Is Yatirim (Turkey) Market Value
| ISMEN Stock | TRY 45.50 0.72 1.56% |
| Symbol | ISMEN |
Is Yatirim '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 Yatirim'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 Yatirim.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Is Yatirim on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Is Yatirim Menkul or generate 0.0% return on investment in Is Yatirim over 30 days. Is Yatirim is related to or competes with Tofas Turk, Eregli Demir, Turkiye Sise, Aksa Akrilik, and Vestel Beyaz. Is Yatirim Menkul Degerler Anonim Sirketi, through its subsidiaries, provides capital market solutions to individual and... More
Is Yatirim 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 Yatirim'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 Yatirim Menkul upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.1243 | |||
| Maximum Drawdown | 11.34 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 5.86 |
Is Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Is Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Is Yatirim's standard deviation. In reality, there are many statistical measures that can use Is Yatirim historical prices to predict the future Is Yatirim's volatility.| Risk Adjusted Performance | 0.1325 | |||
| Jensen Alpha | 0.4635 | |||
| Total Risk Alpha | 0.0283 | |||
| Sortino Ratio | 0.1612 | |||
| Treynor Ratio | (1.37) |
Is Yatirim Menkul Backtested Returns
Is Yatirim appears to be very steady, given 3 months investment horizon. Is Yatirim Menkul retains Efficiency (Sharpe Ratio) of 0.18, which attests that the entity had a 0.18% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Is Yatirim, which you can use to evaluate the volatility of the firm. Please utilize Is Yatirim's Semi Deviation of 1.56, standard deviation of 2.52, and Market Risk Adjusted Performance of (1.36) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Is Yatirim holds a performance score of 14. The company owns a Beta (Systematic Risk) of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Is Yatirim are expected to decrease at a much lower rate. During the bear market, Is Yatirim is likely to outperform the market. Please check Is Yatirim's maximum drawdown, and the relationship between the information ratio and expected short fall , to make a quick decision on whether Is Yatirim's current price history will revert.
Auto-correlation | 0.85 |
Very good predictability
Is Yatirim Menkul has very good predictability. Overlapping area represents the amount of predictability between Is Yatirim time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Yatirim Menkul price movement. The serial correlation of 0.85 indicates that around 85.0% of current Is Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 3.84 |
Is Yatirim Menkul lagged returns against current returns
Autocorrelation, which is Is Yatirim 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 Yatirim's stock expected returns. We can calculate the autocorrelation of Is Yatirim returns to help us make a trade decision. For example, suppose you find that Is Yatirim 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 Yatirim 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 Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Is Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Is Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Is Yatirim Lagged Returns
When evaluating Is Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Is Yatirim stock have on its future price. Is Yatirim 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 Yatirim autocorrelation shows the relationship between Is Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Is Yatirim Menkul.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in ISMEN Stock
Is Yatirim financial ratios help investors to determine whether ISMEN 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 ISMEN with respect to the benefits of owning Is Yatirim security.