Yesil Yapi (Turkey) Market Value
| YYAPI Stock | TRY 4.86 0.44 9.95% |
| Symbol | Yesil |
Yesil Yapi '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 Yesil Yapi'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 Yesil Yapi.
| 01/31/2024 |
| 04/30/2024 |
If you would invest 0.00 in Yesil Yapi on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Yesil Yapi Endustrisi or generate 0.0% return on investment in Yesil Yapi over 90 days. Yesil Yapi is related to or competes with Trabzon Liman, Bayrak EBT, Turcas Petrol, QNB Finans, and Pamel Yenilenebilir. Yesil Yapi Endstrisi A.S. operates as a construction company in Turkey and internationally More
Yesil Yapi 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 Yesil Yapi'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 Yesil Yapi Endustrisi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.16 | |||
| Information Ratio | 0.1367 | |||
| Maximum Drawdown | 19.98 | |||
| Value At Risk | (4.43) | |||
| Potential Upside | 9.84 |
Yesil Yapi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yesil Yapi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yesil Yapi's standard deviation. In reality, there are many statistical measures that can use Yesil Yapi historical prices to predict the future Yesil Yapi's volatility.| Risk Adjusted Performance | 0.1055 | |||
| Jensen Alpha | 0.6174 | |||
| Total Risk Alpha | 0.2909 | |||
| Sortino Ratio | 0.175 | |||
| Treynor Ratio | (2.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yesil Yapi'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.
Yesil Yapi Endustrisi Backtested Returns
Yesil Yapi appears to be unstable, given 3 months investment horizon. Yesil Yapi Endustrisi shows Sharpe Ratio of 0.15, which attests that the company had a 0.15% return per unit of risk over the last 3 months. By examining Yesil Yapi's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please utilize Yesil Yapi's Downside Deviation of 3.16, market risk adjusted performance of (2.05), and Mean Deviation of 3.01 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yesil Yapi holds a performance score of 12. The firm maintains a market beta of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yesil Yapi are expected to decrease at a much lower rate. During the bear market, Yesil Yapi is likely to outperform the market. Please check Yesil Yapi's downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to make a quick decision on whether Yesil Yapi's historical returns will revert.
Auto-correlation | 0.13 |
Insignificant predictability
Yesil Yapi Endustrisi has insignificant predictability. Overlapping area represents the amount of predictability between Yesil Yapi time series from 31st of January 2024 to 16th of March 2024 and 16th of March 2024 to 30th of April 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 Yesil Yapi Endustrisi price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Yesil Yapi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Yesil Yapi Endustrisi lagged returns against current returns
Autocorrelation, which is Yesil Yapi 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 Yesil Yapi's stock expected returns. We can calculate the autocorrelation of Yesil Yapi returns to help us make a trade decision. For example, suppose you find that Yesil Yapi 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 |
Yesil Yapi 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 Yesil Yapi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yesil Yapi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yesil Yapi stock over time.
Current vs Lagged Prices |
| Timeline |
Yesil Yapi Lagged Returns
When evaluating Yesil Yapi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yesil Yapi stock have on its future price. Yesil Yapi 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, Yesil Yapi autocorrelation shows the relationship between Yesil Yapi stock current value and its past values and can show if there is a momentum factor associated with investing in Yesil Yapi Endustrisi.
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 Yesil Yapi 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, Yesil Yapi's short interest history, or implied volatility extrapolated from Yesil Yapi 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 Yesil Yapi Correlation, Yesil Yapi Volatility and Yesil Yapi Alpha and Beta module to complement your research on Yesil Yapi. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Yesil Stock analysis
When running Yesil Yapi's price analysis, check to measure Yesil Yapi'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 Yesil Yapi is operating at the current time. Most of Yesil Yapi's value examination focuses on studying past and present price action to predict the probability of Yesil Yapi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yesil Yapi's price. Additionally, you may evaluate how the addition of Yesil Yapi to your portfolios can decrease your overall portfolio volatility.
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |
Yesil Yapi 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.