Dogus Gayrimenkul (Turkey) Market Value
| DGGYO Stock | TRY 37.36 0.84 2.20% |
| Symbol | Dogus |
Dogus Gayrimenkul '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 Dogus Gayrimenkul'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 Dogus Gayrimenkul.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Dogus Gayrimenkul on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Dogus Gayrimenkul Yatirim or generate 0.0% return on investment in Dogus Gayrimenkul over 30 days. Dogus Gayrimenkul is related to or competes with Cuhadaroglu Metal, Bms Birlesik, Akbank TAS, Gentas Genel, Silverline Endustri, and Akcansa Cimento. has been incorporated in accordance with capital market law on 25 July 1997 More
Dogus Gayrimenkul 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 Dogus Gayrimenkul'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 Dogus Gayrimenkul Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.88 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 3.61 |
Dogus Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dogus Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dogus Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Dogus Gayrimenkul historical prices to predict the future Dogus Gayrimenkul's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.636 |
Dogus Gayrimenkul Yatirim Backtested Returns
Dogus Gayrimenkul Yatirim secures Sharpe Ratio (or Efficiency) of -0.032, which denotes the company had a -0.032 % return per unit of risk over the last 3 months. Dogus Gayrimenkul Yatirim exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dogus Gayrimenkul's Standard Deviation of 2.12, mean deviation of 1.65, and Variance of 4.48 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dogus Gayrimenkul are expected to decrease at a much lower rate. During the bear market, Dogus Gayrimenkul is likely to outperform the market. At this point, Dogus Gayrimenkul Yatirim has a negative expected return of -0.0644%. Please make sure to confirm Dogus Gayrimenkul's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Dogus Gayrimenkul Yatirim performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Dogus Gayrimenkul Yatirim has below average predictability. Overlapping area represents the amount of predictability between Dogus Gayrimenkul time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Dogus Gayrimenkul Yatirim price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Dogus Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 1.06 |
Dogus Gayrimenkul Yatirim lagged returns against current returns
Autocorrelation, which is Dogus Gayrimenkul 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 Dogus Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Dogus Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Dogus Gayrimenkul 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 |
Dogus Gayrimenkul 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 Dogus Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dogus Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dogus Gayrimenkul stock over time.
Current vs Lagged Prices |
| Timeline |
Dogus Gayrimenkul Lagged Returns
When evaluating Dogus Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dogus Gayrimenkul stock have on its future price. Dogus Gayrimenkul 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, Dogus Gayrimenkul autocorrelation shows the relationship between Dogus Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Dogus Gayrimenkul Yatirim.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Dogus Stock
Dogus Gayrimenkul financial ratios help investors to determine whether Dogus 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 Dogus with respect to the benefits of owning Dogus Gayrimenkul security.