Mavi Giyim (Turkey) Market Value
| MAVI Stock | TRY 80.60 3.30 4.27% |
| Symbol | Mavi |
Mavi Giyim '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 Mavi Giyim'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 Mavi Giyim.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Mavi Giyim on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Mavi Giyim Sanayi or generate 0.0% return on investment in Mavi Giyim over 30 days. Mavi Giyim is related to or competes with Qnb Finansbank, Kent Gida, QNB Finans, Turkiye Kalkinma, Kocaer Celik, Cimentas Izmir, and Turk Tuborg. Mavi Giyim Sanayi ve Ticaret A.S. engages in the wholesale and retail sale of ready-to-wear denim apparel for men, women... More
Mavi Giyim 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 Mavi Giyim'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 Mavi Giyim Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 9.99 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 3.63 |
Mavi Giyim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mavi Giyim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mavi Giyim's standard deviation. In reality, there are many statistical measures that can use Mavi Giyim historical prices to predict the future Mavi Giyim's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | (0.92) |
Mavi Giyim Sanayi Backtested Returns
Mavi Giyim Sanayi has Sharpe Ratio of -0.21, which conveys that the firm had a -0.21% return per unit of risk over the last 3 months. Mavi Giyim exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mavi Giyim's Mean Deviation of 1.79, risk adjusted performance of (0.15), and Standard Deviation of 2.22 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mavi Giyim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mavi Giyim is expected to be smaller as well. At this point, Mavi Giyim Sanayi has a negative expected return of -0.45%. Please make sure to verify Mavi Giyim's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Mavi Giyim Sanayi performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Mavi Giyim Sanayi has good reverse predictability. Overlapping area represents the amount of predictability between Mavi Giyim time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Mavi Giyim Sanayi price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Mavi Giyim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 6.38 |
Mavi Giyim Sanayi lagged returns against current returns
Autocorrelation, which is Mavi Giyim 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 Mavi Giyim's stock expected returns. We can calculate the autocorrelation of Mavi Giyim returns to help us make a trade decision. For example, suppose you find that Mavi Giyim 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 |
Mavi Giyim 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 Mavi Giyim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mavi Giyim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mavi Giyim stock over time.
Current vs Lagged Prices |
| Timeline |
Mavi Giyim Lagged Returns
When evaluating Mavi Giyim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mavi Giyim stock have on its future price. Mavi Giyim 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, Mavi Giyim autocorrelation shows the relationship between Mavi Giyim stock current value and its past values and can show if there is a momentum factor associated with investing in Mavi Giyim Sanayi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Mavi Stock Analysis
When running Mavi Giyim's price analysis, check to measure Mavi Giyim'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 Mavi Giyim is operating at the current time. Most of Mavi Giyim's value examination focuses on studying past and present price action to predict the probability of Mavi Giyim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mavi Giyim's price. Additionally, you may evaluate how the addition of Mavi Giyim to your portfolios can decrease your overall portfolio volatility.