Yesil Yatirim (Turkey) Market Value
| YESIL Stock | TRY 1.55 0.03 1.97% |
| Symbol | Yesil |
Yesil Yatirim '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 Yesil Yatirim'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 Yesil Yatirim.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Yesil Yatirim on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Yesil Yatirim Holding or generate 0.0% return on investment in Yesil Yatirim over 90 days. Yesil Yatirim is related to or competes with Akcansa Cimento, Gentas Genel, Cuhadaroglu Metal, and Turkiye Kalkinma. Yesil Yatirim Holding Anonim Sirketi provides technical planning, programming, budgeting, project planning, and consulti... More
Yesil Yatirim 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 Yesil Yatirim'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 Yesil Yatirim Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 18.17 | |||
| Value At Risk | (6.16) | |||
| Potential Upside | 5.56 |
Yesil Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yesil Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yesil Yatirim's standard deviation. In reality, there are many statistical measures that can use Yesil Yatirim historical prices to predict the future Yesil Yatirim's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 5.49 |
Yesil Yatirim Holding Backtested Returns
Yesil Yatirim Holding shows Sharpe Ratio of -0.1, which attests that the company had a -0.1 % return per unit of risk over the last 3 months. Yesil Yatirim Holding exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yesil Yatirim's Standard Deviation of 3.65, mean deviation of 2.55, and Market Risk Adjusted Performance of 5.5 to validate the risk estimate we provide. The firm maintains a market beta of -0.0875, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yesil Yatirim are expected to decrease at a much lower rate. During the bear market, Yesil Yatirim is likely to outperform the market. At this point, Yesil Yatirim Holding has a negative expected return of -0.36%. Please make sure to check out Yesil Yatirim's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Yesil Yatirim Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
Yesil Yatirim Holding has below average predictability. Overlapping area represents the amount of predictability between Yesil Yatirim 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 Yesil Yatirim Holding price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Yesil Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Yesil Yatirim Holding lagged returns against current returns
Autocorrelation, which is Yesil Yatirim 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 Yesil Yatirim's stock expected returns. We can calculate the autocorrelation of Yesil Yatirim returns to help us make a trade decision. For example, suppose you find that Yesil Yatirim 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 |
Yesil Yatirim 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 Yesil Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yesil Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yesil Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Yesil Yatirim Lagged Returns
When evaluating Yesil Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yesil Yatirim stock have on its future price. Yesil Yatirim 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, Yesil Yatirim autocorrelation shows the relationship between Yesil Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Yesil Yatirim Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Yesil Stock
Yesil Yatirim financial ratios help investors to determine whether Yesil 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 Yesil with respect to the benefits of owning Yesil Yatirim security.