Gubre Fabrikalari (Turkey) Market Value
| GUBRF Stock | TRY 278.75 2.25 0.80% |
| Symbol | Gubre |
Gubre Fabrikalari '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 Gubre Fabrikalari'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 Gubre Fabrikalari.
| 12/30/2023 |
| 12/24/2024 |
If you would invest 0.00 in Gubre Fabrikalari on December 30, 2023 and sell it all today you would earn a total of 0.00 from holding Gubre Fabrikalari TAS or generate 0.0% return on investment in Gubre Fabrikalari over 360 days. Gubre Fabrikalari is related to or competes with Ege Endustri, Bosch Fren, Dogus Otomotiv, Nuh Cimento, Federal Mogul, Iskenderun Demir, and Turk Tuborg. Gbre Fabrikalari T.A.S., together with its subsidiaries, produces and markets chemical fertilizers and fertilizer raw ma... More
Gubre Fabrikalari 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 Gubre Fabrikalari'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 Gubre Fabrikalari TAS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.73 | |||
| Information Ratio | 0.1989 | |||
| Maximum Drawdown | 13.63 | |||
| Value At Risk | (3.13) | |||
| Potential Upside | 5.02 |
Gubre Fabrikalari Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gubre Fabrikalari's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gubre Fabrikalari's standard deviation. In reality, there are many statistical measures that can use Gubre Fabrikalari historical prices to predict the future Gubre Fabrikalari's volatility.| Risk Adjusted Performance | 0.1743 | |||
| Jensen Alpha | 0.5685 | |||
| Total Risk Alpha | 0.4865 | |||
| Sortino Ratio | 0.1991 | |||
| Treynor Ratio | (6.20) |
Gubre Fabrikalari TAS Backtested Returns
Gubre Fabrikalari appears to be very steady, given 3 months investment horizon. Gubre Fabrikalari TAS holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2% return per unit of standard deviation over the last 3 months. By evaluating Gubre Fabrikalari's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize Gubre Fabrikalari's market risk adjusted performance of (6.19), and Risk Adjusted Performance of 0.1743 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gubre Fabrikalari holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of -0.0914, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gubre Fabrikalari are expected to decrease at a much lower rate. During the bear market, Gubre Fabrikalari is likely to outperform the market. Please check Gubre Fabrikalari's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Gubre Fabrikalari's current trending patterns will revert.
Auto-correlation | -0.28 |
Weak reverse predictability
Gubre Fabrikalari TAS has weak reverse predictability. Overlapping area represents the amount of predictability between Gubre Fabrikalari time series from 30th of December 2023 to 27th of June 2024 and 27th of June 2024 to 24th 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 Gubre Fabrikalari TAS price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Gubre Fabrikalari price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1125.7 |
Gubre Fabrikalari TAS lagged returns against current returns
Autocorrelation, which is Gubre Fabrikalari 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 Gubre Fabrikalari's stock expected returns. We can calculate the autocorrelation of Gubre Fabrikalari returns to help us make a trade decision. For example, suppose you find that Gubre Fabrikalari 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 |
Gubre Fabrikalari 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 Gubre Fabrikalari stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gubre Fabrikalari stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gubre Fabrikalari stock over time.
Current vs Lagged Prices |
| Timeline |
Gubre Fabrikalari Lagged Returns
When evaluating Gubre Fabrikalari's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gubre Fabrikalari stock have on its future price. Gubre Fabrikalari 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, Gubre Fabrikalari autocorrelation shows the relationship between Gubre Fabrikalari stock current value and its past values and can show if there is a momentum factor associated with investing in Gubre Fabrikalari TAS.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in Gubre Stock
Gubre Fabrikalari financial ratios help investors to determine whether Gubre 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 Gubre with respect to the benefits of owning Gubre Fabrikalari security.