Marshall Boya (Turkey) Market Value
| MRSHL Stock | TRY 1,627 6.00 0.37% |
| Symbol | Marshall |
Marshall Boya '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 Marshall Boya'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 Marshall Boya.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Marshall Boya on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Marshall Boya ve or generate 0.0% return on investment in Marshall Boya over 30 days. Marshall Boya is related to or competes with Sekerbank TAS, Silverline Endustri, E Data, Bms Birlesik, Mackolik Internet, and Qnb Finansbank. Marshall Boya Ve Vernik Sanayii A.S. operates as a paints and coatings company in Turkey More
Marshall Boya 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 Marshall Boya'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 Marshall Boya ve upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 19.95 | |||
| Value At Risk | (4.48) | |||
| Potential Upside | 9.95 |
Marshall Boya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marshall Boya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marshall Boya's standard deviation. In reality, there are many statistical measures that can use Marshall Boya historical prices to predict the future Marshall Boya's volatility.| Risk Adjusted Performance | 0.0054 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | (0.17) |
Marshall Boya ve Backtested Returns
Marshall Boya is very steady at the moment. Marshall Boya ve has Sharpe Ratio of 0.0154, which conveys that the firm had a 0.0154% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Marshall Boya, which you can use to evaluate the volatility of the firm. Please verify Marshall Boya's Mean Deviation of 2.23, standard deviation of 3.46, and Risk Adjusted Performance of 0.0054 to check out if the risk estimate we provide is consistent with the expected return of 0.0537%. Marshall Boya has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marshall Boya's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marshall Boya is expected to be smaller as well. Marshall Boya ve right now secures a risk of 3.49%. Please verify Marshall Boya ve treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Marshall Boya ve will be following its current price movements.
Auto-correlation | 0.12 |
Insignificant predictability
Marshall Boya ve has insignificant predictability. Overlapping area represents the amount of predictability between Marshall Boya 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 Marshall Boya ve price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Marshall Boya price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 771.61 |
Marshall Boya ve lagged returns against current returns
Autocorrelation, which is Marshall Boya 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 Marshall Boya's stock expected returns. We can calculate the autocorrelation of Marshall Boya returns to help us make a trade decision. For example, suppose you find that Marshall Boya 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 |
Marshall Boya 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 Marshall Boya stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marshall Boya stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marshall Boya stock over time.
Current vs Lagged Prices |
| Timeline |
Marshall Boya Lagged Returns
When evaluating Marshall Boya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marshall Boya stock have on its future price. Marshall Boya 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, Marshall Boya autocorrelation shows the relationship between Marshall Boya stock current value and its past values and can show if there is a momentum factor associated with investing in Marshall Boya ve.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Marshall Stock
Marshall Boya financial ratios help investors to determine whether Marshall 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 Marshall with respect to the benefits of owning Marshall Boya security.