Euro Kapital (Turkey) Market Value
| EUKYO Stock | TRY 12.31 0.07 0.57% |
| Symbol | Euro |
Euro Kapital '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 Euro Kapital'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 Euro Kapital.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Euro Kapital on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Euro Kapital Yatirim or generate 0.0% return on investment in Euro Kapital over 90 days. Euro Kapital is related to or competes with Turkiye Is, Yapi Ve, Turkiye Vakiflar, ENKA Insaat, Akbank TAS, Turkiye Halk, and Turkiye Garanti. Euro Kapital Yatirim Ortakligi Anonim Sirketi creates and manages partnership portfolio in Turkey More
Euro Kapital 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 Euro Kapital'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 Euro Kapital Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.2 | |||
| Value At Risk | (4.18) | |||
| Potential Upside | 6.72 |
Euro Kapital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Euro Kapital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Euro Kapital's standard deviation. In reality, there are many statistical measures that can use Euro Kapital historical prices to predict the future Euro Kapital's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | 0.1753 | |||
| Treynor Ratio | (0.58) |
Euro Kapital Yatirim Backtested Returns
Euro Kapital Yatirim secures Sharpe Ratio (or Efficiency) of -0.0523, which denotes the company had a -0.0523 % return per unit of risk over the last 3 months. Euro Kapital Yatirim exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Euro Kapital's Variance of 10.73, standard deviation of 3.28, and Mean Deviation of 2.42 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, Euro Kapital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Euro Kapital is expected to be smaller as well. At this point, Euro Kapital Yatirim has a negative expected return of -0.17%. Please make sure to confirm Euro Kapital's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Euro Kapital Yatirim performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
Euro Kapital Yatirim has very weak predictability. Overlapping area represents the amount of predictability between Euro Kapital time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 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 Euro Kapital Yatirim price movement. The serial correlation of 0.17 indicates that over 17.0% of current Euro Kapital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Euro Kapital Yatirim lagged returns against current returns
Autocorrelation, which is Euro Kapital 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 Euro Kapital's stock expected returns. We can calculate the autocorrelation of Euro Kapital returns to help us make a trade decision. For example, suppose you find that Euro Kapital 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 |
Euro Kapital 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 Euro Kapital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Euro Kapital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Euro Kapital stock over time.
Current vs Lagged Prices |
| Timeline |
Euro Kapital Lagged Returns
When evaluating Euro Kapital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Euro Kapital stock have on its future price. Euro Kapital 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, Euro Kapital autocorrelation shows the relationship between Euro Kapital stock current value and its past values and can show if there is a momentum factor associated with investing in Euro Kapital Yatirim.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Euro Stock
Euro Kapital financial ratios help investors to determine whether Euro 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 Euro with respect to the benefits of owning Euro Kapital security.