Beyaz Filo (Turkey) Market Value
| BEYAZ Stock | TRY 23.06 0.20 0.86% |
| Symbol | Beyaz |
Beyaz Filo '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 Beyaz Filo'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 Beyaz Filo.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Beyaz Filo on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Beyaz Filo Oto or generate 0.0% return on investment in Beyaz Filo over 90 days. Beyaz Filo is related to or competes with Trabzonspor Sportif, Koza Anadolu, Gentas Genel, Galatasaray Sportif, Cuhadaroglu Metal, and Mackolik Internet. Beyaz Filo Oto Kiralama A.S. provides fleet renting services in Turkey More
Beyaz Filo 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 Beyaz Filo'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 Beyaz Filo Oto upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 2.84 |
Beyaz Filo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beyaz Filo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beyaz Filo's standard deviation. In reality, there are many statistical measures that can use Beyaz Filo historical prices to predict the future Beyaz Filo's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | 0.0932 | |||
| Treynor Ratio | (3.44) |
Beyaz Filo Oto Backtested Returns
Beyaz Filo Oto secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of risk over the last 3 months. Beyaz Filo Oto exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Beyaz Filo's Risk Adjusted Performance of (0.06), standard deviation of 2.13, and Mean Deviation of 1.62 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0506, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Beyaz Filo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beyaz Filo is expected to be smaller as well. At this point, Beyaz Filo Oto has a negative expected return of -0.26%. Please make sure to confirm Beyaz Filo's value at risk, rate of daily change, as well as the relationship between the Rate Of Daily Change and relative strength index , to decide if Beyaz Filo Oto performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Beyaz Filo Oto has weak predictability. Overlapping area represents the amount of predictability between Beyaz Filo time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Beyaz Filo Oto price movement. The serial correlation of 0.22 indicates that over 22.0% of current Beyaz Filo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Beyaz Filo Oto lagged returns against current returns
Autocorrelation, which is Beyaz Filo 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 Beyaz Filo's stock expected returns. We can calculate the autocorrelation of Beyaz Filo returns to help us make a trade decision. For example, suppose you find that Beyaz Filo 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 |
Beyaz Filo 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 Beyaz Filo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beyaz Filo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beyaz Filo stock over time.
Current vs Lagged Prices |
| Timeline |
Beyaz Filo Lagged Returns
When evaluating Beyaz Filo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beyaz Filo stock have on its future price. Beyaz Filo 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, Beyaz Filo autocorrelation shows the relationship between Beyaz Filo stock current value and its past values and can show if there is a momentum factor associated with investing in Beyaz Filo Oto.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Beyaz Stock
Beyaz Filo financial ratios help investors to determine whether Beyaz 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 Beyaz with respect to the benefits of owning Beyaz Filo security.