Turkiye Garanti Bankasi Stock Market Value
| TKGBY Stock | USD 3.86 0.02 0.52% |
| Symbol | Turkiye |
Turkiye Garanti '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 Garanti's otc 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 Garanti.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Turkiye Garanti on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Turkiye Garanti Bankasi or generate 0.0% return on investment in Turkiye Garanti over 90 days. Turkiye Garanti is related to or competes with Kasikornbank Public, Hang Seng, PT Bank, Delhi Bank, Commercial International, Bank Mandiri, and BOC Hong. Turkiye Garanti Bankasi A.S. provides various banking products and services More
Turkiye Garanti 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 Garanti's otc 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 Garanti Bankasi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.68 | |||
| Information Ratio | 0.0716 | |||
| Maximum Drawdown | 13.51 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 4.34 |
Turkiye Garanti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Turkiye Garanti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turkiye Garanti's standard deviation. In reality, there are many statistical measures that can use Turkiye Garanti historical prices to predict the future Turkiye Garanti's volatility.| Risk Adjusted Performance | 0.0394 | |||
| Jensen Alpha | 0.0612 | |||
| Total Risk Alpha | 0.4584 | |||
| Sortino Ratio | 0.0561 | |||
| Treynor Ratio | (0.29) |
Turkiye Garanti Bankasi Backtested Returns
At this stage we consider Turkiye OTC Stock to be moderately volatile. Turkiye Garanti Bankasi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0372, which indicates the firm had a 0.0372 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Turkiye Garanti Bankasi, which you can use to evaluate the volatility of the company. Please validate Turkiye Garanti's Semi Deviation of 2.69, risk adjusted performance of 0.0394, and Coefficient Of Variation of 2687.37 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Turkiye Garanti has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Turkiye Garanti are expected to decrease at a much lower rate. During the bear market, Turkiye Garanti is likely to outperform the market. Turkiye Garanti Bankasi right now has a risk of 2.88%. Please validate Turkiye Garanti potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Turkiye Garanti will be following its existing price patterns.
Auto-correlation | 0.21 |
Weak predictability
Turkiye Garanti Bankasi has weak predictability. Overlapping area represents the amount of predictability between Turkiye Garanti 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 Turkiye Garanti Bankasi price movement. The serial correlation of 0.21 indicates that over 21.0% of current Turkiye Garanti price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Turkiye Garanti Bankasi lagged returns against current returns
Autocorrelation, which is Turkiye Garanti otc 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 Garanti's otc stock expected returns. We can calculate the autocorrelation of Turkiye Garanti returns to help us make a trade decision. For example, suppose you find that Turkiye Garanti has exhibited high autocorrelation historically, and you observe that the otc 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 Garanti 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 Garanti otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turkiye Garanti otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turkiye Garanti otc stock over time.
Current vs Lagged Prices |
| Timeline |
Turkiye Garanti Lagged Returns
When evaluating Turkiye Garanti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Turkiye Garanti otc stock have on its future price. Turkiye Garanti 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 Garanti autocorrelation shows the relationship between Turkiye Garanti otc stock current value and its past values and can show if there is a momentum factor associated with investing in Turkiye Garanti Bankasi.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Turkiye OTC Stock Analysis
When running Turkiye Garanti's price analysis, check to measure Turkiye Garanti'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 Garanti is operating at the current time. Most of Turkiye Garanti's value examination focuses on studying past and present price action to predict the probability of Turkiye Garanti'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 Garanti's price. Additionally, you may evaluate how the addition of Turkiye Garanti to your portfolios can decrease your overall portfolio volatility.