Kafein Yazilim (Turkey) Market Value
| KFEIN Stock | 94.65 5.70 6.41% |
| Symbol | Kafein |
Kafein Yazilim '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 Kafein Yazilim'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 Kafein Yazilim.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Kafein Yazilim on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Kafein Yazilim or generate 0.0% return on investment in Kafein Yazilim over 30 days. Kafein Yazilim is related to or competes with Turkish Airlines, Sodas Sodyum, Cuhadaroglu Metal, Galatasaray Sportif, Gentas Genel, and Trabzonspor Sportif. More
Kafein Yazilim 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 Kafein Yazilim'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 Kafein Yazilim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.64 | |||
| Information Ratio | 0.032 | |||
| Maximum Drawdown | 19.05 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 4.91 |
Kafein Yazilim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kafein Yazilim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kafein Yazilim's standard deviation. In reality, there are many statistical measures that can use Kafein Yazilim historical prices to predict the future Kafein Yazilim's volatility.| Risk Adjusted Performance | 0.0404 | |||
| Jensen Alpha | 0.1061 | |||
| Total Risk Alpha | 0.0465 | |||
| Sortino Ratio | 0.035 | |||
| Treynor Ratio | 0.5108 |
Kafein Yazilim Backtested Returns
Kafein Yazilim appears to be very steady, given 3 months investment horizon. Kafein Yazilim has Sharpe Ratio of 0.0675, which conveys that the firm had a 0.0675% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kafein Yazilim, which you can use to evaluate the volatility of the firm. Please exercise Kafein Yazilim's Mean Deviation of 2.1, downside deviation of 2.64, and Risk Adjusted Performance of 0.0404 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kafein Yazilim holds a performance score of 5. The company secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kafein Yazilim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kafein Yazilim is expected to be smaller as well. Please check Kafein Yazilim's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Kafein Yazilim's current price movements will revert.
Auto-correlation | -0.54 |
Good reverse predictability
Kafein Yazilim has good reverse predictability. Overlapping area represents the amount of predictability between Kafein Yazilim time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th 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 Kafein Yazilim price movement. The serial correlation of -0.54 indicates that about 54.0% of current Kafein Yazilim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 7.86 |
Kafein Yazilim lagged returns against current returns
Autocorrelation, which is Kafein Yazilim 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 Kafein Yazilim's stock expected returns. We can calculate the autocorrelation of Kafein Yazilim returns to help us make a trade decision. For example, suppose you find that Kafein Yazilim 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 |
Kafein Yazilim 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 Kafein Yazilim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kafein Yazilim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kafein Yazilim stock over time.
Current vs Lagged Prices |
| Timeline |
Kafein Yazilim Lagged Returns
When evaluating Kafein Yazilim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kafein Yazilim stock have on its future price. Kafein Yazilim 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, Kafein Yazilim autocorrelation shows the relationship between Kafein Yazilim stock current value and its past values and can show if there is a momentum factor associated with investing in Kafein Yazilim.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Kafein Stock
Kafein Yazilim financial ratios help investors to determine whether Kafein 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 Kafein with respect to the benefits of owning Kafein Yazilim security.