Haci Omer (Turkey) Market Value
| SAHOL Stock | TRY 91.70 5.00 5.77% |
| Symbol | Haci |
Haci Omer '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 Haci Omer'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 Haci Omer.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Haci Omer on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Haci Omer Sabanci or generate 0.0% return on investment in Haci Omer over 30 days. Haci Omer is related to or competes with Koc Holding, Turkiye Sise, Akbank TAS, Turkiye Petrol, and Eregli Demir. Haci mer Sabanci Holding A.S. operates primarily in the finance, manufacturing, and trading sectors worldwide More
Haci Omer 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 Haci Omer'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 Haci Omer Sabanci upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.21 | |||
| Value At Risk | (4.69) | |||
| Potential Upside | 3.75 |
Haci Omer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Haci Omer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Haci Omer's standard deviation. In reality, there are many statistical measures that can use Haci Omer historical prices to predict the future Haci Omer's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.17) |
Haci Omer Sabanci Backtested Returns
Haci Omer is very steady at the moment. Haci Omer Sabanci holds Efficiency (Sharpe) Ratio of 0.0377, which attests that the entity had a 0.0377% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Haci Omer Sabanci, which you can use to evaluate the volatility of the firm. Please check out Haci Omer's Standard Deviation of 2.64, market risk adjusted performance of (0.16), and Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.1%. Haci Omer has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Haci Omer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Haci Omer is expected to be smaller as well. Haci Omer Sabanci right now retains a risk of 2.73%. Please check out Haci Omer maximum drawdown, as well as the relationship between the accumulation distribution and price action indicator , to decide if Haci Omer will be following its current trending patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
Haci Omer Sabanci has very weak reverse predictability. Overlapping area represents the amount of predictability between Haci Omer time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Haci Omer Sabanci price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Haci Omer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 7.18 |
Haci Omer Sabanci lagged returns against current returns
Autocorrelation, which is Haci Omer 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 Haci Omer's stock expected returns. We can calculate the autocorrelation of Haci Omer returns to help us make a trade decision. For example, suppose you find that Haci Omer 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 |
Haci Omer 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 Haci Omer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Haci Omer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Haci Omer stock over time.
Current vs Lagged Prices |
| Timeline |
Haci Omer Lagged Returns
When evaluating Haci Omer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Haci Omer stock have on its future price. Haci Omer 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, Haci Omer autocorrelation shows the relationship between Haci Omer stock current value and its past values and can show if there is a momentum factor associated with investing in Haci Omer Sabanci.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Haci Stock
Haci Omer financial ratios help investors to determine whether Haci 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 Haci with respect to the benefits of owning Haci Omer security.