Koc Holdings As Stock Market Value
| KHOLY Stock | USD 28.11 0.69 2.40% |
| Symbol | Koc |
Koc Holdings '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 Koc Holdings' pink sheet 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 Koc Holdings.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in Koc Holdings on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding Koc Holdings AS or generate 0.0% return on investment in Koc Holdings over 90 days. Koc Holdings is related to or competes with Akbank Turk, Turkiye Garanti, Astra International, Bank Mandiri, and Turk Telekomunikasyon. Ko Holding A.S., through its subsidiaries, engages in the energy, automotive, consumer durables, finance, and other busi... More
Koc Holdings 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 Koc Holdings' pink sheet 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 Koc Holdings AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.56 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.86 | |||
| Value At Risk | (6.81) | |||
| Potential Upside | 5.11 |
Koc Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koc Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koc Holdings' standard deviation. In reality, there are many statistical measures that can use Koc Holdings historical prices to predict the future Koc Holdings' volatility.| Risk Adjusted Performance | 0.0307 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.087 |
Koc Holdings AS Backtested Returns
At this stage we consider Koc Pink Sheet to be not too volatile. Koc Holdings AS has Sharpe Ratio of 0.03, which conveys that the firm had a 0.03% return per unit of risk over the last 3 months. We have found thirty technical indicators for Koc Holdings, which you can use to evaluate the volatility of the firm. Please verify Koc Holdings' Downside Deviation of 3.56, mean deviation of 2.58, and Risk Adjusted Performance of 0.0307 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. Koc Holdings has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.06, which conveys a somewhat significant risk relative to the market. Koc Holdings returns are very sensitive to returns on the market. As the market goes up or down, Koc Holdings is expected to follow. Koc Holdings AS right now secures a risk of 3.42%. Please verify Koc Holdings AS downside variance, and the relationship between the total risk alpha and daily balance of power , to decide if Koc Holdings AS will be following its current price movements.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Koc Holdings AS has insignificant reverse predictability. Overlapping area represents the amount of predictability between Koc Holdings time series from 29th of August 2024 to 13th of October 2024 and 13th of October 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 Koc Holdings AS price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Koc Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.71 |
Koc Holdings AS lagged returns against current returns
Autocorrelation, which is Koc Holdings pink sheet'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 Koc Holdings' pink sheet expected returns. We can calculate the autocorrelation of Koc Holdings returns to help us make a trade decision. For example, suppose you find that Koc Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Koc Holdings 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 Koc Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koc Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koc Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Koc Holdings Lagged Returns
When evaluating Koc Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koc Holdings pink sheet have on its future price. Koc Holdings 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, Koc Holdings autocorrelation shows the relationship between Koc Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Koc Holdings AS.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Koc Pink Sheet Analysis
When running Koc Holdings' price analysis, check to measure Koc Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Koc Holdings is operating at the current time. Most of Koc Holdings' value examination focuses on studying past and present price action to predict the probability of Koc Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Koc Holdings' price. Additionally, you may evaluate how the addition of Koc Holdings to your portfolios can decrease your overall portfolio volatility.