Imas Makina's market value is the price at which a share of Imas Makina trades on a public exchange. It measures the collective expectations of Imas Makina Sanayi investors about its performance. Imas Makina is trading at 2.48 as of the 1st of April 2025. This is a 0.8 percent down since the beginning of the trading day. The stock's open price was 2.5.
With this module, you can estimate the performance of a buy and hold strategy of Imas Makina Sanayi and determine expected loss or profit from investing in Imas Makina over a given investment horizon. Check out Risk vs Return Analysis 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 population.
Symbol
Imas
Imas Makina '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 Imas Makina'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 Imas Makina.
0.00
03/02/2025
No Change 0.00
0.0
In 31 days
04/01/2025
0.00
If you would invest 0.00 in Imas Makina on March 2, 2025 and sell it all today you would earn a total of 0.00 from holding Imas Makina Sanayi or generate 0.0% return on investment in Imas Makina over 30 days.
Imas Makina 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 Imas Makina'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 Imas Makina Sanayi 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 Imas Makina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imas Makina's standard deviation. In reality, there are many statistical measures that can use Imas Makina historical prices to predict the future Imas Makina's volatility.
Imas Makina Sanayi holds Efficiency (Sharpe) Ratio of -0.0895, which attests that the entity had a -0.0895 % return per unit of risk over the last 3 months. Imas Makina Sanayi exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Imas Makina's Standard Deviation of 2.85, risk adjusted performance of (0.05), and Market Risk Adjusted Performance of 0.5058 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Imas Makina are expected to decrease at a much lower rate. During the bear market, Imas Makina is likely to outperform the market. At this point, Imas Makina Sanayi has a negative expected return of -0.26%. Please make sure to check out Imas Makina's skewness, and the relationship between the total risk alpha and day median price , to decide if Imas Makina Sanayi performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.31
Poor reverse predictability
Imas Makina Sanayi has poor reverse predictability. Overlapping area represents the amount of predictability between Imas Makina time series from 2nd of March 2025 to 17th of March 2025 and 17th of March 2025 to 1st of April 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 Imas Makina Sanayi price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Imas Makina price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.31
Spearman Rank Test
-0.03
Residual Average
0.0
Price Variance
0.02
Imas Makina Sanayi lagged returns against current returns
Autocorrelation, which is Imas Makina 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 Imas Makina's stock expected returns. We can calculate the autocorrelation of Imas Makina returns to help us make a trade decision. For example, suppose you find that Imas Makina 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
Imas Makina 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 Imas Makina stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imas Makina stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imas Makina stock over time.
Current vs Lagged Prices
Timeline
Imas Makina Lagged Returns
When evaluating Imas Makina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imas Makina stock have on its future price. Imas Makina 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, Imas Makina autocorrelation shows the relationship between Imas Makina stock current value and its past values and can show if there is a momentum factor associated with investing in Imas Makina Sanayi.
Regressed Prices
Timeline
Thematic Opportunities
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