Reysas Tasimacilik (Turkey) Market Value
| RYSAS Stock | TRY 18.66 0.16 0.86% |
| Symbol | Reysas |
Reysas Tasimacilik '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 Tasimacilik'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 Tasimacilik.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Reysas Tasimacilik on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Reysas Tasimacilik ve or generate 0.0% return on investment in Reysas Tasimacilik over 90 days. Reysas Tasimacilik is related to or competes with Sodas Sodyum, Koza Anadolu, Cuhadaroglu Metal, and Akcansa Cimento. Reysas Tasimacilik ve Lojistik Ticaret A.S More
Reysas Tasimacilik 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 Tasimacilik'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 Tasimacilik ve upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0362 | |||
| Maximum Drawdown | 15.4 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 3.22 |
Reysas Tasimacilik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reysas Tasimacilik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reysas Tasimacilik's standard deviation. In reality, there are many statistical measures that can use Reysas Tasimacilik historical prices to predict the future Reysas Tasimacilik's volatility.| Risk Adjusted Performance | 0.0036 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.2951 | |||
| Treynor Ratio | 0.0366 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Reysas Tasimacilik'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.
Reysas Tasimacilik Backtested Returns
Reysas Tasimacilik maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the firm had a -0.12 % return per unit of risk over the last 3 months. Reysas Tasimacilik exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Reysas Tasimacilik's Risk Adjusted Performance of 0.0036, variance of 6.26, and Coefficient Of Variation of (30,034) to confirm the risk estimate we provide. The company holds a Beta of -0.5, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Reysas Tasimacilik are expected to decrease at a much lower rate. During the bear market, Reysas Tasimacilik is likely to outperform the market. At this point, Reysas Tasimacilik has a negative expected return of -0.25%. Please make sure to check Reysas Tasimacilik's total risk alpha, as well as the relationship between the skewness and day median price , to decide if Reysas Tasimacilik performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.21 |
Weak predictability
Reysas Tasimacilik ve has weak predictability. Overlapping area represents the amount of predictability between Reysas Tasimacilik 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 Tasimacilik price movement. The serial correlation of 0.21 indicates that over 21.0% of current Reysas Tasimacilik price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Reysas Tasimacilik lagged returns against current returns
Autocorrelation, which is Reysas Tasimacilik 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 Tasimacilik's stock expected returns. We can calculate the autocorrelation of Reysas Tasimacilik returns to help us make a trade decision. For example, suppose you find that Reysas Tasimacilik 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 |
Reysas Tasimacilik 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 Tasimacilik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reysas Tasimacilik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reysas Tasimacilik stock over time.
Current vs Lagged Prices |
| Timeline |
Reysas Tasimacilik Lagged Returns
When evaluating Reysas Tasimacilik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reysas Tasimacilik stock have on its future price. Reysas Tasimacilik 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 Tasimacilik autocorrelation shows the relationship between Reysas Tasimacilik stock current value and its past values and can show if there is a momentum factor associated with investing in Reysas Tasimacilik ve.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Reysas Stock
Reysas Tasimacilik 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 Tasimacilik security.