Turkiye Vakiflar (Turkey) Market Value

VAKBN Stock  TRY 28.38  0.88  3.20%   
Turkiye Vakiflar's market value is the price at which a share of Turkiye Vakiflar trades on a public exchange. It measures the collective expectations of Turkiye Vakiflar Bankasi investors about its performance. Turkiye Vakiflar is trading at 28.38 as of the 16th of March 2025. This is a 3.20% increase since the beginning of the trading day. The stock's open price was 27.5.
With this module, you can estimate the performance of a buy and hold strategy of Turkiye Vakiflar Bankasi and determine expected loss or profit from investing in Turkiye Vakiflar over a given investment horizon. Check out Turkiye Vakiflar Correlation, Turkiye Vakiflar Volatility and Turkiye Vakiflar Alpha and Beta module to complement your research on Turkiye Vakiflar.
Symbol

Please note, there is a significant difference between Turkiye Vakiflar's value and its price as these two are different measures arrived at by different means. Investors typically determine if Turkiye Vakiflar is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Turkiye Vakiflar'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 Vakiflar '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 Vakiflar'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 Vakiflar.
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 Vakiflar on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Turkiye Vakiflar Bankasi or generate 0.0% return on investment in Turkiye Vakiflar over 90 days. Turkiye Vakiflar is related to or competes with Turkiye Halk, Turkiye Is, Akbank TAS, Yapi Ve, and Turkiye Garanti. Trkiye Vakiflar Bankasi Trk Anonim Ortakligi, through its subsidiaries, provides corporate, commercial, small business, ... More

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

Turkiye Vakiflar Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Turkiye Vakiflar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turkiye Vakiflar's standard deviation. In reality, there are many statistical measures that can use Turkiye Vakiflar historical prices to predict the future Turkiye Vakiflar's volatility.
Hype
Prediction
LowEstimatedHigh
26.4328.3830.33
Details
Intrinsic
Valuation
LowRealHigh
27.1229.0731.02
Details
Naive
Forecast
LowNextHigh
26.8228.7830.73
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
23.5825.9328.28
Details

Turkiye Vakiflar Bankasi Backtested Returns

Turkiye Vakiflar appears to be very steady, given 3 months investment horizon. Turkiye Vakiflar Bankasi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Turkiye Vakiflar Bankasi, which you can use to evaluate the volatility of the company. Please review Turkiye Vakiflar's Semi Deviation of 1.62, risk adjusted performance of 0.1639, and Coefficient Of Variation of 549.68 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Turkiye Vakiflar holds a performance score of 15. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Turkiye Vakiflar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Turkiye Vakiflar is expected to be smaller as well. Please check Turkiye Vakiflar's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Turkiye Vakiflar's existing price patterns will revert.

Auto-correlation

    
  0.55  

Modest predictability

Turkiye Vakiflar Bankasi has modest predictability. Overlapping area represents the amount of predictability between Turkiye Vakiflar 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 Vakiflar Bankasi price movement. The serial correlation of 0.55 indicates that about 55.0% of current Turkiye Vakiflar price fluctuation can be explain by its past prices.
Correlation Coefficient0.55
Spearman Rank Test0.4
Residual Average0.0
Price Variance1.09

Turkiye Vakiflar Bankasi lagged returns against current returns

Autocorrelation, which is Turkiye Vakiflar 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 Vakiflar's stock expected returns. We can calculate the autocorrelation of Turkiye Vakiflar returns to help us make a trade decision. For example, suppose you find that Turkiye Vakiflar 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 Vakiflar 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 Vakiflar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turkiye Vakiflar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turkiye Vakiflar stock over time.
   Current vs Lagged Prices   
       Timeline  

Turkiye Vakiflar Lagged Returns

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

Thematic Opportunities

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Other Information on Investing in Turkiye Stock

Turkiye Vakiflar financial ratios help investors to determine whether Turkiye 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 Turkiye with respect to the benefits of owning Turkiye Vakiflar security.