Karsan Otomotiv (Turkey) Performance
| KARSN Stock | TRY 12.53 0.14 1.10% |
The company secures a Beta (Market Risk) of 0.0493, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Karsan Otomotiv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Karsan Otomotiv is expected to be smaller as well. At this point, Karsan Otomotiv Sanayi has a negative expected return of -0.48%. Please make sure to verify Karsan Otomotiv's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Karsan Otomotiv Sanayi performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Karsan Otomotiv Sanayi has generated negative risk-adjusted returns adding no value to investors with long positions. Despite inconsistent performance in the last few months, the Stock's forward indicators remain fairly strong which may send shares a bit higher in January 2025. The recent confusion may also be a sign of long-lasting up-swing for the firm traders. ...more
| Begin Period Cash Flow | 69.8 M | |
| Total Cashflows From Investing Activities | -146.1 M | |
| Free Cash Flow | 148.6 M |
Karsan |
Karsan Otomotiv Relative Risk vs. Return Landscape
If you would invest 1,763 in Karsan Otomotiv Sanayi on September 23, 2024 and sell it today you would lose (510.00) from holding Karsan Otomotiv Sanayi or give up 28.93% of portfolio value over 90 days. Karsan Otomotiv Sanayi is generating negative expected returns and assumes 2.7847% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Karsan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Karsan Otomotiv Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Karsan Otomotiv's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Karsan Otomotiv Sanayi, and traders can use it to determine the average amount a Karsan Otomotiv's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1741
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | KARSN |
Estimated Market Risk
| 2.78 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.48 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Karsan Otomotiv is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Karsan Otomotiv by adding Karsan Otomotiv to a well-diversified portfolio.
Karsan Otomotiv Fundamentals Growth
Karsan Stock prices reflect investors' perceptions of the future prospects and financial health of Karsan Otomotiv, and Karsan Otomotiv fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Karsan Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0605 | |||
| Profit Margin | 0.05 % | |||
| Operating Margin | 0.16 % | |||
| Current Valuation | 14.79 B | |||
| Shares Outstanding | 900 M | |||
| Price To Earning | 83.53 X | |||
| Price To Book | 6.93 X | |||
| Price To Sales | 4.57 X | |||
| Revenue | 2.1 B | |||
| EBITDA | 318.47 M | |||
| Cash And Equivalents | 45.38 M | |||
| Cash Per Share | 0.08 X | |||
| Total Debt | 502.57 M | |||
| Debt To Equity | 545.10 % | |||
| Book Value Per Share | 1.95 X | |||
| Cash Flow From Operations | 305.54 M | |||
| Earnings Per Share | 0.15 X | |||
| Total Asset | 3.74 B | |||
| Retained Earnings | (378 M) | |||
| Current Asset | 563 M | |||
| Current Liabilities | 794 M | |||
About Karsan Otomotiv Performance
By evaluating Karsan Otomotiv's fundamental ratios, stakeholders can gain valuable insights into Karsan Otomotiv's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Karsan Otomotiv has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Karsan Otomotiv has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Karsan Otomotiv Sanayii ve Ticaret A.S. manufactures and sells motor vehicles and spare parts in Turkey. Karsan Otomotiv Sanayii ve Ticaret A.S. is a subsidiary of Kiraca Holding AS. KARSAN OTOMOTIV operates under Auto Manufacturers classification in Turkey and is traded on Istanbul Stock Exchange.Things to note about Karsan Otomotiv Sanayi performance evaluation
Checking the ongoing alerts about Karsan Otomotiv for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Karsan Otomotiv Sanayi help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Karsan Otomotiv generated a negative expected return over the last 90 days | |
| Karsan Otomotiv has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Karsan Otomotiv Sanayi has accumulated 502.57 M in total debt with debt to equity ratio (D/E) of 545.1, indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Karsan Otomotiv Sanayi has a current ratio of 0.76, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Karsan Otomotiv until it has trouble settling it off, either with new capital or with free cash flow. So, Karsan Otomotiv's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Karsan Otomotiv Sanayi sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Karsan to invest in growth at high rates of return. When we think about Karsan Otomotiv's use of debt, we should always consider it together with cash and equity. | |
| About 59.0% of Karsan Otomotiv outstanding shares are owned by corporate insiders |
- Analyzing Karsan Otomotiv's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Karsan Otomotiv's stock is overvalued or undervalued compared to its peers.
- Examining Karsan Otomotiv's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Karsan Otomotiv's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Karsan Otomotiv's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Karsan Otomotiv's stock. These opinions can provide insight into Karsan Otomotiv's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Karsan Stock analysis
When running Karsan Otomotiv's price analysis, check to measure Karsan Otomotiv'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 Karsan Otomotiv is operating at the current time. Most of Karsan Otomotiv's value examination focuses on studying past and present price action to predict the probability of Karsan Otomotiv's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Karsan Otomotiv's price. Additionally, you may evaluate how the addition of Karsan Otomotiv to your portfolios can decrease your overall portfolio volatility.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |