Kent Gida (Turkey) Market Value
| KENT Stock | TRY 888.00 30.50 3.32% |
| 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.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Kent Gida on February 2, 2025 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 30 days. Kent Gida is related to or competes with Galatasaray Sportif, Politeknik Metal, Mackolik Internet, Silverline Endustri, Creditwest Faktoring, and Gentas Genel. 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 | 2.23 | |||
| Information Ratio | 0.0862 | |||
| Maximum Drawdown | 16.51 | |||
| Value At Risk | (3.34) | |||
| 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 | 0.0614 | |||
| Jensen Alpha | 0.2132 | |||
| Total Risk Alpha | 0.5174 | |||
| Sortino Ratio | 0.1338 | |||
| Treynor Ratio | (0.59) |
Kent Gida Maddeleri Backtested Returns
Kent Gida appears to be very steady, given 3 months investment horizon. Kent Gida Maddeleri has Sharpe Ratio of 0.0884, which conveys that the firm had a 0.0884 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kent Gida, which you can use to evaluate the volatility of the firm. Please exercise Kent Gida's Downside Deviation of 2.23, risk adjusted performance of 0.0614, and Mean Deviation of 2.31 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kent Gida holds a performance score of 6. The company secures a Beta (Market Risk) of -0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kent Gida are expected to decrease at a much lower rate. During the bear market, Kent Gida is likely to outperform the market. Please check Kent Gida's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Kent Gida's current price movements will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Kent Gida Maddeleri has weak reverse predictability. Overlapping area represents the amount of predictability between Kent Gida time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 -0.24 indicates that over 24.0% of current Kent Gida price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 76.99 |
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 |
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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.