GSD Holding (Turkey) Market Value
| GSDHO Stock | TRY 3.93 0.02 0.51% |
| Symbol | GSD |
GSD Holding '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 GSD Holding'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 GSD Holding.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in GSD Holding on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding GSD Holding AS or generate 0.0% return on investment in GSD Holding over 30 days. GSD Holding is related to or competes with Koza Anadolu, Trabzonspor Sportif, Bms Birlesik, Creditwest Faktoring, and Turkish Airlines. GSD Holding A.S., through its subsidiaries, provides banking and factoring products and services More
GSD Holding 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 GSD Holding'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 GSD Holding AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 7.74 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 2.79 |
GSD Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GSD Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GSD Holding's standard deviation. In reality, there are many statistical measures that can use GSD Holding historical prices to predict the future GSD Holding's volatility.| Risk Adjusted Performance | 0.0595 | |||
| Jensen Alpha | 0.1024 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 1.27 |
GSD Holding AS Backtested Returns
GSD Holding is slightly risky at the moment. GSD Holding AS holds Efficiency (Sharpe) Ratio of 0.088, which attests that the entity had a 0.088% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for GSD Holding AS, which you can use to evaluate the volatility of the firm. Please check out GSD Holding's Market Risk Adjusted Performance of 1.28, semi deviation of 1.87, and Risk Adjusted Performance of 0.0595 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. GSD Holding has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0888, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GSD Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding GSD Holding is expected to be smaller as well. GSD Holding AS now retains a risk of 1.76%. Please check out GSD Holding standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if GSD Holding will be following its current trending patterns.
Auto-correlation | 0.17 |
Very weak predictability
GSD Holding AS has very weak predictability. Overlapping area represents the amount of predictability between GSD Holding time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 GSD Holding AS price movement. The serial correlation of 0.17 indicates that over 17.0% of current GSD Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
GSD Holding AS lagged returns against current returns
Autocorrelation, which is GSD Holding 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 GSD Holding's stock expected returns. We can calculate the autocorrelation of GSD Holding returns to help us make a trade decision. For example, suppose you find that GSD Holding 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 |
GSD Holding 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 GSD Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GSD Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GSD Holding stock over time.
Current vs Lagged Prices |
| Timeline |
GSD Holding Lagged Returns
When evaluating GSD Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GSD Holding stock have on its future price. GSD Holding 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, GSD Holding autocorrelation shows the relationship between GSD Holding stock current value and its past values and can show if there is a momentum factor associated with investing in GSD Holding AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in GSD Stock
GSD Holding financial ratios help investors to determine whether GSD 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 GSD with respect to the benefits of owning GSD Holding security.