Guler Yatirim (Turkey) Market Value
| GLRYH Stock | TRY 13.38 0.49 3.80% |
| Symbol | Guler |
Guler Yatirim '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 Guler Yatirim'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 Guler Yatirim.
| 10/21/2024 |
| 12/20/2024 |
If you would invest 0.00 in Guler Yatirim on October 21, 2024 and sell it all today you would earn a total of 0.00 from holding Guler Yatirim Holding or generate 0.0% return on investment in Guler Yatirim over 60 days. Guler Yatirim is related to or competes with Bms Birlesik, Politeknik Metal, Koza Anadolu, Datagate Bilgisayar, E Data, and Gentas Genel. Gler Yatirim Holding A.S. engages in the investment activities in Turkey and internationally More
Guler Yatirim 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 Guler Yatirim'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 Guler Yatirim Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.0623 | |||
| Maximum Drawdown | 18.94 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 3.03 |
Guler Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guler Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guler Yatirim's standard deviation. In reality, there are many statistical measures that can use Guler Yatirim historical prices to predict the future Guler Yatirim's volatility.| Risk Adjusted Performance | 0.068 | |||
| Jensen Alpha | 0.1596 | |||
| Total Risk Alpha | 0.0957 | |||
| Sortino Ratio | 0.0665 | |||
| Treynor Ratio | 3.77 |
Guler Yatirim Holding Backtested Returns
Guler Yatirim appears to be not too volatile, given 3 months investment horizon. Guler Yatirim Holding holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Guler Yatirim Holding, which you can use to evaluate the volatility of the firm. Please utilize Guler Yatirim's Market Risk Adjusted Performance of 3.78, downside deviation of 2.06, and Risk Adjusted Performance of 0.068 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guler Yatirim holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.0426, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guler Yatirim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guler Yatirim is expected to be smaller as well. Please check Guler Yatirim's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Guler Yatirim's current trending patterns will revert.
Auto-correlation | 0.87 |
Very good predictability
Guler Yatirim Holding has very good predictability. Overlapping area represents the amount of predictability between Guler Yatirim time series from 21st of October 2024 to 20th of November 2024 and 20th of November 2024 to 20th 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 Guler Yatirim Holding price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Guler Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Guler Yatirim Holding lagged returns against current returns
Autocorrelation, which is Guler Yatirim 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 Guler Yatirim's stock expected returns. We can calculate the autocorrelation of Guler Yatirim returns to help us make a trade decision. For example, suppose you find that Guler Yatirim 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 |
Guler Yatirim 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 Guler Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guler Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guler Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Guler Yatirim Lagged Returns
When evaluating Guler Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guler Yatirim stock have on its future price. Guler Yatirim 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, Guler Yatirim autocorrelation shows the relationship between Guler Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Guler Yatirim Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Guler Stock
Guler Yatirim financial ratios help investors to determine whether Guler 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 Guler with respect to the benefits of owning Guler Yatirim security.