Dofer Yapi's market value is the price at which a share of Dofer Yapi trades on a public exchange. It measures the collective expectations of Dofer Yapi Malzemeleri investors about its performance. Dofer Yapi is trading at 29.40 as of the 11th of December 2024. This is a 2.39% down since the beginning of the trading day. The stock's open price was 30.12. With this module, you can estimate the performance of a buy and hold strategy of Dofer Yapi Malzemeleri and determine expected loss or profit from investing in Dofer Yapi over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.
Symbol
Dofer
Dofer Yapi '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 Dofer Yapi'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 Dofer Yapi.
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11/11/2024
No Change 0.00
0.0
In 31 days
12/11/2024
0.00
If you would invest 0.00 in Dofer Yapi on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Dofer Yapi Malzemeleri or generate 0.0% return on investment in Dofer Yapi over 30 days.
Dofer Yapi 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 Dofer Yapi'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 Dofer Yapi Malzemeleri upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dofer Yapi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dofer Yapi's standard deviation. In reality, there are many statistical measures that can use Dofer Yapi historical prices to predict the future Dofer Yapi's volatility.
Dofer Yapi Malzemeleri secures Sharpe Ratio (or Efficiency) of -0.0413, which denotes the company had a -0.0413% return per unit of risk over the last 3 months. Dofer Yapi Malzemeleri exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dofer Yapi's Standard Deviation of 2.79, variance of 7.81, and Mean Deviation of 1.93 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Dofer Yapi are expected to decrease at a much lower rate. During the bear market, Dofer Yapi is likely to outperform the market. At this point, Dofer Yapi Malzemeleri has a negative expected return of -0.12%. Please make sure to confirm Dofer Yapi's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Dofer Yapi Malzemeleri performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.4
Poor reverse predictability
Dofer Yapi Malzemeleri has poor reverse predictability. Overlapping area represents the amount of predictability between Dofer Yapi time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Dofer Yapi Malzemeleri price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Dofer Yapi price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.4
Spearman Rank Test
-0.02
Residual Average
0.0
Price Variance
0.33
Dofer Yapi Malzemeleri lagged returns against current returns
Autocorrelation, which is Dofer Yapi 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 Dofer Yapi's stock expected returns. We can calculate the autocorrelation of Dofer Yapi returns to help us make a trade decision. For example, suppose you find that Dofer Yapi 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
Dofer Yapi 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 Dofer Yapi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dofer Yapi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dofer Yapi stock over time.
Current vs Lagged Prices
Timeline
Dofer Yapi Lagged Returns
When evaluating Dofer Yapi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dofer Yapi stock have on its future price. Dofer Yapi 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, Dofer Yapi autocorrelation shows the relationship between Dofer Yapi stock current value and its past values and can show if there is a momentum factor associated with investing in Dofer Yapi Malzemeleri.
Regressed Prices
Timeline
Thematic Opportunities
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