Kuyas Yatirim (Turkey) Market Value
| KUYAS Stock | TRY 24.02 0.10 0.42% |
| Symbol | Kuyas |
Kuyas Yatirim '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 Kuyas Yatirim'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 Kuyas Yatirim.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Kuyas Yatirim on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Kuyas Yatirim AS or generate 0.0% return on investment in Kuyas Yatirim over 30 days. Kuyas Yatirim is related to or competes with Politeknik Metal, Koza Anadolu, CEO Event, Turkiye Kalkinma, Trabzonspor Sportif, and Cuhadaroglu Metal. Kuyumcukent Gayrimenkul Yatirimlari A.S. operates as a real estate development company in Turkey More
Kuyas Yatirim 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 Kuyas Yatirim'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 Kuyas Yatirim AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.2261 | |||
| Maximum Drawdown | 15.41 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 5.67 |
Kuyas Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kuyas Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kuyas Yatirim's standard deviation. In reality, there are many statistical measures that can use Kuyas Yatirim historical prices to predict the future Kuyas Yatirim's volatility.| Risk Adjusted Performance | 0.1698 | |||
| Jensen Alpha | 0.5544 | |||
| Total Risk Alpha | 0.6229 | |||
| Sortino Ratio | 0.2862 | |||
| Treynor Ratio | 1.28 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kuyas Yatirim's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kuyas Yatirim AS Backtested Returns
Kuyas Yatirim appears to be very steady, given 3 months investment horizon. Kuyas Yatirim AS has Sharpe Ratio of 0.22, which conveys that the firm had a 0.22 % return per unit of risk over the last 3 months. By analyzing Kuyas Yatirim's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please exercise Kuyas Yatirim's Mean Deviation of 1.75, downside deviation of 1.98, and Risk Adjusted Performance of 0.1698 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kuyas Yatirim holds a performance score of 16. The company secures a Beta (Market Risk) of 0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kuyas Yatirim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kuyas Yatirim is expected to be smaller as well. Please check Kuyas Yatirim's semi variance, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Kuyas Yatirim's current price movements will revert.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Kuyas Yatirim AS has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Kuyas Yatirim time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Kuyas Yatirim AS price movement. The serial correlation of -0.71 indicates that around 71.0% of current Kuyas Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Kuyas Yatirim AS lagged returns against current returns
Autocorrelation, which is Kuyas Yatirim 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 Kuyas Yatirim's stock expected returns. We can calculate the autocorrelation of Kuyas Yatirim returns to help us make a trade decision. For example, suppose you find that Kuyas Yatirim 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 |
Kuyas Yatirim 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 Kuyas Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kuyas Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kuyas Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Kuyas Yatirim Lagged Returns
When evaluating Kuyas Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kuyas Yatirim stock have on its future price. Kuyas Yatirim 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, Kuyas Yatirim autocorrelation shows the relationship between Kuyas Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Kuyas Yatirim AS.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in Kuyas Stock
Kuyas Yatirim financial ratios help investors to determine whether Kuyas 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 Kuyas with respect to the benefits of owning Kuyas Yatirim security.