Yayla Enerji (Turkey) Market Value
| YAYLA Stock | TRY 19.80 0.11 0.56% |
| Symbol | Yayla |
Yayla Enerji '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 Yayla Enerji'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 Yayla Enerji.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Yayla Enerji on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Yayla Enerji Uretim or generate 0.0% return on investment in Yayla Enerji over 30 days. Yayla Enerji is related to or competes with Koc Holding, Turkiye Is, Turkiye Is, Turkiye Garanti, Akbank TAS, Yapi Ve, and Turkiye Petrol. Yayla Enerji retim Turizm ve Insaat Ticaret A.S More
Yayla Enerji 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 Yayla Enerji'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 Yayla Enerji Uretim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.32 | |||
| Information Ratio | 0.1318 | |||
| Maximum Drawdown | 19.95 | |||
| Value At Risk | (4.43) | |||
| Potential Upside | 9.95 |
Yayla Enerji Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yayla Enerji's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yayla Enerji's standard deviation. In reality, there are many statistical measures that can use Yayla Enerji historical prices to predict the future Yayla Enerji's volatility.| Risk Adjusted Performance | 0.1302 | |||
| Jensen Alpha | 0.5454 | |||
| Total Risk Alpha | 0.3889 | |||
| Sortino Ratio | 0.16 | |||
| Treynor Ratio | 0.9206 |
Yayla Enerji Uretim Backtested Returns
Yayla Enerji appears to be not too volatile, given 3 months investment horizon. Yayla Enerji Uretim shows Sharpe Ratio of 0.15, which attests that the company had a 0.15 % return per unit of risk over the last 3 months. By examining Yayla Enerji's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please utilize Yayla Enerji's Downside Deviation of 3.32, mean deviation of 2.75, and Market Risk Adjusted Performance of 0.9306 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yayla Enerji holds a performance score of 12. The firm maintains a market beta of 0.62, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yayla Enerji's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yayla Enerji is expected to be smaller as well. Please check Yayla Enerji's expected short fall, as well as the relationship between the daily balance of power and market facilitation index , to make a quick decision on whether Yayla Enerji's historical returns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
Yayla Enerji Uretim has insignificant predictability. Overlapping area represents the amount of predictability between Yayla Enerji time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th of January 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 Yayla Enerji Uretim price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Yayla Enerji price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Yayla Enerji Uretim lagged returns against current returns
Autocorrelation, which is Yayla Enerji 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 Yayla Enerji's stock expected returns. We can calculate the autocorrelation of Yayla Enerji returns to help us make a trade decision. For example, suppose you find that Yayla Enerji 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 |
Yayla Enerji 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 Yayla Enerji stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yayla Enerji stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yayla Enerji stock over time.
Current vs Lagged Prices |
| Timeline |
Yayla Enerji Lagged Returns
When evaluating Yayla Enerji's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yayla Enerji stock have on its future price. Yayla Enerji 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, Yayla Enerji autocorrelation shows the relationship between Yayla Enerji stock current value and its past values and can show if there is a momentum factor associated with investing in Yayla Enerji Uretim.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Yayla Stock
Yayla Enerji financial ratios help investors to determine whether Yayla 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 Yayla with respect to the benefits of owning Yayla Enerji security.