AG Anadolu (Turkey) Market Value
| AGHOL Stock | TRY 335.25 3.75 1.11% |
| Symbol | AGHOL |
AG Anadolu '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 AG Anadolu'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 AG Anadolu.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in AG Anadolu on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding AG Anadolu Group or generate 0.0% return on investment in AG Anadolu over 720 days. AG Anadolu is related to or competes with Gentas Genel, Politeknik Metal, Datagate Bilgisayar, Creditwest Faktoring, Bms Birlesik, Turkiye Kalkinma, and Koza Anadolu. AG Anadolu Grubu Holding A.S., through its subsidiaries, engages in the beer, soft drinks, automotive, retailing, and ot... More
AG Anadolu 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 AG Anadolu'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 AG Anadolu Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 12.44 | |||
| Value At Risk | (3.13) | |||
| Potential Upside | 3.89 |
AG Anadolu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AG Anadolu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AG Anadolu's standard deviation. In reality, there are many statistical measures that can use AG Anadolu historical prices to predict the future AG Anadolu's volatility.| Risk Adjusted Performance | 0.046 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1782 |
AG Anadolu Group Backtested Returns
AG Anadolu Group retains Efficiency (Sharpe Ratio) of -0.0118, which signifies that the company had a -0.0118% return per unit of price deviation over the last 3 months. AG Anadolu exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AG Anadolu's Coefficient Of Variation of 1956.26, standard deviation of 2.48, and Market Risk Adjusted Performance of 0.1882 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AG Anadolu's returns are expected to increase less than the market. However, during the bear market, the loss of holding AG Anadolu is expected to be smaller as well. At this point, AG Anadolu Group has a negative expected return of -0.029%. Please make sure to confirm AG Anadolu's coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if AG Anadolu Group performance from the past will be repeated sooner or later.
Auto-correlation | 0.31 |
Below average predictability
AG Anadolu Group has below average predictability. Overlapping area represents the amount of predictability between AG Anadolu time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 AG Anadolu Group price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current AG Anadolu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 4338.22 |
AG Anadolu Group lagged returns against current returns
Autocorrelation, which is AG Anadolu 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 AG Anadolu's stock expected returns. We can calculate the autocorrelation of AG Anadolu returns to help us make a trade decision. For example, suppose you find that AG Anadolu 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 |
AG Anadolu 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 AG Anadolu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AG Anadolu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AG Anadolu stock over time.
Current vs Lagged Prices |
| Timeline |
AG Anadolu Lagged Returns
When evaluating AG Anadolu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AG Anadolu stock have on its future price. AG Anadolu 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, AG Anadolu autocorrelation shows the relationship between AG Anadolu stock current value and its past values and can show if there is a momentum factor associated with investing in AG Anadolu Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in AGHOL Stock
AG Anadolu financial ratios help investors to determine whether AGHOL 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 AGHOL with respect to the benefits of owning AG Anadolu security.