Dogan Sirketler (Turkey) Market Value

DOHOL Stock  TRY 15.12  0.25  1.68%   
Dogan Sirketler's market value is the price at which a share of Dogan Sirketler trades on a public exchange. It measures the collective expectations of Dogan Sirketler Grubu investors about its performance. Dogan Sirketler is trading at 15.12 as of the 23rd of December 2024. This is a 1.68 percent up since the beginning of the trading day. The stock's open price was 14.87.
With this module, you can estimate the performance of a buy and hold strategy of Dogan Sirketler Grubu and determine expected loss or profit from investing in Dogan Sirketler over a given investment horizon. Check out Dogan Sirketler Correlation, Dogan Sirketler Volatility and Dogan Sirketler Alpha and Beta module to complement your research on Dogan Sirketler.
Symbol

Please note, there is a significant difference between Dogan Sirketler's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dogan Sirketler is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dogan Sirketler's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Dogan Sirketler '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 Dogan Sirketler'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 Dogan Sirketler.
0.00
11/23/2024
No Change 0.00  0.0 
In 30 days
12/23/2024
0.00
If you would invest  0.00  in Dogan Sirketler on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding Dogan Sirketler Grubu or generate 0.0% return on investment in Dogan Sirketler over 30 days. Dogan Sirketler is related to or competes with Haci Omer, Koc Holding, Kardemir Karabuk, Petkim Petrokimya, and Akbank TAS. Dogan Sirketler Grubu Holding A.S., together with its subsidiaries, engages in the media, energy, tourism, real estate a... More

Dogan Sirketler 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 Dogan Sirketler'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 Dogan Sirketler Grubu upside and downside potential and time the market with a certain degree of confidence.

Dogan Sirketler Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dogan Sirketler's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dogan Sirketler's standard deviation. In reality, there are many statistical measures that can use Dogan Sirketler historical prices to predict the future Dogan Sirketler's volatility.
Hype
Prediction
LowEstimatedHigh
13.1215.1217.12
Details
Intrinsic
Valuation
LowRealHigh
10.2212.2216.63
Details

Dogan Sirketler Grubu Backtested Returns

Dogan Sirketler Grubu secures Sharpe Ratio (or Efficiency) of -0.0055, which denotes the company had a -0.0055% return per unit of risk over the last 3 months. Dogan Sirketler Grubu exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dogan Sirketler's Coefficient Of Variation of 20695.18, downside deviation of 2.07, and Mean Deviation of 1.6 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Dogan Sirketler's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dogan Sirketler is expected to be smaller as well. At this point, Dogan Sirketler Grubu has a negative expected return of -0.011%. Please make sure to confirm Dogan Sirketler's jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to decide if Dogan Sirketler Grubu performance from the past will be repeated at some point in the near future.

Auto-correlation

    
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Insignificant predictability

Dogan Sirketler Grubu has insignificant predictability. Overlapping area represents the amount of predictability between Dogan Sirketler time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd 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 Dogan Sirketler Grubu price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Dogan Sirketler price fluctuation can be explain by its past prices.
Correlation Coefficient0.1
Spearman Rank Test-0.22
Residual Average0.0
Price Variance0.03

Dogan Sirketler Grubu lagged returns against current returns

Autocorrelation, which is Dogan Sirketler 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 Dogan Sirketler's stock expected returns. We can calculate the autocorrelation of Dogan Sirketler returns to help us make a trade decision. For example, suppose you find that Dogan Sirketler 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  

Dogan Sirketler 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 Dogan Sirketler stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dogan Sirketler stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dogan Sirketler stock over time.
   Current vs Lagged Prices   
       Timeline  

Dogan Sirketler Lagged Returns

When evaluating Dogan Sirketler's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dogan Sirketler stock have on its future price. Dogan Sirketler 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, Dogan Sirketler autocorrelation shows the relationship between Dogan Sirketler stock current value and its past values and can show if there is a momentum factor associated with investing in Dogan Sirketler Grubu.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Other Information on Investing in Dogan Stock

Dogan Sirketler financial ratios help investors to determine whether Dogan 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 Dogan with respect to the benefits of owning Dogan Sirketler security.