GSD Denizcilik (Turkey) Market Value
| GSDDE Stock | TRY 8.90 0.13 1.44% |
| Symbol | GSD |
GSD Denizcilik '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 GSD Denizcilik'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 GSD Denizcilik.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in GSD Denizcilik on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding GSD Denizcilik Gayrimenkul or generate 0.0% return on investment in GSD Denizcilik over 30 days. GSD Denizcilik is related to or competes with Gentas Genel, Galatasaray Sportif, Cuhadaroglu Metal, Bms Birlesik, Sodas Sodyum, and Mackolik Internet. GSD Denizcilik Gayrimenkul Insaat Sanayi ve Ticaret A.S More
GSD Denizcilik 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 GSD Denizcilik'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 GSD Denizcilik Gayrimenkul upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.61 | |||
| Information Ratio | 0.1376 | |||
| Maximum Drawdown | 19.9 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 5.14 |
GSD Denizcilik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GSD Denizcilik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GSD Denizcilik's standard deviation. In reality, there are many statistical measures that can use GSD Denizcilik historical prices to predict the future GSD Denizcilik's volatility.| Risk Adjusted Performance | 0.1304 | |||
| Jensen Alpha | 0.4353 | |||
| Total Risk Alpha | 0.3657 | |||
| Sortino Ratio | 0.1601 | |||
| Treynor Ratio | 4.42 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GSD Denizcilik's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
GSD Denizcilik Gayri Backtested Returns
GSD Denizcilik appears to be somewhat reliable, given 3 months investment horizon. GSD Denizcilik Gayri holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for GSD Denizcilik Gayri, which you can use to evaluate the volatility of the firm. Please utilize GSD Denizcilik's Market Risk Adjusted Performance of 4.43, risk adjusted performance of 0.1304, and Semi Deviation of 2.26 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GSD Denizcilik holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.099, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GSD Denizcilik's returns are expected to increase less than the market. However, during the bear market, the loss of holding GSD Denizcilik is expected to be smaller as well. Please check GSD Denizcilik's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether GSD Denizcilik's current trending patterns will revert.
Auto-correlation | -0.23 |
Weak reverse predictability
GSD Denizcilik Gayrimenkul has weak reverse predictability. Overlapping area represents the amount of predictability between GSD Denizcilik time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th 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 GSD Denizcilik Gayri price movement. The serial correlation of -0.23 indicates that over 23.0% of current GSD Denizcilik price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
GSD Denizcilik Gayri lagged returns against current returns
Autocorrelation, which is GSD Denizcilik 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 GSD Denizcilik's stock expected returns. We can calculate the autocorrelation of GSD Denizcilik returns to help us make a trade decision. For example, suppose you find that GSD Denizcilik 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 |
GSD Denizcilik 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 GSD Denizcilik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GSD Denizcilik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GSD Denizcilik stock over time.
Current vs Lagged Prices |
| Timeline |
GSD Denizcilik Lagged Returns
When evaluating GSD Denizcilik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GSD Denizcilik stock have on its future price. GSD Denizcilik 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, GSD Denizcilik autocorrelation shows the relationship between GSD Denizcilik stock current value and its past values and can show if there is a momentum factor associated with investing in GSD Denizcilik Gayrimenkul.
Regressed Prices |
| Timeline |
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Other Information on Investing in GSD Stock
GSD Denizcilik financial ratios help investors to determine whether GSD 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 GSD with respect to the benefits of owning GSD Denizcilik security.