Anadolu Efes (Turkey) Market Value
| AEFES Stock | TRY 175.50 2.70 1.56% |
| 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' 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 Anadolu Efes.
| 12/06/2024 |
| 01/05/2025 |
If you would invest 0.00 in Anadolu Efes on December 6, 2024 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 30 days. Anadolu Efes is related to or competes with Turkiye Sise, Koc Holding, Coca Cola, Haci Omer, and Tofas Turk. 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' 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 Anadolu Efes Biracilik upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 19.94 | |||
| Value At Risk | (5.48) | |||
| Potential Upside | 5.31 |
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) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Anadolu Efes' 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.
Anadolu Efes Biracilik Backtested Returns
Anadolu Efes Biracilik secures Sharpe Ratio (or Efficiency) of -0.0214, which signifies that the company had a -0.0214% return per unit of standard deviation over the last 3 months. Anadolu Efes Biracilik exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anadolu Efes' mean deviation of 2.55, and Risk Adjusted Performance of (0) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.18, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Anadolu Efes will likely underperform. At this point, Anadolu Efes Biracilik has a negative expected return of -0.078%. Please make sure to confirm Anadolu Efes' potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Anadolu Efes Biracilik performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.85 |
Very good predictability
Anadolu Efes Biracilik has very good predictability. Overlapping area represents the amount of predictability between Anadolu Efes time series from 6th of December 2024 to 21st of December 2024 and 21st of December 2024 to 5th of January 2025. 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 0.85 indicates that around 85.0% of current Anadolu Efes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 727.0 |
Anadolu Efes Biracilik lagged returns against current returns
Autocorrelation, which is Anadolu Efes 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 Anadolu Efes' stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anadolu Efes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anadolu Efes stock 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 stock 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 stock 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 |
Thematic Opportunities
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Other Information on Investing in Anadolu Stock
Anadolu Efes financial ratios help investors to determine whether Anadolu Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Anadolu with respect to the benefits of owning Anadolu Efes security.