Anadolu Efes Biracilik Stock Market Value
| AEBZY Stock | USD 1.23 0.01 0.81% |
| Symbol | Anadolu |
Anadolu Efes '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 Anadolu Efes' 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 Anadolu Efes.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Anadolu Efes on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Anadolu Efes Biracilik or generate 0.0% return on investment in Anadolu Efes over 30 days. Anadolu Efes is related to or competes with Barfresh Food, and Zevia Pbc. Anadolu Efes Biracilik ve Malt Sanayii Anonim Sirketi, together with its subsidiaries, engages in the production, bottli... More
Anadolu Efes 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 Anadolu Efes' 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 Anadolu Efes Biracilik upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 13.27 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 4.59 |
Anadolu Efes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anadolu Efes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anadolu Efes' standard deviation. In reality, there are many statistical measures that can use Anadolu Efes historical prices to predict the future Anadolu Efes' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | (0.25) |
Anadolu Efes Biracilik Backtested Returns
Anadolu Efes Biracilik secures Sharpe Ratio (or Efficiency) of -0.0354, which signifies that the company had a -0.0354% return per unit of standard deviation over the last 3 months. Anadolu Efes Biracilik exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anadolu Efes' mean deviation of 2.38, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anadolu Efes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Anadolu Efes is expected to be smaller as well. At this point, Anadolu Efes Biracilik has a negative expected return of -0.11%. Please make sure to confirm Anadolu Efes' jensen alpha, as well as the relationship between the kurtosis and price action indicator , to decide if Anadolu Efes Biracilik performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
Anadolu Efes Biracilik has virtually no predictability. Overlapping area represents the amount of predictability between Anadolu Efes time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 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 Anadolu Efes Biracilik price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Anadolu Efes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Anadolu Efes Biracilik lagged returns against current returns
Autocorrelation, which is Anadolu Efes 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 Anadolu Efes' pink sheet expected returns. We can calculate the autocorrelation of Anadolu Efes returns to help us make a trade decision. For example, suppose you find that Anadolu Efes 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 |
Anadolu Efes 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 Anadolu Efes pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anadolu Efes pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anadolu Efes pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Anadolu Efes Lagged Returns
When evaluating Anadolu Efes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anadolu Efes pink sheet have on its future price. Anadolu Efes 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, Anadolu Efes autocorrelation shows the relationship between Anadolu Efes pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Anadolu Efes Biracilik.
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 Anadolu Pink Sheet Analysis
When running Anadolu Efes' price analysis, check to measure Anadolu Efes' 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 Anadolu Efes is operating at the current time. Most of Anadolu Efes' value examination focuses on studying past and present price action to predict the probability of Anadolu Efes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anadolu Efes' price. Additionally, you may evaluate how the addition of Anadolu Efes to your portfolios can decrease your overall portfolio volatility.