Yunsa Yunlu (Turkey) Market Value
| YUNSA Stock | TRY 6.53 0.03 0.46% |
| Symbol | Yunsa |
Yunsa Yunlu '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 Yunsa Yunlu'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 Yunsa Yunlu.
| 07/23/2024 |
| 01/19/2025 |
If you would invest 0.00 in Yunsa Yunlu on July 23, 2024 and sell it all today you would earn a total of 0.00 from holding Yunsa Yunlu Sanayi or generate 0.0% return on investment in Yunsa Yunlu over 180 days. Yunsa Yunlu is related to or competes with Cuhadaroglu Metal, Turkiye Kalkinma, Akcansa Cimento, Creditwest Faktoring, Sodas Sodyum, Bms Birlesik, and Koza Anadolu. Ynsa Ynl Sanayi ve Ticaret A.S. provides wool fabric products in Turkey and Europe More
Yunsa Yunlu 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 Yunsa Yunlu'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 Yunsa Yunlu Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0417 | |||
| Maximum Drawdown | 13.03 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 2.67 |
Yunsa Yunlu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yunsa Yunlu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yunsa Yunlu's standard deviation. In reality, there are many statistical measures that can use Yunsa Yunlu historical prices to predict the future Yunsa Yunlu's volatility.| Risk Adjusted Performance | 0.0527 | |||
| Jensen Alpha | 0.1024 | |||
| Total Risk Alpha | 0.0577 | |||
| Sortino Ratio | 0.0455 | |||
| Treynor Ratio | 0.4491 |
Yunsa Yunlu Sanayi Backtested Returns
Yunsa Yunlu is somewhat reliable at the moment. Yunsa Yunlu Sanayi shows Sharpe Ratio of 0.063, which attests that the company had a 0.063% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Yunsa Yunlu Sanayi, which you can use to evaluate the volatility of the company. Please check out Yunsa Yunlu's Downside Deviation of 1.92, mean deviation of 1.54, and Market Risk Adjusted Performance of 0.4591 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Yunsa Yunlu has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yunsa Yunlu's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yunsa Yunlu is expected to be smaller as well. Yunsa Yunlu Sanayi right now maintains a risk of 2.12%. Please check out Yunsa Yunlu Sanayi semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Yunsa Yunlu Sanayi will be following its historical returns.
Auto-correlation | -0.54 |
Good reverse predictability
Yunsa Yunlu Sanayi has good reverse predictability. Overlapping area represents the amount of predictability between Yunsa Yunlu time series from 23rd of July 2024 to 21st of October 2024 and 21st of October 2024 to 19th 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 Yunsa Yunlu Sanayi price movement. The serial correlation of -0.54 indicates that about 54.0% of current Yunsa Yunlu price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Yunsa Yunlu Sanayi lagged returns against current returns
Autocorrelation, which is Yunsa Yunlu 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 Yunsa Yunlu's stock expected returns. We can calculate the autocorrelation of Yunsa Yunlu returns to help us make a trade decision. For example, suppose you find that Yunsa Yunlu 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 |
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Yunsa Yunlu 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 Yunsa Yunlu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yunsa Yunlu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yunsa Yunlu stock over time.
Current vs Lagged Prices |
| Timeline |
Yunsa Yunlu Lagged Returns
When evaluating Yunsa Yunlu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yunsa Yunlu stock have on its future price. Yunsa Yunlu 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, Yunsa Yunlu autocorrelation shows the relationship between Yunsa Yunlu stock current value and its past values and can show if there is a momentum factor associated with investing in Yunsa Yunlu Sanayi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Yunsa Stock
Yunsa Yunlu financial ratios help investors to determine whether Yunsa 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 Yunsa with respect to the benefits of owning Yunsa Yunlu security.