation of -0.23 indicates that over 23.0% of current Turkiye Vakiflar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Turkiye Vakiflar Bankasi lagged returns against current returns
Autocorrelation, which is Turkiye Vakiflar 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 Vakiflar's stock expected returns. We can calculate the autocorrelation of Turkiye Vakiflar returns to help us make a trade decision. For example, suppose you find that Turkiye Vakiflar 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 Vakiflar 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 Vakiflar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turkiye Vakiflar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turkiye Vakiflar stock over time.
Current vs Lagged Prices |
| Timeline |
Turkiye Vakiflar Lagged Returns
When evaluating Turkiye Vakiflar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Turkiye Vakiflar stock have on its future price. Turkiye Vakiflar 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 Vakiflar autocorrelation shows the relationship between Turkiye Vakiflar stock current value and its past values and can show if there is a momentum factor associated with investing in Turkiye Vakiflar Bankasi.
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 Turkiye Vakiflar 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, Turkiye Vakiflar's short interest history, or implied volatility extrapolated from Turkiye Vakiflar options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Turkiye Vakiflar Correlation, Turkiye Vakiflar Volatility and Turkiye Vakiflar Alpha and Beta module to complement your research on Turkiye Vakiflar. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Complementary Tools for Turkiye Stock analysis
When running Turkiye Vakiflar's price analysis, check to measure Turkiye Vakiflar'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 Vakiflar is operating at the current time. Most of Turkiye Vakiflar's value examination focuses on studying past and present price action to predict the probability of Turkiye Vakiflar'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 Vakiflar's price. Additionally, you may evaluate how the addition of Turkiye Vakiflar to your portfolios can decrease your overall portfolio volatility.
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Turkiye Vakiflar 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.