Oylum Sinai (Turkey) Market Value
| OYLUM Stock | TRY 8.22 0.01 0.12% |
| Symbol | Oylum |
Oylum Sinai '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 Oylum Sinai'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 Oylum Sinai.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Oylum Sinai on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Oylum Sinai Yatirimlar or generate 0.0% return on investment in Oylum Sinai over 30 days. Oylum Sinai is related to or competes with Koc Holding, Turkish Airlines, Turkiye Garanti, Turkiye Petrol, Yapi Ve, Haci Omer, and Akbank TAS. Oylum Sinai Yatirimlar Anonim Sirketi produces, sells, and exports biscuits in Turkey and internationally More
Oylum Sinai 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 Oylum Sinai'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 Oylum Sinai Yatirimlar upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.0992 | |||
| Maximum Drawdown | 12.15 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.58 |
Oylum Sinai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oylum Sinai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oylum Sinai's standard deviation. In reality, there are many statistical measures that can use Oylum Sinai historical prices to predict the future Oylum Sinai's volatility.| Risk Adjusted Performance | 0.1043 | |||
| Jensen Alpha | 0.2115 | |||
| Total Risk Alpha | 0.165 | |||
| Sortino Ratio | 0.1155 | |||
| Treynor Ratio | 0.4066 |
Oylum Sinai Yatirimlar Backtested Returns
Oylum Sinai is not too volatile at the moment. Oylum Sinai Yatirimlar maintains Sharpe Ratio (i.e., Efficiency) of 0.0892, which implies the firm had a 0.0892 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Oylum Sinai Yatirimlar, which you can use to evaluate the volatility of the company. Please check Oylum Sinai's Coefficient Of Variation of 856.63, semi deviation of 1.47, and Risk Adjusted Performance of 0.1043 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Oylum Sinai has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.55, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Oylum Sinai's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oylum Sinai is expected to be smaller as well. Oylum Sinai Yatirimlar right now holds a risk of 2.02%. Please check Oylum Sinai Yatirimlar semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Oylum Sinai Yatirimlar will be following its historical price patterns.
Auto-correlation | 0.57 |
Modest predictability
Oylum Sinai Yatirimlar has modest predictability. Overlapping area represents the amount of predictability between Oylum Sinai time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Oylum Sinai Yatirimlar price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Oylum Sinai price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Oylum Sinai Yatirimlar lagged returns against current returns
Autocorrelation, which is Oylum Sinai 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 Oylum Sinai's stock expected returns. We can calculate the autocorrelation of Oylum Sinai returns to help us make a trade decision. For example, suppose you find that Oylum Sinai 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 |
Oylum Sinai 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 Oylum Sinai stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oylum Sinai stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oylum Sinai stock over time.
Current vs Lagged Prices |
| Timeline |
Oylum Sinai Lagged Returns
When evaluating Oylum Sinai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oylum Sinai stock have on its future price. Oylum Sinai 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, Oylum Sinai autocorrelation shows the relationship between Oylum Sinai stock current value and its past values and can show if there is a momentum factor associated with investing in Oylum Sinai Yatirimlar.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Oylum Stock
Oylum Sinai financial ratios help investors to determine whether Oylum 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 Oylum with respect to the benefits of owning Oylum Sinai security.