Anadolu Efes Biracilik Stock Market Value
| AEBZY Stock | USD 1.32 0.01 0.76% |
| Symbol | Anadolu |
Anadolu Efes '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 Anadolu Efes' pink sheet 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 Anadolu Efes.
| 05/23/2023 |
| 12/13/2024 |
If you would invest 0.00 in Anadolu Efes on May 23, 2023 and sell it all today you would earn a total of 0.00 from holding Anadolu Efes Biracilik or generate 0.0% return on investment in Anadolu Efes over 570 days. Anadolu Efes is related to or competes with Compania Cervecerias, Fomento Economico, Molson Coors, Tsingtao Brewery, Carlsberg, Budweiser Brewing, and Boston Beer. Anadolu Efes Biracilik ve Malt Sanayii Anonim Sirketi, together with its subsidiaries, engages in the production, bottli... More
Anadolu Efes 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 Anadolu Efes' pink sheet 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 Anadolu Efes Biracilik upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.51 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 13.27 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 5.93 |
Anadolu Efes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anadolu Efes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anadolu Efes' standard deviation. In reality, there are many statistical measures that can use Anadolu Efes historical prices to predict the future Anadolu Efes' volatility.| Risk Adjusted Performance | 0.0298 | |||
| Jensen Alpha | 0.0581 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2957 |
Anadolu Efes Biracilik Backtested Returns
At this stage we consider Anadolu Pink Sheet to be dangerous. Anadolu Efes Biracilik secures Sharpe Ratio (or Efficiency) of 0.0349, which signifies that the company had a 0.0349% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Anadolu Efes Biracilik, which you can use to evaluate the volatility of the firm. Please confirm Anadolu Efes' mean deviation of 2.5, and Risk Adjusted Performance of 0.0298 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Anadolu Efes has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Anadolu Efes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Anadolu Efes is expected to be smaller as well. Anadolu Efes Biracilik right now shows a risk of 3.28%. Please confirm Anadolu Efes Biracilik kurtosis, period momentum indicator, as well as the relationship between the value at risk and information ratio , to decide if Anadolu Efes Biracilik will be following its price patterns.
Auto-correlation | 0.56 |
Modest predictability
Anadolu Efes Biracilik has modest predictability. Overlapping area represents the amount of predictability between Anadolu Efes time series from 23rd of May 2023 to 3rd of March 2024 and 3rd of March 2024 to 13th of December 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 Anadolu Efes Biracilik price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Anadolu Efes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Anadolu Efes Biracilik lagged returns against current returns
Autocorrelation, which is Anadolu Efes pink sheet'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 Anadolu Efes' pink sheet expected returns. We can calculate the autocorrelation of Anadolu Efes returns to help us make a trade decision. For example, suppose you find that Anadolu Efes has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Anadolu Efes 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 Anadolu Efes pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anadolu Efes pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anadolu Efes pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Anadolu Efes Lagged Returns
When evaluating Anadolu Efes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anadolu Efes pink sheet have on its future price. Anadolu Efes 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, Anadolu Efes autocorrelation shows the relationship between Anadolu Efes pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Anadolu Efes Biracilik.
Regressed Prices |
| Timeline |
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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.Additional Tools for Anadolu Pink Sheet Analysis
When running Anadolu Efes' price analysis, check to measure Anadolu Efes' 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 Anadolu Efes is operating at the current time. Most of Anadolu Efes' value examination focuses on studying past and present price action to predict the probability of Anadolu Efes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anadolu Efes' price. Additionally, you may evaluate how the addition of Anadolu Efes to your portfolios can decrease your overall portfolio volatility.