Logo Yazilim (Turkey) Market Value
| LOGO Stock | TRY 109.10 0.70 0.64% |
| Symbol | Logo |
Logo Yazilim '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 Logo Yazilim'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 Logo Yazilim.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Logo Yazilim on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Logo Yazilim Sanayi or generate 0.0% return on investment in Logo Yazilim over 720 days. Logo Yazilim is related to or competes with BIM Birlesik, Ford Otomotiv, Tofas Turk, Arcelik AS, and Turk Traktor. Logo Yazilim Sanayi ve Ticaret A.S. develops software solutions in Turkey and internationally More
Logo Yazilim 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 Logo Yazilim'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 Logo Yazilim Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.87 | |||
| Value At Risk | (4.04) | |||
| Potential Upside | 4.1 |
Logo Yazilim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Logo Yazilim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Logo Yazilim's standard deviation. In reality, there are many statistical measures that can use Logo Yazilim historical prices to predict the future Logo Yazilim's volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | 0.0406 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2195 |
Logo Yazilim Sanayi Backtested Returns
Currently, Logo Yazilim Sanayi is very steady. Logo Yazilim Sanayi has Sharpe Ratio of 0.0289, which conveys that the firm had a 0.0289% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Logo Yazilim, which you can use to evaluate the volatility of the firm. Please verify Logo Yazilim's Risk Adjusted Performance of 0.0368, downside deviation of 2.46, and Mean Deviation of 2.06 to check out if the risk estimate we provide is consistent with the expected return of 0.0739%. Logo Yazilim has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Logo Yazilim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Logo Yazilim is expected to be smaller as well. Logo Yazilim Sanayi right now secures a risk of 2.56%. Please verify Logo Yazilim Sanayi downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Logo Yazilim Sanayi will be following its current price movements.
Auto-correlation | 0.54 |
Modest predictability
Logo Yazilim Sanayi has modest predictability. Overlapping area represents the amount of predictability between Logo Yazilim time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Logo Yazilim Sanayi price movement. The serial correlation of 0.54 indicates that about 54.0% of current Logo Yazilim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 184.16 |
Logo Yazilim Sanayi lagged returns against current returns
Autocorrelation, which is Logo Yazilim 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 Logo Yazilim's stock expected returns. We can calculate the autocorrelation of Logo Yazilim returns to help us make a trade decision. For example, suppose you find that Logo Yazilim 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 |
Logo Yazilim 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 Logo Yazilim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Logo Yazilim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Logo Yazilim stock over time.
Current vs Lagged Prices |
| Timeline |
Logo Yazilim Lagged Returns
When evaluating Logo Yazilim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Logo Yazilim stock have on its future price. Logo Yazilim 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, Logo Yazilim autocorrelation shows the relationship between Logo Yazilim stock current value and its past values and can show if there is a momentum factor associated with investing in Logo Yazilim Sanayi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Logo Stock Analysis
When running Logo Yazilim's price analysis, check to measure Logo Yazilim's 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 Logo Yazilim is operating at the current time. Most of Logo Yazilim's value examination focuses on studying past and present price action to predict the probability of Logo Yazilim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Logo Yazilim's price. Additionally, you may evaluate how the addition of Logo Yazilim to your portfolios can decrease your overall portfolio volatility.