Sok Marketler (Turkey) Market Value
| SOKM Stock | 39.92 0.28 0.71% |
| Symbol | Sok |
Sok Marketler '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 Sok Marketler'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 Sok Marketler.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in Sok Marketler on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Sok Marketler Ticaret or generate 0.0% return on investment in Sok Marketler over 720 days. Sok Marketler is related to or competes with Trabzon Liman, Bayrak EBT, Alkim Kagit, Federal Mogul, Atlas Menkul, Kartonsan Karton, and Cemtas Celik. More
Sok Marketler 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 Sok Marketler'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 Sok Marketler Ticaret upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 10.1 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 2.86 |
Sok Marketler Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sok Marketler's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sok Marketler's standard deviation. In reality, there are many statistical measures that can use Sok Marketler historical prices to predict the future Sok Marketler's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.29) |
Sok Marketler Ticaret Backtested Returns
Sok Marketler Ticaret owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0814, which indicates the firm had a -0.0814% return per unit of risk over the last 3 months. Sok Marketler Ticaret exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sok Marketler's Variance of 3.87, coefficient of variation of (1,131), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sok Marketler's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sok Marketler is expected to be smaller as well. At this point, Sok Marketler Ticaret has a negative expected return of -0.16%. Please make sure to validate Sok Marketler's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Sok Marketler Ticaret performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.82 |
Excellent reverse predictability
Sok Marketler Ticaret has excellent reverse predictability. Overlapping area represents the amount of predictability between Sok Marketler time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 Sok Marketler Ticaret price movement. The serial correlation of -0.82 indicates that around 82.0% of current Sok Marketler price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 77.25 |
Sok Marketler Ticaret lagged returns against current returns
Autocorrelation, which is Sok Marketler 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 Sok Marketler's stock expected returns. We can calculate the autocorrelation of Sok Marketler returns to help us make a trade decision. For example, suppose you find that Sok Marketler 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 |
Sok Marketler 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 Sok Marketler stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sok Marketler stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sok Marketler stock over time.
Current vs Lagged Prices |
| Timeline |
Sok Marketler Lagged Returns
When evaluating Sok Marketler's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sok Marketler stock have on its future price. Sok Marketler 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, Sok Marketler autocorrelation shows the relationship between Sok Marketler stock current value and its past values and can show if there is a momentum factor associated with investing in Sok Marketler Ticaret.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sok Stock Analysis
When running Sok Marketler's price analysis, check to measure Sok Marketler'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 Sok Marketler is operating at the current time. Most of Sok Marketler's value examination focuses on studying past and present price action to predict the probability of Sok Marketler's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sok Marketler's price. Additionally, you may evaluate how the addition of Sok Marketler to your portfolios can decrease your overall portfolio volatility.