CEO Event (Turkey) Market Value
| CEOEM Stock | 26.74 2.48 8.49% |
| Symbol | CEO |
CEO Event '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 CEO Event'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 CEO Event.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in CEO Event on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding CEO Event Medya or generate 0.0% return on investment in CEO Event over 30 days. CEO Event is related to or competes with Brisa Bridgestone, Dogus Gayrimenkul, Yesil Yapi, Kent Gida, Akenerji Elektrik, and Yatas Yatak. More
CEO Event 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 CEO Event'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 CEO Event Medya upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 19.76 | |||
| Value At Risk | (9.96) | |||
| Potential Upside | 8.02 |
CEO Event Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CEO Event's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CEO Event's standard deviation. In reality, there are many statistical measures that can use CEO Event historical prices to predict the future CEO Event's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.93) | |||
| Treynor Ratio | (0.51) |
CEO Event Medya Backtested Returns
CEO Event Medya secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13% return per unit of risk over the last 3 months. CEO Event Medya exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CEO Event's risk adjusted performance of (0.04), and Mean Deviation of 3.47 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CEO Event's returns are expected to increase less than the market. However, during the bear market, the loss of holding CEO Event is expected to be smaller as well. At this point, CEO Event Medya has a negative expected return of -0.63%. Please make sure to confirm CEO Event's maximum drawdown, as well as the relationship between the accumulation distribution and day typical price , to decide if CEO Event Medya performance from the past will be repeated in the future.
Auto-correlation | 0.36 |
Below average predictability
CEO Event Medya has below average predictability. Overlapping area represents the amount of predictability between CEO Event time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 CEO Event Medya price movement. The serial correlation of 0.36 indicates that just about 36.0% of current CEO Event price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 133.56 |
CEO Event Medya lagged returns against current returns
Autocorrelation, which is CEO Event 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 CEO Event's stock expected returns. We can calculate the autocorrelation of CEO Event returns to help us make a trade decision. For example, suppose you find that CEO Event 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 |
CEO Event 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 CEO Event stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CEO Event stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CEO Event stock over time.
Current vs Lagged Prices |
| Timeline |
CEO Event Lagged Returns
When evaluating CEO Event's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CEO Event stock have on its future price. CEO Event 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, CEO Event autocorrelation shows the relationship between CEO Event stock current value and its past values and can show if there is a momentum factor associated with investing in CEO Event Medya.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in CEO Stock
CEO Event financial ratios help investors to determine whether CEO 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 CEO with respect to the benefits of owning CEO Event security.