Yaprak Sut (Turkey) Market Value
| YAPRK Stock | TRY 542.00 55.50 9.29% |
| Symbol | Yaprak |
Yaprak Sut '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 Yaprak Sut'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 Yaprak Sut.
| 11/28/2023 |
| 12/22/2024 |
If you would invest 0.00 in Yaprak Sut on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Yaprak Sut ve or generate 0.0% return on investment in Yaprak Sut over 390 days. Yaprak Sut is related to or competes with Akcansa Cimento, ICBC Turkey, Politeknik Metal, Trabzonspor Sportif, Bms Birlesik, Cuhadaroglu Metal, and Gentas Genel. Yaprak St ve Besi iftlikleri Sanayi ve Ticaret A.S More
Yaprak Sut 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 Yaprak Sut'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 Yaprak Sut ve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.47 | |||
| Information Ratio | 0.1264 | |||
| Maximum Drawdown | 17.88 | |||
| Value At Risk | (5.12) | |||
| Potential Upside | 7.52 |
Yaprak Sut Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yaprak Sut's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yaprak Sut's standard deviation. In reality, there are many statistical measures that can use Yaprak Sut historical prices to predict the future Yaprak Sut's volatility.| Risk Adjusted Performance | 0.115 | |||
| Jensen Alpha | 0.4964 | |||
| Total Risk Alpha | 0.3792 | |||
| Sortino Ratio | 0.1323 | |||
| Treynor Ratio | (0.69) |
Yaprak Sut ve Backtested Returns
Yaprak Sut appears to be very steady, given 3 months investment horizon. Yaprak Sut ve shows Sharpe Ratio of 0.14, which attests that the company had a 0.14% return per unit of risk over the last 3 months. By examining Yaprak Sut's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please utilize Yaprak Sut's Market Risk Adjusted Performance of (0.68), downside deviation of 3.47, and Mean Deviation of 2.52 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yaprak Sut holds a performance score of 11. The firm maintains a market beta of -0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Yaprak Sut are expected to decrease at a much lower rate. During the bear market, Yaprak Sut is likely to outperform the market. Please check Yaprak Sut's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Yaprak Sut's historical returns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
Yaprak Sut ve has insignificant predictability. Overlapping area represents the amount of predictability between Yaprak Sut time series from 28th of November 2023 to 10th of June 2024 and 10th of June 2024 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 Yaprak Sut ve price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Yaprak Sut price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 1790.75 |
Yaprak Sut ve lagged returns against current returns
Autocorrelation, which is Yaprak Sut 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 Yaprak Sut's stock expected returns. We can calculate the autocorrelation of Yaprak Sut returns to help us make a trade decision. For example, suppose you find that Yaprak Sut 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 |
Yaprak Sut 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 Yaprak Sut stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yaprak Sut stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yaprak Sut stock over time.
Current vs Lagged Prices |
| Timeline |
Yaprak Sut Lagged Returns
When evaluating Yaprak Sut's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yaprak Sut stock have on its future price. Yaprak Sut 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, Yaprak Sut autocorrelation shows the relationship between Yaprak Sut stock current value and its past values and can show if there is a momentum factor associated with investing in Yaprak Sut ve.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Yaprak Stock
Yaprak Sut financial ratios help investors to determine whether Yaprak 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 Yaprak with respect to the benefits of owning Yaprak Sut security.