Yatas Yatak (Turkey) Market Value
| YATAS Stock | TRY 29.10 0.80 2.83% |
| Symbol | Yatas |
Yatas Yatak '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 Yatas Yatak'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 Yatas Yatak.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Yatas Yatak on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Yatas Yatak ve or generate 0.0% return on investment in Yatas Yatak over 90 days. Yatas Yatak is related to or competes with Mavi Giyim, BIM Birlesik, Tofas Turk, Tekfen Holding, and Vestel Elektronik. Yatas Yatak ve Yorgan Sanayi ve Ticaret A.S., together with its subsidiaries, produces and sells bed, furniture, quilt, ... More
Yatas Yatak 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 Yatas Yatak'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 Yatas Yatak ve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.0919 | |||
| Maximum Drawdown | 12.33 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 2.83 |
Yatas Yatak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yatas Yatak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yatas Yatak's standard deviation. In reality, there are many statistical measures that can use Yatas Yatak historical prices to predict the future Yatas Yatak's volatility.| Risk Adjusted Performance | 0.0451 | |||
| Jensen Alpha | 0.1057 | |||
| Total Risk Alpha | 0.3502 | |||
| Sortino Ratio | 0.1131 | |||
| Treynor Ratio | 0.4574 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yatas Yatak's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Yatas Yatak ve Backtested Returns
Yatas Yatak is very steady at the moment. Yatas Yatak ve shows Sharpe Ratio of 0.0414, which attests that the company had a 0.0414 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Yatas Yatak ve, which you can use to evaluate the volatility of the company. Please check out Yatas Yatak's Market Risk Adjusted Performance of 0.4674, downside deviation of 1.72, and Mean Deviation of 1.65 to validate if the risk estimate we provide is consistent with the expected return of 0.0876%. Yatas Yatak has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yatas Yatak's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yatas Yatak is expected to be smaller as well. Yatas Yatak ve right now maintains a risk of 2.12%. Please check out Yatas Yatak ve semi variance, as well as the relationship between the daily balance of power and price action indicator , to decide if Yatas Yatak ve will be following its historical returns.
Auto-correlation | 0.34 |
Below average predictability
Yatas Yatak ve has below average predictability. Overlapping area represents the amount of predictability between Yatas Yatak 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 Yatas Yatak ve price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Yatas Yatak price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
Yatas Yatak ve lagged returns against current returns
Autocorrelation, which is Yatas Yatak 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 Yatas Yatak's stock expected returns. We can calculate the autocorrelation of Yatas Yatak returns to help us make a trade decision. For example, suppose you find that Yatas Yatak 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 |
Yatas Yatak 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 Yatas Yatak stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yatas Yatak stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yatas Yatak stock over time.
Current vs Lagged Prices |
| Timeline |
Yatas Yatak Lagged Returns
When evaluating Yatas Yatak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yatas Yatak stock have on its future price. Yatas Yatak 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, Yatas Yatak autocorrelation shows the relationship between Yatas Yatak stock current value and its past values and can show if there is a momentum factor associated with investing in Yatas Yatak ve.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Yatas Stock
Yatas Yatak financial ratios help investors to determine whether Yatas 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 Yatas with respect to the benefits of owning Yatas Yatak security.