Turkiye Vakiflar (Turkey) Market Value
| VAKBN Stock | TRY 28.38 0.88 3.20% |
| Symbol | Turkiye |
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.
| 12/16/2024 |
| 03/16/2025 |
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.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.2327 | |||
| Maximum Drawdown | 9.87 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 3.21 |
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.| Risk Adjusted Performance | 0.1639 | |||
| Jensen Alpha | 0.3654 | |||
| Total Risk Alpha | 0.5894 | |||
| Sortino Ratio | 0.2372 | |||
| Treynor Ratio | 1.84 |
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 Coefficient Of Variation of 549.68, risk adjusted performance of 0.1639, and Semi Deviation of 1.62 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 Coefficient | 0.55 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 1.09 |
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 |
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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 |
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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.