Reysas Gayrimenkul (Turkey) Market Value
| RYGYO Stock | TRY 14.76 0.03 0.20% |
| Symbol | Reysas |
Reysas 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 Reysas 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 Reysas Gayrimenkul.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in Reysas Gayrimenkul on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding Reysas Gayrimenkul Yatirim or generate 0.0% return on investment in Reysas Gayrimenkul over 720 days. Reysas Gayrimenkul is related to or competes with Sodas Sodyum, Politeknik Metal, Bms Birlesik, Mackolik Internet, and CEO Event. Reysas Gayrimenkul Yatirim Ortakligi A.S More
Reysas 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 Reysas 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 Reysas Gayrimenkul Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | 0.1188 | |||
| Maximum Drawdown | 15.67 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 6.65 |
Reysas Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reysas Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reysas Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Reysas Gayrimenkul historical prices to predict the future Reysas Gayrimenkul's volatility.| Risk Adjusted Performance | 0.1205 | |||
| Jensen Alpha | 0.401 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1442 | |||
| Treynor Ratio | 0.5286 |
Reysas Gayrimenkul Backtested Returns
Reysas Gayrimenkul appears to be not too volatile, given 3 months investment horizon. Reysas Gayrimenkul 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-nine technical indicators for Reysas Gayrimenkul, which you can use to evaluate the volatility of the company. Please evaluate Reysas Gayrimenkul's Risk Adjusted Performance of 0.1205, semi deviation of 2.49, and Coefficient Of Variation of 640.93 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Reysas Gayrimenkul holds a performance score of 11. The company holds a Beta of 0.97, which implies possible diversification benefits within a given portfolio. Reysas Gayrimenkul returns are very sensitive to returns on the market. As the market goes up or down, Reysas Gayrimenkul is expected to follow. Please check Reysas Gayrimenkul's maximum drawdown, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Reysas Gayrimenkul's historical price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Reysas Gayrimenkul Yatirim has good predictability. Overlapping area represents the amount of predictability between Reysas Gayrimenkul time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Reysas Gayrimenkul price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Reysas Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 8.09 |
Reysas Gayrimenkul lagged returns against current returns
Autocorrelation, which is Reysas 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 Reysas Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Reysas Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Reysas 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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Reysas 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 Reysas Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reysas Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reysas Gayrimenkul stock over time.
Current vs Lagged Prices |
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Reysas Gayrimenkul Lagged Returns
When evaluating Reysas Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reysas Gayrimenkul stock have on its future price. Reysas 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, Reysas Gayrimenkul autocorrelation shows the relationship between Reysas Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Reysas Gayrimenkul Yatirim.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in Reysas Stock
Reysas Gayrimenkul financial ratios help investors to determine whether Reysas 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 Reysas with respect to the benefits of owning Reysas Gayrimenkul security.