Albaraka Turk (Turkey) Market Value
| ALBRK Stock | TRY 6.58 0.16 2.37% |
| Symbol | Albaraka |
Albaraka Turk '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 Albaraka Turk'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 Albaraka Turk.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in Albaraka Turk on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding Albaraka Turk Katilim or generate 0.0% return on investment in Albaraka Turk over 720 days. Albaraka Turk is related to or competes with Turkiye Halk, Turkiye Is, Akbank TAS, Yapi Ve, and Turkiye Garanti. Albaraka Trk Katilim Bankasi A.S. provides various banking products and services More
Albaraka Turk 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 Albaraka Turk'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 Albaraka Turk Katilim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.1205 | |||
| Maximum Drawdown | 11.01 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.7 |
Albaraka Turk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Albaraka Turk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Albaraka Turk's standard deviation. In reality, there are many statistical measures that can use Albaraka Turk historical prices to predict the future Albaraka Turk's volatility.| Risk Adjusted Performance | 0.0958 | |||
| Jensen Alpha | 0.2361 | |||
| Total Risk Alpha | 0.2334 | |||
| Sortino Ratio | 0.1299 | |||
| Treynor Ratio | 0.7635 |
Albaraka Turk Katilim Backtested Returns
Albaraka Turk appears to be somewhat reliable, given 3 months investment horizon. Albaraka Turk Katilim secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Albaraka Turk Katilim, which you can use to evaluate the volatility of the firm. Please makes use of Albaraka Turk's risk adjusted performance of 0.0958, and Mean Deviation of 1.47 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Albaraka Turk holds a performance score of 10. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Albaraka Turk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Albaraka Turk is expected to be smaller as well. Please check Albaraka Turk's coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Albaraka Turk's price patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
Albaraka Turk Katilim has modest predictability. Overlapping area represents the amount of predictability between Albaraka Turk time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th of February 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 Albaraka Turk Katilim price movement. The serial correlation of 0.55 indicates that about 55.0% of current Albaraka Turk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.68 |
Albaraka Turk Katilim lagged returns against current returns
Autocorrelation, which is Albaraka Turk 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 Albaraka Turk's stock expected returns. We can calculate the autocorrelation of Albaraka Turk returns to help us make a trade decision. For example, suppose you find that Albaraka Turk 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 |
Albaraka Turk 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 Albaraka Turk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Albaraka Turk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Albaraka Turk stock over time.
Current vs Lagged Prices |
| Timeline |
Albaraka Turk Lagged Returns
When evaluating Albaraka Turk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Albaraka Turk stock have on its future price. Albaraka Turk 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, Albaraka Turk autocorrelation shows the relationship between Albaraka Turk stock current value and its past values and can show if there is a momentum factor associated with investing in Albaraka Turk Katilim.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Albaraka Stock
Albaraka Turk financial ratios help investors to determine whether Albaraka 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 Albaraka with respect to the benefits of owning Albaraka Turk security.