Arcelik As Adr Stock Market Value
| ACKAY Stock | USD 13.14 0.00 0.00% |
| Symbol | Arcelik |
Arcelik AS '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 Arcelik AS's pink sheet 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 Arcelik AS.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Arcelik AS on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Arcelik AS ADR or generate 0.0% return on investment in Arcelik AS over 30 days. Arelik Anonim Sirketi, together with its subsidiaries, produces, markets, sells, services, imports, and exports consumer... More
Arcelik AS 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 Arcelik AS's pink sheet 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 Arcelik AS ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 17.69 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 3.71 |
Arcelik AS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcelik AS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arcelik AS's standard deviation. In reality, there are many statistical measures that can use Arcelik AS historical prices to predict the future Arcelik AS's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | 0.7191 |
Arcelik AS ADR Backtested Returns
Arcelik AS ADR secures Sharpe Ratio (or Efficiency) of -0.0555, which signifies that the company had a -0.0555 % return per unit of standard deviation over the last 3 months. Arcelik AS ADR exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arcelik AS's mean deviation of 1.66, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arcelik AS are expected to decrease at a much lower rate. During the bear market, Arcelik AS is likely to outperform the market. At this point, Arcelik AS ADR has a negative expected return of -0.17%. Please make sure to confirm Arcelik AS's variance, as well as the relationship between the potential upside and day typical price , to decide if Arcelik AS ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Arcelik AS ADR has no correlation between past and present. Overlapping area represents the amount of predictability between Arcelik AS time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Arcelik AS ADR price movement. The serial correlation of 0.0 indicates that just 0.0% of current Arcelik AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arcelik AS ADR lagged returns against current returns
Autocorrelation, which is Arcelik AS pink sheet'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 Arcelik AS's pink sheet expected returns. We can calculate the autocorrelation of Arcelik AS returns to help us make a trade decision. For example, suppose you find that Arcelik AS has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Arcelik AS 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 Arcelik AS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arcelik AS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arcelik AS pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arcelik AS Lagged Returns
When evaluating Arcelik AS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arcelik AS pink sheet have on its future price. Arcelik AS 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, Arcelik AS autocorrelation shows the relationship between Arcelik AS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arcelik AS ADR.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Arcelik Pink Sheet Analysis
When running Arcelik AS's price analysis, check to measure Arcelik AS'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 Arcelik AS is operating at the current time. Most of Arcelik AS's value examination focuses on studying past and present price action to predict the probability of Arcelik AS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcelik AS's price. Additionally, you may evaluate how the addition of Arcelik AS to your portfolios can decrease your overall portfolio volatility.