Escort Teknoloji (Turkey) Market Value
| ESCOM Stock | TRY 57.95 1.45 2.44% |
| Symbol | Escort |
Escort Teknoloji '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 Escort Teknoloji'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 Escort Teknoloji.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Escort Teknoloji on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Escort Teknoloji Yatirim or generate 0.0% return on investment in Escort Teknoloji over 30 days. Escort Teknoloji is related to or competes with Logo Yazilim, Tofas Turk, Tekfen Holding, Aksa Akrilik, and Vestel Beyaz. Escort Teknoloji Yatirim A.S. provides technology products, solutions, and services in Turkey and internationally More
Escort Teknoloji 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 Escort Teknoloji'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 Escort Teknoloji Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 14.93 | |||
| Value At Risk | (4.48) | |||
| Potential Upside | 4.49 |
Escort Teknoloji Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Escort Teknoloji's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Escort Teknoloji's standard deviation. In reality, there are many statistical measures that can use Escort Teknoloji historical prices to predict the future Escort Teknoloji's volatility.| Risk Adjusted Performance | 0.0111 | |||
| Jensen Alpha | 0.0805 | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.01) |
Escort Teknoloji Yatirim Backtested Returns
Escort Teknoloji is very steady at the moment. Escort Teknoloji Yatirim secures Sharpe Ratio (or Efficiency) of 0.0448, which denotes the company had a 0.0448% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Escort Teknoloji Yatirim, which you can use to evaluate the volatility of the firm. Please confirm Escort Teknoloji's Downside Deviation of 2.49, semi deviation of 2.42, and Mean Deviation of 2.26 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Escort Teknoloji has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.66, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Escort Teknoloji are expected to decrease at a much lower rate. During the bear market, Escort Teknoloji is likely to outperform the market. Escort Teknoloji Yatirim right now shows a risk of 2.97%. Please confirm Escort Teknoloji Yatirim maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if Escort Teknoloji Yatirim will be following its price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
Escort Teknoloji Yatirim has modest reverse predictability. Overlapping area represents the amount of predictability between Escort Teknoloji time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Escort Teknoloji Yatirim price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Escort Teknoloji price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 4.19 |
Escort Teknoloji Yatirim lagged returns against current returns
Autocorrelation, which is Escort Teknoloji 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 Escort Teknoloji's stock expected returns. We can calculate the autocorrelation of Escort Teknoloji returns to help us make a trade decision. For example, suppose you find that Escort Teknoloji 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 |
Escort Teknoloji 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 Escort Teknoloji stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Escort Teknoloji stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Escort Teknoloji stock over time.
Current vs Lagged Prices |
| Timeline |
Escort Teknoloji Lagged Returns
When evaluating Escort Teknoloji's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Escort Teknoloji stock have on its future price. Escort Teknoloji 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, Escort Teknoloji autocorrelation shows the relationship between Escort Teknoloji stock current value and its past values and can show if there is a momentum factor associated with investing in Escort Teknoloji Yatirim.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in Escort Stock
Escort Teknoloji financial ratios help investors to determine whether Escort 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 Escort with respect to the benefits of owning Escort Teknoloji security.