Reysas Gayrimenkul (Turkey) Market Value
| RYGYO Stock | TRY 15.19 0.19 1.27% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Reysas Gayrimenkul on December 17, 2024 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 90 days. Reysas Gayrimenkul is related to or competes with Bms Birlesik, Cuhadaroglu Metal, Akbank TAS, Koza Anadolu, and Sekerbank TAS. 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 | 1.88 | |||
| Information Ratio | 0.0798 | |||
| Maximum Drawdown | 9.05 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 3.21 |
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 | 0.0293 | |||
| Jensen Alpha | 0.0863 | |||
| Total Risk Alpha | 0.2787 | |||
| Sortino Ratio | 0.0805 | |||
| Treynor Ratio | 0.1029 |
Reysas Gayrimenkul Backtested Returns
Reysas Gayrimenkul maintains Sharpe Ratio (i.e., Efficiency) of -0.0355, which implies the firm had a -0.0355 % return per unit of risk over the last 3 months. Reysas Gayrimenkul exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Reysas Gayrimenkul's Coefficient Of Variation of 3645.14, risk adjusted performance of 0.0293, and Semi Deviation of 1.83 to confirm the risk estimate we provide. The company holds a Beta of 0.41, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Reysas Gayrimenkul's returns are expected to increase less than the market. However, during the bear market, the loss of holding Reysas Gayrimenkul is expected to be smaller as well. At this point, Reysas Gayrimenkul has a negative expected return of -0.0641%. Please make sure to check Reysas Gayrimenkul's maximum drawdown, skewness, as well as the relationship between the Skewness and day typical price , to decide if Reysas Gayrimenkul performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Reysas Gayrimenkul Yatirim has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Reysas Gayrimenkul 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 Reysas Gayrimenkul price movement. The serial correlation of -0.75 indicates that around 75.0% of current Reysas Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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 |
| Timeline |
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 |
| Timeline |
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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.