Anatolia Tani (Turkey) Market Value
| ANGEN Stock | 12.65 0.12 0.96% |
| Symbol | Anatolia |
Anatolia Tani '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 Anatolia Tani'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 Anatolia Tani.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Anatolia Tani on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Anatolia Tani ve or generate 0.0% return on investment in Anatolia Tani over 90 days. Anatolia Tani is related to or competes with Sekerbank TAS, E Data, Cuhadaroglu Metal, Creditwest Faktoring, Akbank TAS, Gentas Genel, and Koza Anadolu. More
Anatolia Tani 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 Anatolia Tani'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 Anatolia Tani ve upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0179 | |||
| Maximum Drawdown | 14.9 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 7.14 |
Anatolia Tani Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anatolia Tani's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anatolia Tani's standard deviation. In reality, there are many statistical measures that can use Anatolia Tani historical prices to predict the future Anatolia Tani's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.3847 | |||
| Treynor Ratio | (0.15) |
Anatolia Tani ve Backtested Returns
Anatolia Tani ve secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. Anatolia Tani ve exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anatolia Tani's mean deviation of 1.98, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anatolia Tani's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anatolia Tani is expected to be smaller as well. At this point, Anatolia Tani ve has a negative expected return of -0.0194%. Please make sure to confirm Anatolia Tani's treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if Anatolia Tani ve performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.58 |
Good reverse predictability
Anatolia Tani ve has good reverse predictability. Overlapping area represents the amount of predictability between Anatolia Tani time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 Anatolia Tani ve price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Anatolia Tani price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Anatolia Tani ve lagged returns against current returns
Autocorrelation, which is Anatolia Tani 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 Anatolia Tani's stock expected returns. We can calculate the autocorrelation of Anatolia Tani returns to help us make a trade decision. For example, suppose you find that Anatolia Tani 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 |
Anatolia Tani 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 Anatolia Tani stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anatolia Tani stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anatolia Tani stock over time.
Current vs Lagged Prices |
| Timeline |
Anatolia Tani Lagged Returns
When evaluating Anatolia Tani's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anatolia Tani stock have on its future price. Anatolia Tani 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, Anatolia Tani autocorrelation shows the relationship between Anatolia Tani stock current value and its past values and can show if there is a momentum factor associated with investing in Anatolia Tani ve.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Anatolia Stock
Anatolia Tani financial ratios help investors to determine whether Anatolia 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 Anatolia with respect to the benefits of owning Anatolia Tani security.