Ipek Dogal (Turkey) Market Value
| IPEKE Stock | TRY 52.55 1.40 2.74% |
| Symbol | Ipek |
Ipek Dogal '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 Ipek Dogal'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 Ipek Dogal.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Ipek Dogal on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Ipek Dogal Enerji or generate 0.0% return on investment in Ipek Dogal over 30 days. Ipek Dogal is related to or competes with Koza Anadolu, Koza Altin, Vestel Elektronik, Petkim Petrokimya, and Turk Telekomunikasyon. Ipek Dogal Enerji Kaynaklari Arastirma ve retim A.S More
Ipek Dogal 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 Ipek Dogal'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 Ipek Dogal Enerji upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 13.44 | |||
| Value At Risk | (5.20) | |||
| Potential Upside | 3.84 |
Ipek Dogal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ipek Dogal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ipek Dogal's standard deviation. In reality, there are many statistical measures that can use Ipek Dogal historical prices to predict the future Ipek Dogal's volatility.| Risk Adjusted Performance | 0.0231 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0812 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ipek Dogal's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ipek Dogal Enerji Backtested Returns
Ipek Dogal appears to be very steady, given 3 months investment horizon. Ipek Dogal Enerji holds Efficiency (Sharpe) Ratio of 0.0891, which attests that the entity had a 0.0891% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ipek Dogal Enerji, which you can use to evaluate the volatility of the firm. Please utilize Ipek Dogal's Downside Deviation of 3.0, risk adjusted performance of 0.0231, and Market Risk Adjusted Performance of 0.0912 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ipek Dogal holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ipek Dogal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ipek Dogal is expected to be smaller as well. Please check Ipek Dogal's coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to make a quick decision on whether Ipek Dogal's current trending patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Ipek Dogal Enerji has good predictability. Overlapping area represents the amount of predictability between Ipek Dogal time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Ipek Dogal Enerji price movement. The serial correlation of 0.79 indicates that around 79.0% of current Ipek Dogal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 33.59 |
Ipek Dogal Enerji lagged returns against current returns
Autocorrelation, which is Ipek Dogal 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 Ipek Dogal's stock expected returns. We can calculate the autocorrelation of Ipek Dogal returns to help us make a trade decision. For example, suppose you find that Ipek Dogal 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 |
Ipek Dogal 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 Ipek Dogal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ipek Dogal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ipek Dogal stock over time.
Current vs Lagged Prices |
| Timeline |
Ipek Dogal Lagged Returns
When evaluating Ipek Dogal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ipek Dogal stock have on its future price. Ipek Dogal 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, Ipek Dogal autocorrelation shows the relationship between Ipek Dogal stock current value and its past values and can show if there is a momentum factor associated with investing in Ipek Dogal Enerji.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ipek Stock
Ipek Dogal financial ratios help investors to determine whether Ipek 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 Ipek with respect to the benefits of owning Ipek Dogal security.