Turkiye Sise (Turkey) Market Value

SISE Stock  TRY 40.70  0.60  1.50%   
Turkiye Sise's market value is the price at which a share of Turkiye Sise trades on a public exchange. It measures the collective expectations of Turkiye Sise ve investors about its performance. Turkiye Sise is selling for under 40.70 as of the 16th of March 2025; that is 1.50 percent up since the beginning of the trading day. The stock's lowest day price was 40.0.
With this module, you can estimate the performance of a buy and hold strategy of Turkiye Sise ve and determine expected loss or profit from investing in Turkiye Sise over a given investment horizon. Check out Turkiye Sise Correlation, Turkiye Sise Volatility and Turkiye Sise Alpha and Beta module to complement your research on Turkiye Sise.
Symbol

Please note, there is a significant difference between Turkiye Sise's value and its price as these two are different measures arrived at by different means. Investors typically determine if Turkiye Sise is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Turkiye Sise's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Turkiye Sise '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 Turkiye Sise'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 Turkiye Sise.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Turkiye Sise on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Turkiye Sise ve or generate 0.0% return on investment in Turkiye Sise over 90 days. Turkiye Sise is related to or competes with Eregli Demir, Turkiye Petrol, Turkish Airlines, Ford Otomotiv, and Koc Holding. Trkiye Sise Ve Cam Fabrikalari A.S. manufactures and sells glass products in Turkey, Russia, Ukraine, Georgia, Europe, a... More

Turkiye Sise 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 Turkiye Sise'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 Turkiye Sise ve upside and downside potential and time the market with a certain degree of confidence.

Turkiye Sise Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Turkiye Sise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turkiye Sise's standard deviation. In reality, there are many statistical measures that can use Turkiye Sise historical prices to predict the future Turkiye Sise's volatility.
Hype
Prediction
LowEstimatedHigh
38.9540.7042.45
Details
Intrinsic
Valuation
LowRealHigh
38.0939.8441.59
Details
Naive
Forecast
LowNextHigh
41.2643.0044.75
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
37.1339.5141.88
Details

Turkiye Sise ve Backtested Returns

Turkiye Sise ve owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.015, which indicates the firm had a -0.015 % return per unit of risk over the last 3 months. Turkiye Sise ve exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Turkiye Sise's Risk Adjusted Performance of (0.02), coefficient of variation of (4,096), and Variance of 3.19 to confirm the risk estimate we provide. The entity has a beta of -0.0802, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Turkiye Sise are expected to decrease at a much lower rate. During the bear market, Turkiye Sise is likely to outperform the market. At this point, Turkiye Sise ve has a negative expected return of -0.0262%. Please make sure to validate Turkiye Sise's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Turkiye Sise ve performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.35  

Poor reverse predictability

Turkiye Sise ve has poor reverse predictability. Overlapping area represents the amount of predictability between Turkiye Sise time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Turkiye Sise ve price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Turkiye Sise price fluctuation can be explain by its past prices.
Correlation Coefficient-0.35
Spearman Rank Test-0.05
Residual Average0.0
Price Variance2.42

Turkiye Sise ve lagged returns against current returns

Autocorrelation, which is Turkiye Sise 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 Turkiye Sise's stock expected returns. We can calculate the autocorrelation of Turkiye Sise returns to help us make a trade decision. For example, suppose you find that Turkiye Sise 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  

Turkiye Sise 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 Turkiye Sise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turkiye Sise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turkiye Sise stock over time.
   Current vs Lagged Prices   
       Timeline  

Turkiye Sise Lagged Returns

When evaluating Turkiye Sise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Turkiye Sise stock have on its future price. Turkiye Sise 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, Turkiye Sise autocorrelation shows the relationship between Turkiye Sise stock current value and its past values and can show if there is a momentum factor associated with investing in Turkiye Sise ve.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for Turkiye Stock Analysis

When running Turkiye Sise's price analysis, check to measure Turkiye Sise's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Turkiye Sise is operating at the current time. Most of Turkiye Sise's value examination focuses on studying past and present price action to predict the probability of Turkiye Sise's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Turkiye Sise's price. Additionally, you may evaluate how the addition of Turkiye Sise to your portfolios can decrease your overall portfolio volatility.