Lider Faktoring (Turkey) Market Value
| LIDFA Stock | TRY 3.01 0.05 1.63% |
| Symbol | Lider |
Lider Faktoring '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 Lider Faktoring'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 Lider Faktoring.
| 08/05/2023 |
| 11/27/2024 |
If you would invest 0.00 in Lider Faktoring on August 5, 2023 and sell it all today you would earn a total of 0.00 from holding Lider Faktoring AS or generate 0.0% return on investment in Lider Faktoring over 480 days. Lider Faktoring is related to or competes with Silverline Endustri, Gentas Genel, Koza Anadolu, E Data, Politeknik Metal, and Turkish Airlines. Lider Faktoring A.S. operates as a factoring company in Turkey More
Lider Faktoring 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 Lider Faktoring'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 Lider Faktoring AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 9.14 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 3.45 |
Lider Faktoring Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lider Faktoring's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lider Faktoring's standard deviation. In reality, there are many statistical measures that can use Lider Faktoring historical prices to predict the future Lider Faktoring's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.23) |
Lider Faktoring AS Backtested Returns
Lider Faktoring AS has Sharpe Ratio of -0.0226, which conveys that the firm had a -0.0226% return per unit of risk over the last 3 months. Lider Faktoring exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lider Faktoring's Standard Deviation of 2.3, mean deviation of 1.89, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lider Faktoring's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lider Faktoring is expected to be smaller as well. At this point, Lider Faktoring AS has a negative expected return of -0.0515%. Please make sure to verify Lider Faktoring's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Lider Faktoring AS performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
Lider Faktoring AS has very good reverse predictability. Overlapping area represents the amount of predictability between Lider Faktoring time series from 5th of August 2023 to 1st of April 2024 and 1st of April 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 Lider Faktoring AS price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Lider Faktoring price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Lider Faktoring AS lagged returns against current returns
Autocorrelation, which is Lider Faktoring 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 Lider Faktoring's stock expected returns. We can calculate the autocorrelation of Lider Faktoring returns to help us make a trade decision. For example, suppose you find that Lider Faktoring 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 |
Lider Faktoring 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 Lider Faktoring stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lider Faktoring stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lider Faktoring stock over time.
Current vs Lagged Prices |
| Timeline |
Lider Faktoring Lagged Returns
When evaluating Lider Faktoring's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lider Faktoring stock have on its future price. Lider Faktoring 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, Lider Faktoring autocorrelation shows the relationship between Lider Faktoring stock current value and its past values and can show if there is a momentum factor associated with investing in Lider Faktoring AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Lider Stock
Lider Faktoring financial ratios help investors to determine whether Lider 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 Lider with respect to the benefits of owning Lider Faktoring security.