Isiklar Enerji (Turkey) Volatility
| IEYHO Stock | TRY 5.27 0.04 0.76% |
We consider Isiklar Enerji moderately volatile. Isiklar Enerji ve holds Efficiency (Sharpe) Ratio of 0.0154, which attests that the entity had a 0.0154% return per unit of risk over the last 3 months. We have found thirty technical indicators for Isiklar Enerji ve, which you can use to evaluate the volatility of the firm. Please check out Isiklar Enerji's Risk Adjusted Performance of 0.0311, downside deviation of 3.82, and Market Risk Adjusted Performance of 0.2189 to validate if the risk estimate we provide is consistent with the expected return of 0.0562%. Key indicators related to Isiklar Enerji's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Isiklar Enerji Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Isiklar daily returns, and it is calculated using variance and standard deviation. We also use Isiklar's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Isiklar Enerji volatility.
Isiklar |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Isiklar Enerji can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Isiklar Enerji at lower prices. For example, an investor can purchase Isiklar stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Isiklar Enerji's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with Isiklar Stock
Isiklar Enerji Market Sensitivity And Downside Risk
Isiklar Enerji's beta coefficient measures the volatility of Isiklar stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Isiklar stock's returns against your selected market. In other words, Isiklar Enerji's beta of 0.57 provides an investor with an approximation of how much risk Isiklar Enerji stock can potentially add to one of your existing portfolios. Isiklar Enerji ve shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Isiklar Enerji's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Isiklar Enerji's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Isiklar Enerji ve Demand TrendCheck current 90 days Isiklar Enerji correlation with market (NYSE Composite)Isiklar Beta |
Isiklar standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 3.64 |
It is essential to understand the difference between upside risk (as represented by Isiklar Enerji's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Isiklar Enerji's daily returns or price. Since the actual investment returns on holding a position in isiklar stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Isiklar Enerji.
Isiklar Enerji ve Stock Volatility Analysis
Volatility refers to the frequency at which Isiklar Enerji stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Isiklar Enerji's price changes. Investors will then calculate the volatility of Isiklar Enerji's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Isiklar Enerji's volatility:
Historical Volatility
This type of stock volatility measures Isiklar Enerji's fluctuations based on previous trends. It's commonly used to predict Isiklar Enerji's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Isiklar Enerji's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Isiklar Enerji's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Isiklar Enerji ve Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Isiklar Enerji Projected Return Density Against Market
Assuming the 90 days trading horizon Isiklar Enerji has a beta of 0.5722 . This usually indicates as returns on the market go up, Isiklar Enerji average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Isiklar Enerji ve will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Isiklar Enerji or Textiles, Apparel & Luxury Goods sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Isiklar Enerji's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Isiklar stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Isiklar Enerji ve has an alpha of 0.0742, implying that it can generate a 0.0742 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Isiklar Enerji Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Isiklar Enerji Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Isiklar Enerji is 6477.73. The daily returns are distributed with a variance of 13.27 and standard deviation of 3.64. The mean deviation of Isiklar Enerji ve is currently at 2.49. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 0.07 | |
β | Beta against NYSE Composite | 0.57 | |
σ | Overall volatility | 3.64 | |
Ir | Information ratio | 0.01 |
Isiklar Enerji Stock Return Volatility
Isiklar Enerji historical daily return volatility represents how much of Isiklar Enerji stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 3.6423% volatility on return distribution over the 90 days horizon. By contrast, NYSE Composite accepts 0.6294% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Isiklar Enerji Volatility
Volatility is a rate at which the price of Isiklar Enerji or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Isiklar Enerji may increase or decrease. In other words, similar to Isiklar's beta indicator, it measures the risk of Isiklar Enerji and helps estimate the fluctuations that may happen in a short period of time. So if prices of Isiklar Enerji fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.Isiklar Enerji ve Yapi Holding Anonim Sirketi, together with its subsidiaries, operates in the energy, packaging, building materials, and textile fields in Turkey and internationally. The company was founded in 1982 and is based in Istanbul, Turkey. ISIKLAR ENERJI operates under Textile Manufacturing classification in Turkey and is traded on Istanbul Stock Exchange.
Isiklar Enerji's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Isiklar Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Isiklar Enerji's price varies over time.
3 ways to utilize Isiklar Enerji's volatility to invest better
Higher Isiklar Enerji's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Isiklar Enerji ve stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Isiklar Enerji ve stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Isiklar Enerji ve investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Isiklar Enerji's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Isiklar Enerji's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Isiklar Enerji Investment Opportunity
Isiklar Enerji ve has a volatility of 3.64 and is 5.78 times more volatile than NYSE Composite. 32 percent of all equities and portfolios are less risky than Isiklar Enerji. You can use Isiklar Enerji ve to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of Isiklar Enerji to be traded at 5.8 in 90 days.Average diversification
The correlation between Isiklar Enerji ve and NYA is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Isiklar Enerji ve and NYA in the same portfolio, assuming nothing else is changed.
Isiklar Enerji Additional Risk Indicators
The analysis of Isiklar Enerji's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Isiklar Enerji's investment and either accepting that risk or mitigating it. Along with some common measures of Isiklar Enerji stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.0311 | |||
| Market Risk Adjusted Performance | 0.2189 | |||
| Mean Deviation | 2.45 | |||
| Semi Deviation | 3.39 | |||
| Downside Deviation | 3.82 | |||
| Coefficient Of Variation | 2730.37 | |||
| Standard Deviation | 3.54 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Isiklar Enerji Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Isiklar Enerji as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Isiklar Enerji's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Isiklar Enerji's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Isiklar Enerji ve.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Isiklar Enerji ve. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in persons. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for Isiklar Stock analysis
When running Isiklar Enerji's price analysis, check to measure Isiklar Enerji'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 Isiklar Enerji is operating at the current time. Most of Isiklar Enerji's value examination focuses on studying past and present price action to predict the probability of Isiklar Enerji's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Isiklar Enerji's price. Additionally, you may evaluate how the addition of Isiklar Enerji to your portfolios can decrease your overall portfolio volatility.
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