Margun Enerji's market value is the price at which a share of Margun Enerji trades on a public exchange. It measures the collective expectations of Margun Enerji Uretim investors about its performance. Margun Enerji is trading at 29.50 as of the 19th of March 2025. This is a 3.15 percent up since the beginning of the trading day. The stock's open price was 28.6. With this module, you can estimate the performance of a buy and hold strategy of Margun Enerji Uretim and determine expected loss or profit from investing in Margun Enerji over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Margun
Margun Enerji '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 Margun Enerji'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 Margun Enerji.
0.00
12/19/2024
No Change 0.00
0.0
In 2 months and 31 days
03/19/2025
0.00
If you would invest 0.00 in Margun Enerji on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Margun Enerji Uretim or generate 0.0% return on investment in Margun Enerji over 90 days.
Margun Enerji 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 Margun Enerji'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 Margun Enerji Uretim upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Margun Enerji's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Margun Enerji's standard deviation. In reality, there are many statistical measures that can use Margun Enerji historical prices to predict the future Margun Enerji's volatility.
Margun Enerji appears to be very steady, given 3 months investment horizon. Margun Enerji Uretim has Sharpe Ratio of 0.26, which conveys that the firm had a 0.26 % return per unit of risk over the last 3 months. By analyzing Margun Enerji's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please exercise Margun Enerji's Downside Deviation of 2.1, risk adjusted performance of 0.1951, and Mean Deviation of 1.98 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Margun Enerji holds a performance score of 20. The company secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Margun Enerji's returns are expected to increase less than the market. However, during the bear market, the loss of holding Margun Enerji is expected to be smaller as well. Please check Margun Enerji's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Margun Enerji's current price movements will revert.
Auto-correlation
0.85
Very good predictability
Margun Enerji Uretim has very good predictability. Overlapping area represents the amount of predictability between Margun Enerji time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Margun Enerji Uretim price movement. The serial correlation of 0.85 indicates that around 85.0% of current Margun Enerji price fluctuation can be explain by its past prices.
Correlation Coefficient
0.85
Spearman Rank Test
0.58
Residual Average
0.0
Price Variance
4.15
Margun Enerji Uretim lagged returns against current returns
Autocorrelation, which is Margun Enerji 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 Margun Enerji's stock expected returns. We can calculate the autocorrelation of Margun Enerji returns to help us make a trade decision. For example, suppose you find that Margun Enerji 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
Margun Enerji 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 Margun Enerji stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Margun Enerji stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Margun Enerji stock over time.
Current vs Lagged Prices
Timeline
Margun Enerji Lagged Returns
When evaluating Margun Enerji's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Margun Enerji stock have on its future price. Margun Enerji 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, Margun Enerji autocorrelation shows the relationship between Margun Enerji stock current value and its past values and can show if there is a momentum factor associated with investing in Margun Enerji Uretim.
Regressed Prices
Timeline
Thematic Opportunities
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