Is Finansal (Turkey) Market Value
| ISFIN Stock | TRY 11.26 0.09 0.81% |
| Symbol | ISFIN |
Is Finansal '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 Is Finansal'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 Is Finansal.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Is Finansal on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Is Finansal Kiralama or generate 0.0% return on investment in Is Finansal over 30 days. Is Finansal is related to or competes with Is Gayrimenkul, Tekfen Holding, Turkiye Sinai, Kardemir Karabuk, and Turkiye Is. Is Finansal Kiralama A.S., together with its subsidiaries, engages in leasing and factoring operations in Turkey and int... More
Is Finansal 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 Is Finansal'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 Is Finansal Kiralama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.74 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 3.18 |
Is Finansal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Is Finansal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Is Finansal's standard deviation. In reality, there are many statistical measures that can use Is Finansal historical prices to predict the future Is Finansal's volatility.| Risk Adjusted Performance | 0.0281 | |||
| Jensen Alpha | 0.004 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1387 |
Is Finansal Kiralama Backtested Returns
Is Finansal is not too volatile at the moment. Is Finansal Kiralama retains Efficiency (Sharpe Ratio) of 0.0097, which attests that the entity had a 0.0097% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for Is Finansal, which you can use to evaluate the volatility of the firm. Please check out Is Finansal's Market Risk Adjusted Performance of 0.1487, semi deviation of 1.92, and Standard Deviation of 2.12 to validate if the risk estimate we provide is consistent with the expected return of 0.0205%. The company owns a Beta (Systematic Risk) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Is Finansal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Is Finansal is expected to be smaller as well. Is Finansal Kiralama now owns a risk of 2.11%. Please check out Is Finansal Kiralama 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 Is Finansal Kiralama will be following its current price history.
Auto-correlation | 0.61 |
Good predictability
Is Finansal Kiralama has good predictability. Overlapping area represents the amount of predictability between Is Finansal time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Is Finansal Kiralama price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Is Finansal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Is Finansal Kiralama lagged returns against current returns
Autocorrelation, which is Is Finansal 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 Is Finansal's stock expected returns. We can calculate the autocorrelation of Is Finansal returns to help us make a trade decision. For example, suppose you find that Is Finansal 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 |
Is Finansal 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 Is Finansal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Is Finansal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Is Finansal stock over time.
Current vs Lagged Prices |
| Timeline |
Is Finansal Lagged Returns
When evaluating Is Finansal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Is Finansal stock have on its future price. Is Finansal 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, Is Finansal autocorrelation shows the relationship between Is Finansal stock current value and its past values and can show if there is a momentum factor associated with investing in Is Finansal Kiralama.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in ISFIN Stock
Is Finansal financial ratios help investors to determine whether ISFIN 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 ISFIN with respect to the benefits of owning Is Finansal security.