Yapi Ve (Turkey) Market Value
| YKBNK Stock | TRY 30.86 0.38 1.22% |
| Symbol | Yapi |
Yapi Ve '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 Yapi Ve'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 Yapi Ve.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Yapi Ve on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Yapi ve Kredi or generate 0.0% return on investment in Yapi Ve over 30 days. Yapi Ve is related to or competes with Pamel Yenilenebilir, Bosch Fren, Marka Yatirim, Dogus Gayrimenkul, Logo Yazilim, Prizma Pres, and Besiktas Futbol. Yapi ve Kredi Bankasi A.S., together with its subsidiaries, provides various banking products and services in the Nether... More
Yapi Ve 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 Yapi Ve'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 Yapi ve Kredi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.33 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 4.65 |
Yapi Ve Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yapi Ve's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yapi Ve's standard deviation. In reality, there are many statistical measures that can use Yapi Ve historical prices to predict the future Yapi Ve's volatility.| Risk Adjusted Performance | 0.035 | |||
| Jensen Alpha | 0.053 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2508 |
Yapi ve Kredi Backtested Returns
Yapi Ve is not too volatile at the moment. Yapi ve Kredi shows Sharpe Ratio of 0.0454, which attests that the company had a 0.0454% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Yapi ve Kredi, which you can use to evaluate the volatility of the company. Please check out Yapi Ve's Mean Deviation of 2.13, downside deviation of 2.78, and Market Risk Adjusted Performance of 0.2608 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Yapi Ve has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yapi Ve's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yapi Ve is expected to be smaller as well. Yapi ve Kredi right now maintains a risk of 2.88%. Please check out Yapi ve Kredi potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Yapi ve Kredi will be following its historical returns.
Auto-correlation | 0.59 |
Modest predictability
Yapi ve Kredi has modest predictability. Overlapping area represents the amount of predictability between Yapi Ve time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Yapi ve Kredi price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Yapi Ve price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.83 |
Yapi ve Kredi lagged returns against current returns
Autocorrelation, which is Yapi Ve 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 Yapi Ve's stock expected returns. We can calculate the autocorrelation of Yapi Ve returns to help us make a trade decision. For example, suppose you find that Yapi Ve 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 |
Yapi Ve 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 Yapi Ve stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yapi Ve stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yapi Ve stock over time.
Current vs Lagged Prices |
| Timeline |
Yapi Ve Lagged Returns
When evaluating Yapi Ve's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yapi Ve stock have on its future price. Yapi Ve 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, Yapi Ve autocorrelation shows the relationship between Yapi Ve stock current value and its past values and can show if there is a momentum factor associated with investing in Yapi ve Kredi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Yapi Stock
Yapi Ve financial ratios help investors to determine whether Yapi 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 Yapi with respect to the benefits of owning Yapi Ve security.