Katmerciler Arac (Turkey) Market Value
| KATMR Stock | TRY 2.08 0.01 0.48% |
| Symbol | Katmerciler |
Katmerciler Arac '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 Katmerciler Arac'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 Katmerciler Arac.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Katmerciler Arac on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Katmerciler Arac Ustu or generate 0.0% return on investment in Katmerciler Arac over 540 days. Katmerciler Arac is related to or competes with Gentas Genel, Cuhadaroglu Metal, Galatasaray Sportif, Bms Birlesik, and Koza Anadolu. Katmerciler Arac st Ekipman Sanayi ve Ticaret A.S More
Katmerciler Arac 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 Katmerciler Arac'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 Katmerciler Arac Ustu upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 17.2 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 2.9 |
Katmerciler Arac Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Katmerciler Arac's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Katmerciler Arac's standard deviation. In reality, there are many statistical measures that can use Katmerciler Arac historical prices to predict the future Katmerciler Arac's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | 1.28 |
Katmerciler Arac Ustu Backtested Returns
Katmerciler Arac Ustu has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11% return per unit of risk over the last 3 months. Katmerciler Arac exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Katmerciler Arac's Risk Adjusted Performance of (0.05), standard deviation of 2.67, and Mean Deviation of 1.91 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Katmerciler Arac are expected to decrease at a much lower rate. During the bear market, Katmerciler Arac is likely to outperform the market. At this point, Katmerciler Arac Ustu has a negative expected return of -0.3%. Please make sure to verify Katmerciler Arac's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Katmerciler Arac Ustu performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Katmerciler Arac Ustu has average predictability. Overlapping area represents the amount of predictability between Katmerciler Arac time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Katmerciler Arac Ustu price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Katmerciler Arac price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Katmerciler Arac Ustu lagged returns against current returns
Autocorrelation, which is Katmerciler Arac 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 Katmerciler Arac's stock expected returns. We can calculate the autocorrelation of Katmerciler Arac returns to help us make a trade decision. For example, suppose you find that Katmerciler Arac 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 |
Katmerciler Arac 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 Katmerciler Arac stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Katmerciler Arac stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Katmerciler Arac stock over time.
Current vs Lagged Prices |
| Timeline |
Katmerciler Arac Lagged Returns
When evaluating Katmerciler Arac's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Katmerciler Arac stock have on its future price. Katmerciler Arac 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, Katmerciler Arac autocorrelation shows the relationship between Katmerciler Arac stock current value and its past values and can show if there is a momentum factor associated with investing in Katmerciler Arac Ustu.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Katmerciler Stock
Katmerciler Arac financial ratios help investors to determine whether Katmerciler 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 Katmerciler with respect to the benefits of owning Katmerciler Arac security.