Dogan Sirketler (Turkey) Market Value
| DOHOL Stock | TRY 14.70 0.04 0.27% |
| Symbol | Dogan |
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.
| 11/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Dogan Sirketler on November 11, 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 60 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.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.0931 | |||
| Maximum Drawdown | 7.56 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 2.86 |
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.| Risk Adjusted Performance | 0.0926 | |||
| Jensen Alpha | 0.1674 | |||
| Total Risk Alpha | 0.1349 | |||
| Sortino Ratio | 0.0992 | |||
| Treynor Ratio | 0.7796 |
Dogan Sirketler Grubu Backtested Returns
Dogan Sirketler appears to be very steady, given 3 months investment horizon. Dogan Sirketler Grubu secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Dogan Sirketler Grubu, which you can use to evaluate the volatility of the firm. Please utilize Dogan Sirketler's Mean Deviation of 1.34, downside deviation of 1.55, and Coefficient Of Variation of 911.07 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dogan Sirketler holds a performance score of 12. The firm shows a Beta (market volatility) of 0.22, 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. Please check Dogan Sirketler's jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to make a quick decision on whether Dogan Sirketler's price patterns will revert.
Auto-correlation | -0.29 |
Weak reverse predictability
Dogan Sirketler Grubu has weak reverse predictability. Overlapping area represents the amount of predictability between Dogan Sirketler time series from 11th of November 2024 to 11th of December 2024 and 11th of December 2024 to 10th 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 Dogan Sirketler Grubu price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Dogan Sirketler price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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
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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.