Ahlatci Dogal (Turkey) Market Value
| AHGAZ Stock | 19.54 0.50 2.50% |
| Symbol | Ahlatci |
Ahlatci Dogal '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 Ahlatci Dogal'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 Ahlatci Dogal.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Ahlatci Dogal on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Ahlatci Dogal Gaz or generate 0.0% return on investment in Ahlatci Dogal over 720 days. Ahlatci Dogal is related to or competes with Bms Birlesik, Mackolik Internet, and Politeknik Metal. More
Ahlatci Dogal 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 Ahlatci Dogal'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 Ahlatci Dogal Gaz upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 9.16 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 3.04 |
Ahlatci Dogal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ahlatci Dogal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ahlatci Dogal's standard deviation. In reality, there are many statistical measures that can use Ahlatci Dogal historical prices to predict the future Ahlatci Dogal's volatility.| Risk Adjusted Performance | 0.0014 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0424 | |||
| Treynor Ratio | (0.42) |
Ahlatci Dogal Gaz Backtested Returns
Ahlatci Dogal Gaz secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Ahlatci Dogal Gaz exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ahlatci Dogal's Risk Adjusted Performance of 0.0014, mean deviation of 1.61, and Standard Deviation of 2.16 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0598, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ahlatci Dogal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ahlatci Dogal is expected to be smaller as well. At this point, Ahlatci Dogal Gaz has a negative expected return of -0.0152%. Please make sure to confirm Ahlatci Dogal's value at risk, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Ahlatci Dogal Gaz performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.35 |
Below average predictability
Ahlatci Dogal Gaz has below average predictability. Overlapping area represents the amount of predictability between Ahlatci Dogal time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st of March 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 Ahlatci Dogal Gaz price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Ahlatci Dogal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 8.77 |
Ahlatci Dogal Gaz lagged returns against current returns
Autocorrelation, which is Ahlatci Dogal 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 Ahlatci Dogal's stock expected returns. We can calculate the autocorrelation of Ahlatci Dogal returns to help us make a trade decision. For example, suppose you find that Ahlatci Dogal 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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Ahlatci Dogal 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 Ahlatci Dogal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ahlatci Dogal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ahlatci Dogal stock over time.
Current vs Lagged Prices |
| Timeline |
Ahlatci Dogal Lagged Returns
When evaluating Ahlatci Dogal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ahlatci Dogal stock have on its future price. Ahlatci Dogal 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, Ahlatci Dogal autocorrelation shows the relationship between Ahlatci Dogal stock current value and its past values and can show if there is a momentum factor associated with investing in Ahlatci Dogal Gaz.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ahlatci Stock
Ahlatci Dogal financial ratios help investors to determine whether Ahlatci 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 Ahlatci with respect to the benefits of owning Ahlatci Dogal security.