Pinar Su (Turkey) Market Value
| PINSU Stock | TRY 6.52 0.12 1.87% |
| Symbol | Pinar |
Pinar Su '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 Pinar Su'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 Pinar Su.
| 10/25/2024 |
| 01/23/2025 |
If you would invest 0.00 in Pinar Su on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Pinar Su Sanayi or generate 0.0% return on investment in Pinar Su over 90 days. Pinar Su is related to or competes with Politeknik Metal, Sekerbank TAS, Trabzonspor Sportif, Galatasaray Sportif, Gentas Genel, Turkiye Kalkinma, and ICBC Turkey. Pinar Su ve Icecek Sanayi ve Ticaret A.S More
Pinar Su 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 Pinar Su'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 Pinar Su Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.26 | |||
| Value At Risk | (2.88) | |||
| Potential Upside | 2.41 |
Pinar Su Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pinar Su's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pinar Su's standard deviation. In reality, there are many statistical measures that can use Pinar Su historical prices to predict the future Pinar Su's volatility.| Risk Adjusted Performance | 0.011 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0055 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pinar Su's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pinar Su Sanayi Backtested Returns
Pinar Su is somewhat reliable at the moment. Pinar Su Sanayi maintains Sharpe Ratio (i.e., Efficiency) of 0.0286, which implies the firm had a 0.0286 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pinar Su Sanayi, which you can use to evaluate the volatility of the company. Please check Pinar Su's Risk Adjusted Performance of 0.011, coefficient of variation of 14226.42, and Semi Deviation of 1.64 to confirm if the risk estimate we provide is consistent with the expected return of 0.0488%. Pinar Su has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pinar Su's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pinar Su is expected to be smaller as well. Pinar Su Sanayi right now holds a risk of 1.71%. Please check Pinar Su Sanayi value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Pinar Su Sanayi will be following its historical price patterns.
Auto-correlation | -0.67 |
Very good reverse predictability
Pinar Su Sanayi has very good reverse predictability. Overlapping area represents the amount of predictability between Pinar Su time series from 25th of October 2024 to 9th of December 2024 and 9th of December 2024 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 Pinar Su Sanayi price movement. The serial correlation of -0.67 indicates that around 67.0% of current Pinar Su price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Pinar Su Sanayi lagged returns against current returns
Autocorrelation, which is Pinar Su 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 Pinar Su's stock expected returns. We can calculate the autocorrelation of Pinar Su returns to help us make a trade decision. For example, suppose you find that Pinar Su 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 |
Pinar Su 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 Pinar Su stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pinar Su stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pinar Su stock over time.
Current vs Lagged Prices |
| Timeline |
Pinar Su Lagged Returns
When evaluating Pinar Su's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pinar Su stock have on its future price. Pinar Su 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, Pinar Su autocorrelation shows the relationship between Pinar Su stock current value and its past values and can show if there is a momentum factor associated with investing in Pinar Su Sanayi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Pinar Stock
Pinar Su financial ratios help investors to determine whether Pinar 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 Pinar with respect to the benefits of owning Pinar Su security.