Atlantis Yatirim (Turkey) Market Value
| ATSYH Stock | TRY 43.62 0.16 0.37% |
| Symbol | Atlantis |
Atlantis Yatirim '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 Atlantis Yatirim'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 Atlantis Yatirim.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in Atlantis Yatirim on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding Atlantis Yatirim Holding or generate 0.0% return on investment in Atlantis Yatirim over 720 days. Atlantis Yatirim is related to or competes with Cuhadaroglu Metal, Koza Anadolu, Akbank TAS, Bms Birlesik, Turkiye Kalkinma, and CEO Event. Atlantis Yatirim Holding A.S. operates a portfolio of investments primarily in agricultural industry in Turkey More
Atlantis Yatirim 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 Atlantis Yatirim'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 Atlantis Yatirim Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | (0.0008) | |||
| Maximum Drawdown | 15.47 | |||
| Value At Risk | (4.59) | |||
| Potential Upside | 5.02 |
Atlantis Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atlantis Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atlantis Yatirim's standard deviation. In reality, there are many statistical measures that can use Atlantis Yatirim historical prices to predict the future Atlantis Yatirim's volatility.| Risk Adjusted Performance | 0.0144 | |||
| Jensen Alpha | 0.0187 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.0009) | |||
| Treynor Ratio | (0.20) |
Atlantis Yatirim Holding Backtested Returns
Atlantis Yatirim is very steady at the moment. Atlantis Yatirim Holding secures Sharpe Ratio (or Efficiency) of 0.0257, which signifies that the company had a 0.0257 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Atlantis Yatirim Holding, which you can use to evaluate the volatility of the firm. Please confirm Atlantis Yatirim's Downside Deviation of 2.85, mean deviation of 2.2, and Risk Adjusted Performance of 0.0144 to double-check if the risk estimate we provide is consistent with the expected return of 0.0843%. Atlantis Yatirim has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0866, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Atlantis Yatirim are expected to decrease at a much lower rate. During the bear market, Atlantis Yatirim is likely to outperform the market. Atlantis Yatirim Holding right now shows a risk of 3.28%. Please confirm Atlantis Yatirim Holding downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Atlantis Yatirim Holding will be following its price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
Atlantis Yatirim Holding has poor reverse predictability. Overlapping area represents the amount of predictability between Atlantis Yatirim time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st 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 Atlantis Yatirim Holding price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Atlantis Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 293.09 |
Atlantis Yatirim Holding lagged returns against current returns
Autocorrelation, which is Atlantis Yatirim 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 Atlantis Yatirim's stock expected returns. We can calculate the autocorrelation of Atlantis Yatirim returns to help us make a trade decision. For example, suppose you find that Atlantis Yatirim 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 |
Atlantis Yatirim 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 Atlantis Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atlantis Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atlantis Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Atlantis Yatirim Lagged Returns
When evaluating Atlantis Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atlantis Yatirim stock have on its future price. Atlantis Yatirim 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, Atlantis Yatirim autocorrelation shows the relationship between Atlantis Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Atlantis Yatirim Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Atlantis Stock
Atlantis Yatirim financial ratios help investors to determine whether Atlantis 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 Atlantis with respect to the benefits of owning Atlantis Yatirim security.