Peker Gayrimenkul (Turkey) Market Value
| PEKGY Stock | 1.51 0.02 1.34% |
| Symbol | Peker |
Peker 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 Peker 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 Peker Gayrimenkul.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Peker Gayrimenkul on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Peker Gayrimenkul Yatirim or generate 0.0% return on investment in Peker Gayrimenkul over 60 days. Peker Gayrimenkul is related to or competes with Cuhadaroglu Metal, Gentas Genel, Mackolik Internet, Bms Birlesik, Akcansa Cimento, Trabzonspor Sportif, and E Data. More
Peker 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 Peker 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 Peker Gayrimenkul Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.89 | |||
| Information Ratio | 0.1411 | |||
| Maximum Drawdown | 17.89 | |||
| Value At Risk | (4.27) | |||
| Potential Upside | 8.33 |
Peker Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peker Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peker Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Peker Gayrimenkul historical prices to predict the future Peker Gayrimenkul's volatility.| Risk Adjusted Performance | 0.1274 | |||
| Jensen Alpha | 0.4908 | |||
| Total Risk Alpha | 0.4332 | |||
| Sortino Ratio | 0.1633 | |||
| Treynor Ratio | (0.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Peker Gayrimenkul'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.
Peker Gayrimenkul Yatirim Backtested Returns
Peker Gayrimenkul appears to be dangerous, given 3 months investment horizon. Peker Gayrimenkul Yatirim maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. By analyzing Peker Gayrimenkul's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please evaluate Peker Gayrimenkul's Coefficient Of Variation of 676.89, risk adjusted performance of 0.1274, and Semi Deviation of 2.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Peker Gayrimenkul holds a performance score of 11. The company holds a Beta of -0.55, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Peker Gayrimenkul are expected to decrease at a much lower rate. During the bear market, Peker Gayrimenkul is likely to outperform the market. Please check Peker Gayrimenkul's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Peker Gayrimenkul's historical price patterns will revert.
Auto-correlation | -0.38 |
Poor reverse predictability
Peker Gayrimenkul Yatirim has poor reverse predictability. Overlapping area represents the amount of predictability between Peker Gayrimenkul time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Peker Gayrimenkul Yatirim price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Peker Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Peker Gayrimenkul Yatirim lagged returns against current returns
Autocorrelation, which is Peker 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 Peker Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Peker Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Peker 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 |
| Timeline |
Peker 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 Peker Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peker Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peker Gayrimenkul stock over time.
Current vs Lagged Prices |
| Timeline |
Peker Gayrimenkul Lagged Returns
When evaluating Peker Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peker Gayrimenkul stock have on its future price. Peker 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, Peker Gayrimenkul autocorrelation shows the relationship between Peker Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Peker Gayrimenkul Yatirim.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Peker Stock
Peker Gayrimenkul financial ratios help investors to determine whether Peker 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 Peker with respect to the benefits of owning Peker Gayrimenkul security.