Duran Dogan (Turkey) Market Value
| DURDO Stock | TRY 16.32 0.14 0.87% |
| Symbol | Duran |
Duran Dogan '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 Duran Dogan'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 Duran Dogan.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Duran Dogan on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Duran Dogan Basim ve or generate 0.0% return on investment in Duran Dogan over 720 days. Duran Dogan is related to or competes with Gentas Genel, Mackolik Internet, Datagate Bilgisayar, E Data, Cuhadaroglu Metal, and Sekerbank TAS. Duran Dogan Basim ve Ambalaj Sanayi A.S., together with its subsidiaries, provides packaging products in Turkey More
Duran Dogan 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 Duran Dogan'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 Duran Dogan Basim ve upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 19.96 | |||
| Value At Risk | (5.38) | |||
| Potential Upside | 9.95 |
Duran Dogan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duran Dogan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duran Dogan's standard deviation. In reality, there are many statistical measures that can use Duran Dogan historical prices to predict the future Duran Dogan's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.61) |
Duran Dogan Basim Backtested Returns
Duran Dogan Basim secures Sharpe Ratio (or Efficiency) of -0.0647, which denotes the company had a -0.0647 % return per unit of risk over the last 3 months. Duran Dogan Basim ve exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Duran Dogan's Standard Deviation of 4.22, mean deviation of 2.78, and Variance of 17.83 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, Duran Dogan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duran Dogan is expected to be smaller as well. At this point, Duran Dogan Basim has a negative expected return of -0.26%. Please make sure to confirm Duran Dogan's skewness, as well as the relationship between the day median price and relative strength index , to decide if Duran Dogan Basim performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Duran Dogan Basim ve has below average predictability. Overlapping area represents the amount of predictability between Duran Dogan time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th 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 Duran Dogan Basim price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Duran Dogan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 11.95 |
Duran Dogan Basim lagged returns against current returns
Autocorrelation, which is Duran Dogan 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 Duran Dogan's stock expected returns. We can calculate the autocorrelation of Duran Dogan returns to help us make a trade decision. For example, suppose you find that Duran Dogan 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 |
Duran Dogan 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 Duran Dogan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duran Dogan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duran Dogan stock over time.
Current vs Lagged Prices |
| Timeline |
Duran Dogan Lagged Returns
When evaluating Duran Dogan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duran Dogan stock have on its future price. Duran Dogan 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, Duran Dogan autocorrelation shows the relationship between Duran Dogan stock current value and its past values and can show if there is a momentum factor associated with investing in Duran Dogan Basim ve.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Duran Stock
Duran Dogan financial ratios help investors to determine whether Duran 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 Duran with respect to the benefits of owning Duran Dogan security.