Kent Gida (Turkey) Market Value
| KENT Stock | TRY 950.00 39.00 3.94% |
| Symbol | Kent |
Kent Gida '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 Kent Gida'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 Kent Gida.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Kent Gida on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Kent Gida Maddeleri or generate 0.0% return on investment in Kent Gida over 90 days. Kent Gida is related to or competes with Politeknik Metal, Gentas Genel, Cuhadaroglu Metal, and Koza Anadolu. Kent Gida Maddeleri Sanayii ve Ticaret A.S More
Kent Gida 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 Kent Gida'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 Kent Gida Maddeleri upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | 0.0457 | |||
| Maximum Drawdown | 16.51 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 9.91 |
Kent Gida Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kent Gida's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kent Gida's standard deviation. In reality, there are many statistical measures that can use Kent Gida historical prices to predict the future Kent Gida's volatility.| Risk Adjusted Performance | 0.0212 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.4585 | |||
| Sortino Ratio | 0.0638 | |||
| Treynor Ratio | (0.04) |
Kent Gida Maddeleri Backtested Returns
Kent Gida Maddeleri has Sharpe Ratio of -0.0553, which conveys that the firm had a -0.0553 % return per unit of risk over the last 3 months. Kent Gida exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kent Gida's Risk Adjusted Performance of 0.0212, downside deviation of 2.38, and Mean Deviation of 2.15 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.02, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Kent Gida are expected to decrease slowly. On the other hand, during market turmoil, Kent Gida is expected to outperform it slightly. At this point, Kent Gida Maddeleri has a negative expected return of -0.17%. Please make sure to verify Kent Gida's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Kent Gida Maddeleri performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
Kent Gida Maddeleri has good reverse predictability. Overlapping area represents the amount of predictability between Kent Gida time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Kent Gida Maddeleri price movement. The serial correlation of -0.54 indicates that about 54.0% of current Kent Gida price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1119.18 |
Kent Gida Maddeleri lagged returns against current returns
Autocorrelation, which is Kent Gida 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 Kent Gida's stock expected returns. We can calculate the autocorrelation of Kent Gida returns to help us make a trade decision. For example, suppose you find that Kent Gida 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 |
Kent Gida 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 Kent Gida stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kent Gida stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kent Gida stock over time.
Current vs Lagged Prices |
| Timeline |
Kent Gida Lagged Returns
When evaluating Kent Gida's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kent Gida stock have on its future price. Kent Gida 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, Kent Gida autocorrelation shows the relationship between Kent Gida stock current value and its past values and can show if there is a momentum factor associated with investing in Kent Gida Maddeleri.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kent Stock Analysis
When running Kent Gida's price analysis, check to measure Kent Gida's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Kent Gida is operating at the current time. Most of Kent Gida's value examination focuses on studying past and present price action to predict the probability of Kent Gida's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kent Gida's price. Additionally, you may evaluate how the addition of Kent Gida to your portfolios can decrease your overall portfolio volatility.