Emlak Konut (Turkey) Market Value
| EKGYO Stock | TRY 12.07 0.86 7.67% |
| Symbol | Emlak |
Emlak Konut '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 Emlak Konut'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 Emlak Konut.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Emlak Konut on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Emlak Konut Gayrimenkul or generate 0.0% return on investment in Emlak Konut over 30 days. Emlak Konut is related to or competes with Brisa Bridgestone, Dogus Gayrimenkul, Kent Gida, Akenerji Elektrik, Yatas Yatak, Gedik Yatirim, and Hitit Bilgisayar. In 1953, a mentality that would lead the urbanization efforts of a country and improve the peoples life quality was born More
Emlak Konut 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 Emlak Konut'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 Emlak Konut Gayrimenkul upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.72 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 13.38 | |||
| Value At Risk | (5.71) | |||
| Potential Upside | 4.54 |
Emlak Konut Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emlak Konut's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emlak Konut's standard deviation. In reality, there are many statistical measures that can use Emlak Konut historical prices to predict the future Emlak Konut's volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | 0.0799 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 1.64 |
Emlak Konut Gayrimenkul Backtested Returns
Emlak Konut is somewhat reliable at the moment. Emlak Konut Gayrimenkul secures Sharpe Ratio (or Efficiency) of 0.043, which denotes the company had a 0.043% return per unit of risk over the last 3 months. We have found thirty technical indicators for Emlak Konut Gayrimenkul, which you can use to evaluate the volatility of the firm. Please confirm Emlak Konut's Downside Deviation of 3.72, coefficient of variation of 3311.91, and Mean Deviation of 2.44 to check if the risk estimate we provide is consistent with the expected return of 0.14%. Emlak Konut has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0519, which means not very significant fluctuations relative to the market. As returns on the market increase, Emlak Konut's returns are expected to increase less than the market. However, during the bear market, the loss of holding Emlak Konut is expected to be smaller as well. Emlak Konut Gayrimenkul right now shows a risk of 3.17%. Please confirm Emlak Konut Gayrimenkul downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Emlak Konut Gayrimenkul will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Emlak Konut Gayrimenkul has insignificant reverse predictability. Overlapping area represents the amount of predictability between Emlak Konut 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 Emlak Konut Gayrimenkul price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Emlak Konut price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Emlak Konut Gayrimenkul lagged returns against current returns
Autocorrelation, which is Emlak Konut 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 Emlak Konut's stock expected returns. We can calculate the autocorrelation of Emlak Konut returns to help us make a trade decision. For example, suppose you find that Emlak Konut 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 |
Emlak Konut 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 Emlak Konut stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Emlak Konut stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Emlak Konut stock over time.
Current vs Lagged Prices |
| Timeline |
Emlak Konut Lagged Returns
When evaluating Emlak Konut's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emlak Konut stock have on its future price. Emlak Konut 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, Emlak Konut autocorrelation shows the relationship between Emlak Konut stock current value and its past values and can show if there is a momentum factor associated with investing in Emlak Konut Gayrimenkul.
Regressed Prices |
| Timeline |
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Other Information on Investing in Emlak Stock
Emlak Konut financial ratios help investors to determine whether Emlak 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 Emlak with respect to the benefits of owning Emlak Konut security.