Borusan Yatirim (Turkey) Market Value
| BRYAT Stock | TRY 2,240 59.00 2.71% |
| Symbol | Borusan |
Borusan 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 Borusan 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 Borusan Yatirim.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Borusan Yatirim on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Borusan Yatirim ve or generate 0.0% return on investment in Borusan Yatirim over 30 days. Borusan Yatirim is related to or competes with Aksa Akrilik, Tofas Turk, AK Sigorta, and Is Yatirim. Borusan Yatirim ve Pazarlama A.S. invests in companies operating in steel, distributorship, logistics, and technology se... More
Borusan 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 Borusan 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 Borusan Yatirim ve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | 0.032 | |||
| Maximum Drawdown | 8.7 | |||
| Value At Risk | (3.74) | |||
| Potential Upside | 3.85 |
Borusan Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Borusan Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Borusan Yatirim's standard deviation. In reality, there are many statistical measures that can use Borusan Yatirim historical prices to predict the future Borusan Yatirim's volatility.| Risk Adjusted Performance | 0.0429 | |||
| Jensen Alpha | 0.0848 | |||
| Total Risk Alpha | 0.0315 | |||
| Sortino Ratio | 0.0302 | |||
| Treynor Ratio | 0.1824 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Borusan Yatirim's 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.
Borusan Yatirim ve Backtested Returns
Borusan Yatirim is very steady at the moment. Borusan Yatirim ve secures Sharpe Ratio (or Efficiency) of 0.0856, which signifies that the company had a 0.0856% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Borusan Yatirim ve, which you can use to evaluate the volatility of the firm. Please confirm Borusan Yatirim's Risk Adjusted Performance of 0.0429, downside deviation of 2.46, and Mean Deviation of 1.9 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Borusan Yatirim has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Borusan Yatirim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Borusan Yatirim is expected to be smaller as well. Borusan Yatirim ve right now shows a risk of 2.27%. Please confirm Borusan Yatirim ve expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Borusan Yatirim ve will be following its price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Borusan Yatirim ve has modest reverse predictability. Overlapping area represents the amount of predictability between Borusan Yatirim time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Borusan Yatirim ve price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Borusan Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 3238.26 |
Borusan Yatirim ve lagged returns against current returns
Autocorrelation, which is Borusan 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 Borusan Yatirim's stock expected returns. We can calculate the autocorrelation of Borusan Yatirim returns to help us make a trade decision. For example, suppose you find that Borusan 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 |
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Borusan 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 Borusan Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Borusan Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Borusan Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Borusan Yatirim Lagged Returns
When evaluating Borusan Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Borusan Yatirim stock have on its future price. Borusan 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, Borusan Yatirim autocorrelation shows the relationship between Borusan Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Borusan Yatirim ve.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in Borusan Stock
Borusan Yatirim financial ratios help investors to determine whether Borusan 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 Borusan with respect to the benefits of owning Borusan Yatirim security.