Flap Kongre (Turkey) Market Value
| FLAP Stock | TRY 9.10 0.04 0.44% |
| Symbol | Flap |
Flap Kongre '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 Flap Kongre'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 Flap Kongre.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Flap Kongre on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Flap Kongre Toplanti or generate 0.0% return on investment in Flap Kongre over 30 days. Flap Kongre is related to or competes with Gentas Genel, Turkish Airlines, Cuhadaroglu Metal, Datagate Bilgisayar, and E Data. Flap Kongre Toplanti Hizmetleri Otomotiv ve Turizm A.S More
Flap Kongre 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 Flap Kongre'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 Flap Kongre Toplanti upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.54 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.98 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 3.69 |
Flap Kongre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flap Kongre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flap Kongre's standard deviation. In reality, there are many statistical measures that can use Flap Kongre historical prices to predict the future Flap Kongre's volatility.| Risk Adjusted Performance | 0.008 | |||
| Jensen Alpha | 0.0223 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.016 |
Flap Kongre Toplanti Backtested Returns
Currently, Flap Kongre Toplanti is somewhat reliable. Flap Kongre Toplanti secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Flap Kongre Toplanti, which you can use to evaluate the volatility of the firm. Please confirm Flap Kongre's Mean Deviation of 1.94, semi deviation of 2.47, and Downside Deviation of 2.54 to check if the risk estimate we provide is consistent with the expected return of 0.0032%. 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 Flap Kongre are expected to decrease at a much lower rate. During the bear market, Flap Kongre is likely to outperform the market. Flap Kongre Toplanti right now shows a risk of 2.86%. Please confirm Flap Kongre Toplanti semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Flap Kongre Toplanti will be following its price patterns.
Auto-correlation | 0.81 |
Very good predictability
Flap Kongre Toplanti has very good predictability. Overlapping area represents the amount of predictability between Flap Kongre time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd 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 Flap Kongre Toplanti price movement. The serial correlation of 0.81 indicates that around 81.0% of current Flap Kongre price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Flap Kongre Toplanti lagged returns against current returns
Autocorrelation, which is Flap Kongre 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 Flap Kongre's stock expected returns. We can calculate the autocorrelation of Flap Kongre returns to help us make a trade decision. For example, suppose you find that Flap Kongre 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 |
Flap Kongre 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 Flap Kongre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flap Kongre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flap Kongre stock over time.
Current vs Lagged Prices |
| Timeline |
Flap Kongre Lagged Returns
When evaluating Flap Kongre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flap Kongre stock have on its future price. Flap Kongre 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, Flap Kongre autocorrelation shows the relationship between Flap Kongre stock current value and its past values and can show if there is a momentum factor associated with investing in Flap Kongre Toplanti.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Flap Stock Analysis
When running Flap Kongre's price analysis, check to measure Flap Kongre's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Flap Kongre is operating at the current time. Most of Flap Kongre's value examination focuses on studying past and present price action to predict the probability of Flap Kongre's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flap Kongre's price. Additionally, you may evaluate how the addition of Flap Kongre to your portfolios can decrease your overall portfolio volatility.