Marti Gayrimenkul (Turkey) Volatility
| MRGYO Stock | TRY 1.79 0.05 2.72% |
Marti Gayrimenkul appears to be very risky, given 3 months investment horizon. Marti Gayrimenkul Yatirim has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. By analyzing Marti Gayrimenkul's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please exercise Marti Gayrimenkul's Downside Deviation of 2.68, mean deviation of 2.28, and Risk Adjusted Performance of 0.1265 to check out if our risk estimates are consistent with your expectations. Key indicators related to Marti Gayrimenkul's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Marti Gayrimenkul Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Marti daily returns, and it is calculated using variance and standard deviation. We also use Marti's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Marti Gayrimenkul volatility.
Marti |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Marti Gayrimenkul at lower prices. For example, an investor can purchase Marti stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with Marti Stock
| 0.75 | ISYAT | Is Yatirim Ortakligi | PairCorr |
| 0.93 | HDFGS | Hedef Girisim Sermayesi | PairCorr |
| 0.7 | EUKYO | Euro Kapital Yatirim | PairCorr |
| 0.82 | ATLAS | Atlas Menkul Kiymetler | PairCorr |
| 0.68 | VKFYO | Vakif Menkul Kiymet | PairCorr |
| 0.92 | ENJSA | Enerjisa Enerji AS | PairCorr |
Moving against Marti Stock
Marti Gayrimenkul Market Sensitivity And Downside Risk
Marti Gayrimenkul's beta coefficient measures the volatility of Marti stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Marti stock's returns against your selected market. In other words, Marti Gayrimenkul's beta of -0.0755 provides an investor with an approximation of how much risk Marti Gayrimenkul stock can potentially add to one of your existing portfolios. Marti Gayrimenkul Yatirim currently demonstrates below-average downside deviation. It has Information Ratio of 0.14 and Jensen Alpha of 0.43. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Marti Gayrimenkul's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Marti Gayrimenkul's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Marti Gayrimenkul Yatirim Demand TrendCheck current 90 days Marti Gayrimenkul correlation with market (Dow Jones Industrial)Marti Beta |
Marti standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 3.0 |
It is essential to understand the difference between upside risk (as represented by Marti Gayrimenkul's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Marti Gayrimenkul's daily returns or price. Since the actual investment returns on holding a position in marti stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Marti Gayrimenkul.
Marti Gayrimenkul Yatirim Stock Volatility Analysis
Volatility refers to the frequency at which Marti Gayrimenkul stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Marti Gayrimenkul's price changes. Investors will then calculate the volatility of Marti Gayrimenkul's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Marti Gayrimenkul's volatility:
Historical Volatility
This type of stock volatility measures Marti Gayrimenkul's fluctuations based on previous trends. It's commonly used to predict Marti Gayrimenkul's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Marti Gayrimenkul's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Marti Gayrimenkul's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Marti Gayrimenkul Yatirim Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Marti Gayrimenkul Projected Return Density Against Market
Assuming the 90 days trading horizon Marti Gayrimenkul Yatirim has a beta of -0.0755 . This indicates as returns on the benchmark increase, returns on holding Marti Gayrimenkul are expected to decrease at a much lower rate. During a bear market, however, Marti Gayrimenkul Yatirim is likely to outperform the market.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Marti Gayrimenkul or Equity Real Estate Investment Trusts (REITs) sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Marti Gayrimenkul's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Marti stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Marti Gayrimenkul Yatirim has an alpha of 0.4252, implying that it can generate a 0.43 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Marti Gayrimenkul Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Marti Gayrimenkul Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Marti Gayrimenkul is 600.05. The daily returns are distributed with a variance of 8.99 and standard deviation of 3.0. The mean deviation of Marti Gayrimenkul Yatirim is currently at 2.33. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | 0.43 | |
β | Beta against Dow Jones | -0.08 | |
σ | Overall volatility | 3.00 | |
Ir | Information ratio | 0.14 |
Marti Gayrimenkul Stock Return Volatility
Marti Gayrimenkul historical daily return volatility represents how much of Marti Gayrimenkul stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 2.9978% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8019% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Marti Gayrimenkul Volatility
Volatility is a rate at which the price of Marti Gayrimenkul or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Marti Gayrimenkul may increase or decrease. In other words, similar to Marti's beta indicator, it measures the risk of Marti Gayrimenkul and helps estimate the fluctuations that may happen in a short period of time. So if prices of Marti Gayrimenkul fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.Marti Gayrimenkul Yatirim Ortakligi A.S. engages in the real estate activities in Turkey. Marti Gayrimenkul Yatirim Ortakligi A.S. was founded in 1967 and is headquartered in Istanbul, Turkey. MARTI GMYO operates under REITDiversified classification in Turkey and is traded on Istanbul Stock Exchange. It employs 16 people.
Marti Gayrimenkul's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Marti Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Marti Gayrimenkul's price varies over time.
3 ways to utilize Marti Gayrimenkul's volatility to invest better
Higher Marti Gayrimenkul's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Marti Gayrimenkul Yatirim stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Marti Gayrimenkul Yatirim stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Marti Gayrimenkul Yatirim investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Marti Gayrimenkul's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Marti Gayrimenkul's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Marti Gayrimenkul Investment Opportunity
Marti Gayrimenkul Yatirim has a volatility of 3.0 and is 3.75 times more volatile than Dow Jones Industrial. 26 percent of all equities and portfolios are less risky than Marti Gayrimenkul. You can use Marti Gayrimenkul Yatirim to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Marti Gayrimenkul to be traded at 1.7184 in 90 days.Good diversification
The correlation between Marti Gayrimenkul Yatirim and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Marti Gayrimenkul Yatirim and DJI in the same portfolio, assuming nothing else is changed.
Marti Gayrimenkul Additional Risk Indicators
The analysis of Marti Gayrimenkul's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Marti Gayrimenkul's investment and either accepting that risk or mitigating it. Along with some common measures of Marti Gayrimenkul stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.1265 | |||
| Market Risk Adjusted Performance | (5.62) | |||
| Mean Deviation | 2.28 | |||
| Semi Deviation | 2.24 | |||
| Downside Deviation | 2.68 | |||
| Coefficient Of Variation | 674.92 | |||
| Standard Deviation | 2.94 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Marti Gayrimenkul Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Marti Gayrimenkul as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Marti Gayrimenkul's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Marti Gayrimenkul's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Marti Gayrimenkul Yatirim.
Complementary Tools for Marti Stock analysis
When running Marti Gayrimenkul's price analysis, check to measure Marti Gayrimenkul's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Marti Gayrimenkul is operating at the current time. Most of Marti Gayrimenkul's value examination focuses on studying past and present price action to predict the probability of Marti Gayrimenkul's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marti Gayrimenkul's price. Additionally, you may evaluate how the addition of Marti Gayrimenkul to your portfolios can decrease your overall portfolio volatility.
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