Dinamik Isi (Turkey) Market Value
| DNISI Stock | TRY 21.96 0.78 3.43% |
| Symbol | Dinamik |
Dinamik Isi '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 Dinamik Isi'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 Dinamik Isi.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Dinamik Isi on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Dinamik Isi Makina or generate 0.0% return on investment in Dinamik Isi over 540 days. Dinamik Isi is related to or competes with Turkiye Sise, Polisan Holding, Politeknik Metal, Marshall Boya, DYO Boya, and Temapol Polimer. Dinamik Isi Makina Yalitim Malzemeleri Sanayi Ve Ticaret Anonim Sirketi engages in the manufacture and sale of insulatio... More
Dinamik Isi 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 Dinamik Isi'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 Dinamik Isi Makina upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.13 | |||
| Information Ratio | 0.1894 | |||
| Maximum Drawdown | 19.95 | |||
| Value At Risk | (6.66) | |||
| Potential Upside | 9.98 |
Dinamik Isi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dinamik Isi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dinamik Isi's standard deviation. In reality, there are many statistical measures that can use Dinamik Isi historical prices to predict the future Dinamik Isi's volatility.| Risk Adjusted Performance | 0.1731 | |||
| Jensen Alpha | 1.04 | |||
| Total Risk Alpha | 0.2471 | |||
| Sortino Ratio | 0.2443 | |||
| Treynor Ratio | 1.53 |
Dinamik Isi Makina Backtested Returns
Dinamik Isi appears to be somewhat reliable, given 3 months investment horizon. Dinamik Isi Makina secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18% return per unit of risk over the last 3 months. By reviewing Dinamik Isi's technical indicators, you can evaluate if the expected return of 0.97% is justified by implied risk. Please utilize Dinamik Isi's Downside Deviation of 4.13, mean deviation of 4.2, and Coefficient Of Variation of 464.73 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dinamik Isi holds a performance score of 14. The firm shows a Beta (market volatility) of 0.74, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dinamik Isi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dinamik Isi is expected to be smaller as well. Please check Dinamik Isi's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Dinamik Isi's price patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
Dinamik Isi Makina has below average predictability. Overlapping area represents the amount of predictability between Dinamik Isi time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st of December 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 Dinamik Isi Makina price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Dinamik Isi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 12.35 |
Dinamik Isi Makina lagged returns against current returns
Autocorrelation, which is Dinamik Isi 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 Dinamik Isi's stock expected returns. We can calculate the autocorrelation of Dinamik Isi returns to help us make a trade decision. For example, suppose you find that Dinamik Isi 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 |
Dinamik Isi 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 Dinamik Isi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dinamik Isi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dinamik Isi stock over time.
Current vs Lagged Prices |
| Timeline |
Dinamik Isi Lagged Returns
When evaluating Dinamik Isi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dinamik Isi stock have on its future price. Dinamik Isi 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, Dinamik Isi autocorrelation shows the relationship between Dinamik Isi stock current value and its past values and can show if there is a momentum factor associated with investing in Dinamik Isi Makina.
Regressed Prices |
| Timeline |
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Other Information on Investing in Dinamik Stock
Dinamik Isi financial ratios help investors to determine whether Dinamik 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 Dinamik with respect to the benefits of owning Dinamik Isi security.