Is Gayrimenkul (Turkey) Market Value
| ISGYO Stock | TRY 19.42 0.74 3.67% |
| Symbol | ISGYO |
Is Gayrimenkul '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 Is Gayrimenkul'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 Is Gayrimenkul.
| 11/28/2023 |
| 12/22/2024 |
If you would invest 0.00 in Is Gayrimenkul on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Is Gayrimenkul Yatirim or generate 0.0% return on investment in Is Gayrimenkul over 390 days. Is Gayrimenkul is related to or competes with Silverline Endustri, Cuhadaroglu Metal, Koza Anadolu, Bms Birlesik, E Data, Turkish Airlines, and Akbank TAS. Is REIT is focused on assuring the optimum risk versus return balance for its investors on the back of a diversified and... More
Is Gayrimenkul 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 Is Gayrimenkul'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 Is Gayrimenkul Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.0714 | |||
| Maximum Drawdown | 13.18 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 3.98 |
Is Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Is Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Is Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Is Gayrimenkul historical prices to predict the future Is Gayrimenkul's volatility.| Risk Adjusted Performance | 0.0737 | |||
| Jensen Alpha | 0.1887 | |||
| Total Risk Alpha | 0.1286 | |||
| Sortino Ratio | 0.0741 | |||
| Treynor Ratio | 0.5105 |
Is Gayrimenkul Yatirim Backtested Returns
Is Gayrimenkul is not too volatile at the moment. Is Gayrimenkul Yatirim retains Efficiency (Sharpe Ratio) of 0.0562, which attests that the entity had a 0.0562% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Is Gayrimenkul, which you can use to evaluate the volatility of the firm. Please check out Is Gayrimenkul's Semi Deviation of 2.09, market risk adjusted performance of 0.5205, and Standard Deviation of 2.45 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Is Gayrimenkul has a performance score of 4 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Is Gayrimenkul's returns are expected to increase less than the market. However, during the bear market, the loss of holding Is Gayrimenkul is expected to be smaller as well. Is Gayrimenkul Yatirim now owns a risk of 2.44%. Please check out Is Gayrimenkul Yatirim potential upside, and the relationship between the jensen alpha and accumulation distribution , to decide if Is Gayrimenkul Yatirim will be following its current price history.
Auto-correlation | -0.26 |
Weak reverse predictability
Is Gayrimenkul Yatirim has weak reverse predictability. Overlapping area represents the amount of predictability between Is Gayrimenkul time series from 28th of November 2023 to 10th of June 2024 and 10th of June 2024 to 22nd 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 Is Gayrimenkul Yatirim price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Is Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 2.54 |
Is Gayrimenkul Yatirim lagged returns against current returns
Autocorrelation, which is Is Gayrimenkul 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 Is Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Is Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Is Gayrimenkul 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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Is Gayrimenkul 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 Is Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Is Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Is Gayrimenkul stock over time.
Current vs Lagged Prices |
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Is Gayrimenkul Lagged Returns
When evaluating Is Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Is Gayrimenkul stock have on its future price. Is Gayrimenkul 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, Is Gayrimenkul autocorrelation shows the relationship between Is Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Is Gayrimenkul Yatirim.
Regressed Prices |
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Other Information on Investing in ISGYO Stock
Is Gayrimenkul financial ratios help investors to determine whether ISGYO 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 ISGYO with respect to the benefits of owning Is Gayrimenkul security.