Ral Yatirim (Turkey) Market Value
| RALYH Stock | 281.25 4.25 1.53% |
| Symbol | Ral |
Ral 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 Ral 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 Ral Yatirim.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Ral Yatirim on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Ral Yatirim Holding or generate 0.0% return on investment in Ral Yatirim over 30 days. Ral Yatirim is related to or competes with Bms Birlesik, Koza Anadolu, Cuhadaroglu Metal, Gentas Genel, E Data, Turkish Airlines, and Politeknik Metal. More
Ral 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 Ral 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 Ral Yatirim Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.94 | |||
| Information Ratio | 0.1568 | |||
| Maximum Drawdown | 16.6 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 6.28 |
Ral Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ral Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ral Yatirim's standard deviation. In reality, there are many statistical measures that can use Ral Yatirim historical prices to predict the future Ral Yatirim's volatility.| Risk Adjusted Performance | 0.1419 | |||
| Jensen Alpha | 0.4865 | |||
| Total Risk Alpha | 0.4122 | |||
| Sortino Ratio | 0.1564 | |||
| Treynor Ratio | (0.98) |
Ral Yatirim Holding Backtested Returns
Ral Yatirim appears to be very steady, given 3 months investment horizon. Ral Yatirim Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ral Yatirim Holding, which you can use to evaluate the volatility of the company. Please evaluate Ral Yatirim's Semi Deviation of 2.24, risk adjusted performance of 0.1419, and Coefficient Of Variation of 601.16 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ral Yatirim holds a performance score of 11. The company holds a Beta of -0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ral Yatirim are expected to decrease at a much lower rate. During the bear market, Ral Yatirim is likely to outperform the market. Please check Ral Yatirim's maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to make a quick decision on whether Ral Yatirim's historical price patterns will revert.
Auto-correlation | 0.04 |
Virtually no predictability
Ral Yatirim Holding has virtually no predictability. Overlapping area represents the amount of predictability between Ral Yatirim time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 Ral Yatirim Holding price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Ral Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 51.95 |
Ral Yatirim Holding lagged returns against current returns
Autocorrelation, which is Ral 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 Ral Yatirim's stock expected returns. We can calculate the autocorrelation of Ral Yatirim returns to help us make a trade decision. For example, suppose you find that Ral 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 |
Ral 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 Ral Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ral Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ral Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Ral Yatirim Lagged Returns
When evaluating Ral Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ral Yatirim stock have on its future price. Ral 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, Ral Yatirim autocorrelation shows the relationship between Ral Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Ral Yatirim Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ral Stock
Ral Yatirim financial ratios help investors to determine whether Ral 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 Ral with respect to the benefits of owning Ral Yatirim security.