Etiler Nci (Turkey) Market Value
| ETILR Stock | TRY 7.26 0.06 0.83% |
| Symbol | Etiler |
Etiler Nci '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 Etiler Nci'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 Etiler Nci.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Etiler Nci on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Etiler nci Bufe or generate 0.0% return on investment in Etiler Nci over 30 days. Etiler Nci is related to or competes with Eminis Ambalaj, Ekiz Kimya, Brisa Bridgestone, Logo Yazilim, Prizma Pres, Birlik Mensucat, and Yesil Yapi. Etiler Gida Ve Ticari Yatirimlar Sanayi Ve Ticaret Anonim Sirketi operates fast-food spots under the Etiler Marmaris nam... More
Etiler Nci 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 Etiler Nci'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 Etiler nci Bufe upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 20.06 | |||
| Value At Risk | (9.92) | |||
| Potential Upside | 9.89 |
Etiler Nci Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Etiler Nci's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Etiler Nci's standard deviation. In reality, there are many statistical measures that can use Etiler Nci historical prices to predict the future Etiler Nci's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.58) | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | (1.17) |
Etiler nci Bufe Backtested Returns
Etiler nci Bufe secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12% return per unit of risk over the last 3 months. Etiler nci Bufe exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Etiler Nci's Mean Deviation of 4.17, standard deviation of 5.29, and Variance of 27.98 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, Etiler Nci's returns are expected to increase less than the market. However, during the bear market, the loss of holding Etiler Nci is expected to be smaller as well. At this point, Etiler nci Bufe has a negative expected return of -0.63%. Please make sure to confirm Etiler Nci's maximum drawdown, as well as the relationship between the accumulation distribution and price action indicator , to decide if Etiler nci Bufe performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Etiler nci Bufe has poor predictability. Overlapping area represents the amount of predictability between Etiler Nci time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 Etiler nci Bufe price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Etiler Nci price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Etiler nci Bufe lagged returns against current returns
Autocorrelation, which is Etiler Nci 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 Etiler Nci's stock expected returns. We can calculate the autocorrelation of Etiler Nci returns to help us make a trade decision. For example, suppose you find that Etiler Nci 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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Etiler Nci 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 Etiler Nci stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Etiler Nci stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Etiler Nci stock over time.
Current vs Lagged Prices |
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Etiler Nci Lagged Returns
When evaluating Etiler Nci's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Etiler Nci stock have on its future price. Etiler Nci 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, Etiler Nci autocorrelation shows the relationship between Etiler Nci stock current value and its past values and can show if there is a momentum factor associated with investing in Etiler nci Bufe.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Etiler Stock
Etiler Nci financial ratios help investors to determine whether Etiler 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 Etiler with respect to the benefits of owning Etiler Nci security.