MLP Saglik (Turkey) Market Value
| MPARK Stock | TRY 400.00 13.25 3.43% |
| Symbol | MLP |
MLP Saglik '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 MLP Saglik'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 MLP Saglik.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in MLP Saglik on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding MLP Saglik Hizmetleri or generate 0.0% return on investment in MLP Saglik over 180 days. MLP Saglik is related to or competes with Koc Holding, ENKA Insaat, Arcelik AS, Eregli Demir, Turkiye Sise, Turkcell Iletisim, and Anadolu Efes. MLP Saglik Hizmetleri A.S. operates hospitals that provide diagnostic and treatment services in Turkey and international... More
MLP Saglik 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 MLP Saglik'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 MLP Saglik Hizmetleri upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.0529 | |||
| Maximum Drawdown | 11.65 | |||
| Value At Risk | (3.76) | |||
| Potential Upside | 4.76 |
MLP Saglik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MLP Saglik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MLP Saglik's standard deviation. In reality, there are many statistical measures that can use MLP Saglik historical prices to predict the future MLP Saglik's volatility.| Risk Adjusted Performance | 0.0855 | |||
| Jensen Alpha | 0.206 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.052 | |||
| Treynor Ratio | 0.5115 |
MLP Saglik Hizmetleri Backtested Returns
MLP Saglik appears to be very steady, given 3 months investment horizon. MLP Saglik Hizmetleri has Sharpe Ratio of 0.0984, which conveys that the firm had a 0.0984% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for MLP Saglik, which you can use to evaluate the volatility of the firm. Please exercise MLP Saglik's mean deviation of 2.28, and Risk Adjusted Performance of 0.0855 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MLP Saglik holds a performance score of 7. The company secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MLP Saglik's returns are expected to increase less than the market. However, during the bear market, the loss of holding MLP Saglik is expected to be smaller as well. Please check MLP Saglik's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether MLP Saglik's current price movements will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
MLP Saglik Hizmetleri has weak reverse predictability. Overlapping area represents the amount of predictability between MLP Saglik time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 MLP Saglik Hizmetleri price movement. The serial correlation of -0.21 indicates that over 21.0% of current MLP Saglik price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 456.32 |
MLP Saglik Hizmetleri lagged returns against current returns
Autocorrelation, which is MLP Saglik 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 MLP Saglik's stock expected returns. We can calculate the autocorrelation of MLP Saglik returns to help us make a trade decision. For example, suppose you find that MLP Saglik 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 |
MLP Saglik 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 MLP Saglik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MLP Saglik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MLP Saglik stock over time.
Current vs Lagged Prices |
| Timeline |
MLP Saglik Lagged Returns
When evaluating MLP Saglik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MLP Saglik stock have on its future price. MLP Saglik 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, MLP Saglik autocorrelation shows the relationship between MLP Saglik stock current value and its past values and can show if there is a momentum factor associated with investing in MLP Saglik Hizmetleri.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in MLP Stock
MLP Saglik financial ratios help investors to determine whether MLP 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 MLP with respect to the benefits of owning MLP Saglik security.