Prizma Pres (Turkey) Market Value
| PRZMA Stock | TRY 10.00 0.82 8.93% |
| Symbol | Prizma |
Prizma Pres '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 Prizma Pres' 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 Prizma Pres.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Prizma Pres on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Prizma Pres Matbaacilik or generate 0.0% return on investment in Prizma Pres over 90 days. Prizma Pres is related to or competes with Cuhadaroglu Metal, Sekerbank TAS, Bms Birlesik, Creditwest Faktoring, and Sodas Sodyum. Prizma Pres Matbaacilik Yayincilik Sanayi ve Ticaret A.S More
Prizma Pres 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 Prizma Pres' 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 Prizma Pres Matbaacilik upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.2879 | |||
| Maximum Drawdown | 6.58 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 3.87 |
Prizma Pres Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prizma Pres' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prizma Pres' standard deviation. In reality, there are many statistical measures that can use Prizma Pres historical prices to predict the future Prizma Pres' volatility.| Risk Adjusted Performance | 0.2117 | |||
| Jensen Alpha | 0.4598 | |||
| Total Risk Alpha | 0.6918 | |||
| Sortino Ratio | 0.4033 | |||
| Treynor Ratio | 4.51 |
Prizma Pres Matbaacilik Backtested Returns
Prizma Pres appears to be not too volatile, given 3 months investment horizon. Prizma Pres Matbaacilik maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the firm had a 0.26 % return per unit of risk over the last 3 months. By analyzing Prizma Pres' technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please evaluate Prizma Pres' Risk Adjusted Performance of 0.2117, coefficient of variation of 422.33, and Semi Deviation of 0.8515 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Prizma Pres holds a performance score of 20. The company holds a Beta of 0.0995, which implies not very significant fluctuations relative to the market. As returns on the market increase, Prizma Pres' returns are expected to increase less than the market. However, during the bear market, the loss of holding Prizma Pres is expected to be smaller as well. Please check Prizma Pres' total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Prizma Pres' historical price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Prizma Pres Matbaacilik has insignificant reverse predictability. Overlapping area represents the amount of predictability between Prizma Pres time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Prizma Pres Matbaacilik price movement. The serial correlation of -0.19 indicates that over 19.0% of current Prizma Pres price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
Prizma Pres Matbaacilik lagged returns against current returns
Autocorrelation, which is Prizma Pres 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 Prizma Pres' stock expected returns. We can calculate the autocorrelation of Prizma Pres returns to help us make a trade decision. For example, suppose you find that Prizma Pres 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 |
Prizma Pres 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 Prizma Pres stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prizma Pres stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prizma Pres stock over time.
Current vs Lagged Prices |
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Prizma Pres Lagged Returns
When evaluating Prizma Pres' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prizma Pres stock have on its future price. Prizma Pres 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, Prizma Pres autocorrelation shows the relationship between Prizma Pres stock current value and its past values and can show if there is a momentum factor associated with investing in Prizma Pres Matbaacilik.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Prizma Stock
Prizma Pres financial ratios help investors to determine whether Prizma 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 Prizma with respect to the benefits of owning Prizma Pres security.