Seker Gayrimenkul (Turkey) Market Value
| SEGYO Stock | 4.66 0.16 3.56% |
| Symbol | Seker |
Seker Gayrimenkul '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 Seker Gayrimenkul'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 Seker Gayrimenkul.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Seker Gayrimenkul on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Seker Gayrimenkul Yatirim or generate 0.0% return on investment in Seker Gayrimenkul over 720 days. Seker Gayrimenkul is related to or competes with Qnb Finansbank, Kent Gida, QNB Finans, Turkiye Kalkinma, Kocaer Celik, Cimentas Izmir, and Sonmez Pamuklu. More
Seker Gayrimenkul 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 Seker Gayrimenkul'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 Seker Gayrimenkul Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.6 | |||
| Information Ratio | 0.0245 | |||
| Maximum Drawdown | 15.72 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 3.56 |
Seker Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seker Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seker Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Seker Gayrimenkul historical prices to predict the future Seker Gayrimenkul's volatility.| Risk Adjusted Performance | 0.0676 | |||
| Jensen Alpha | 0.1339 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0211 | |||
| Treynor Ratio | 0.5482 |
Seker Gayrimenkul Yatirim Backtested Returns
Seker Gayrimenkul is slightly risky at the moment. Seker Gayrimenkul Yatirim owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0511, which indicates the firm had a 0.0511% return per unit of risk over the last 3 months. We have found thirty technical indicators for Seker Gayrimenkul Yatirim, which you can use to evaluate the volatility of the company. Please validate Seker Gayrimenkul's Risk Adjusted Performance of 0.0676, semi deviation of 2.34, and Coefficient Of Variation of 1252.2 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Seker Gayrimenkul has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Seker Gayrimenkul's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seker Gayrimenkul is expected to be smaller as well. Seker Gayrimenkul Yatirim right now has a risk of 2.26%. Please validate Seker Gayrimenkul value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Seker Gayrimenkul will be following its existing price patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
Seker Gayrimenkul Yatirim has poor reverse predictability. Overlapping area represents the amount of predictability between Seker Gayrimenkul time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 Seker Gayrimenkul Yatirim price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Seker Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Seker Gayrimenkul Yatirim lagged returns against current returns
Autocorrelation, which is Seker Gayrimenkul 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 Seker Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Seker Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Seker Gayrimenkul 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 |
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Seker Gayrimenkul 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 Seker Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seker Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seker Gayrimenkul stock over time.
Current vs Lagged Prices |
| Timeline |
Seker Gayrimenkul Lagged Returns
When evaluating Seker Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seker Gayrimenkul stock have on its future price. Seker Gayrimenkul 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, Seker Gayrimenkul autocorrelation shows the relationship between Seker Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Seker Gayrimenkul Yatirim.
Regressed Prices |
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Other Information on Investing in Seker Stock
Seker Gayrimenkul financial ratios help investors to determine whether Seker 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 Seker with respect to the benefits of owning Seker Gayrimenkul security.