Marti Gayrimenkul (Turkey) Market Value
| MRGYO Stock | TRY 1.68 0.02 1.18% |
| Symbol | Marti |
Marti Gayrimenkul '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 Marti Gayrimenkul'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 Marti Gayrimenkul.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Marti Gayrimenkul on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Marti Gayrimenkul Yatirim or generate 0.0% return on investment in Marti Gayrimenkul over 30 days. Marti Gayrimenkul is related to or competes with Turkiye Petrol, Koc Holding, Turkiye Sise, Eregli Demir, Turk Telekomunikasyon, Tofas Turk, and Turkcell Iletisim. Marti Gayrimenkul Yatirim Ortakligi A.S. engages in the real estate activities in Turkey More
Marti Gayrimenkul 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 Marti Gayrimenkul'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 Marti Gayrimenkul Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | 0.1422 | |||
| Maximum Drawdown | 14.01 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 5.97 |
Marti Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marti Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marti Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Marti Gayrimenkul historical prices to predict the future Marti Gayrimenkul's volatility.| Risk Adjusted Performance | 0.1374 | |||
| Jensen Alpha | 0.4096 | |||
| Total Risk Alpha | 0.3448 | |||
| Sortino Ratio | 0.1644 | |||
| Treynor Ratio | 0.5249 |
Marti Gayrimenkul Yatirim Backtested Returns
Marti Gayrimenkul appears to be risky, given 3 months investment horizon. Marti Gayrimenkul Yatirim has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Marti Gayrimenkul, which you can use to evaluate the volatility of the firm. Please exercise Marti Gayrimenkul's Mean Deviation of 2.21, downside deviation of 2.46, and Risk Adjusted Performance of 0.1374 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marti Gayrimenkul holds a performance score of 12. The company secures a Beta (Market Risk) of 0.82, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marti Gayrimenkul's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marti Gayrimenkul is expected to be smaller as well. Please check Marti Gayrimenkul's potential upside, as well as the relationship between the accumulation distribution and period momentum indicator , to make a quick decision on whether Marti Gayrimenkul's current price movements will revert.
Auto-correlation | -0.45 |
Modest reverse predictability
Marti Gayrimenkul Yatirim has modest reverse predictability. Overlapping area represents the amount of predictability between Marti Gayrimenkul time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd 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 Marti Gayrimenkul Yatirim price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Marti Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Marti Gayrimenkul Yatirim lagged returns against current returns
Autocorrelation, which is Marti Gayrimenkul 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 Marti Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Marti Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Marti Gayrimenkul 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 |
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Marti Gayrimenkul 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 Marti Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marti Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marti Gayrimenkul stock over time.
Current vs Lagged Prices |
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Marti Gayrimenkul Lagged Returns
When evaluating Marti Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marti Gayrimenkul stock have on its future price. Marti Gayrimenkul 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, Marti Gayrimenkul autocorrelation shows the relationship between Marti Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Marti Gayrimenkul Yatirim.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in Marti Stock
Marti Gayrimenkul financial ratios help investors to determine whether Marti 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 Marti with respect to the benefits of owning Marti Gayrimenkul security.