Saray Matbaacilik (Turkey) Market Value
| SAMAT Stock | TRY 19.22 0.22 1.13% |
| Symbol | Saray |
Saray Matbaacilik '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 Saray Matbaacilik'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 Saray Matbaacilik.
| 04/12/2024 |
| 01/07/2025 |
If you would invest 0.00 in Saray Matbaacilik on April 12, 2024 and sell it all today you would earn a total of 0.00 from holding Saray Matbaacilik Kagitcilik or generate 0.0% return on investment in Saray Matbaacilik over 270 days. Saray Matbaacilik is related to or competes with Akcansa Cimento, Akbank TAS, Politeknik Metal, and Creditwest Faktoring. Saray Matbaacilik Kagitilik kirtasiyecilik Ticaret Ve Sanayi A.S More
Saray Matbaacilik 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 Saray Matbaacilik'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 Saray Matbaacilik Kagitcilik upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.95 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 4.14 |
Saray Matbaacilik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saray Matbaacilik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saray Matbaacilik's standard deviation. In reality, there are many statistical measures that can use Saray Matbaacilik historical prices to predict the future Saray Matbaacilik's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.6435 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Saray Matbaacilik'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.
Saray Matbaacilik Backtested Returns
Saray Matbaacilik owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0407, which indicates the firm had a -0.0407% return per unit of risk over the last 3 months. Saray Matbaacilik Kagitcilik exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saray Matbaacilik's Coefficient Of Variation of (2,455), risk adjusted performance of (0.03), and Variance of 7.12 to confirm the risk estimate we provide. The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Saray Matbaacilik are expected to decrease at a much lower rate. During the bear market, Saray Matbaacilik is likely to outperform the market. At this point, Saray Matbaacilik has a negative expected return of -0.11%. Please make sure to validate Saray Matbaacilik's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Saray Matbaacilik performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.57 |
Modest predictability
Saray Matbaacilik Kagitcilik has modest predictability. Overlapping area represents the amount of predictability between Saray Matbaacilik time series from 12th of April 2024 to 25th of August 2024 and 25th of August 2024 to 7th 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 Saray Matbaacilik price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Saray Matbaacilik price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 20.2 |
Saray Matbaacilik lagged returns against current returns
Autocorrelation, which is Saray Matbaacilik 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 Saray Matbaacilik's stock expected returns. We can calculate the autocorrelation of Saray Matbaacilik returns to help us make a trade decision. For example, suppose you find that Saray Matbaacilik 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 |
Saray Matbaacilik 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 Saray Matbaacilik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saray Matbaacilik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saray Matbaacilik stock over time.
Current vs Lagged Prices |
| Timeline |
Saray Matbaacilik Lagged Returns
When evaluating Saray Matbaacilik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saray Matbaacilik stock have on its future price. Saray Matbaacilik 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, Saray Matbaacilik autocorrelation shows the relationship between Saray Matbaacilik stock current value and its past values and can show if there is a momentum factor associated with investing in Saray Matbaacilik Kagitcilik.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Saray Stock
Saray Matbaacilik financial ratios help investors to determine whether Saray 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 Saray with respect to the benefits of owning Saray Matbaacilik security.