Ideal Finansal's market value is the price at which a share of Ideal Finansal trades on a public exchange. It measures the collective expectations of Ideal Finansal Teknolojiler investors about its performance. Ideal Finansal is trading at 125.90 as of the 26th of February 2025. This is a 3.6 percent decrease since the beginning of the trading day. The stock's open price was 130.6. With this module, you can estimate the performance of a buy and hold strategy of Ideal Finansal Teknolojiler and determine expected loss or profit from investing in Ideal Finansal over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.
Symbol
Ideal
Ideal Finansal '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 Ideal Finansal'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 Ideal Finansal.
0.00
01/27/2025
No Change 0.00
0.0
In 31 days
02/26/2025
0.00
If you would invest 0.00 in Ideal Finansal on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Ideal Finansal Teknolojiler or generate 0.0% return on investment in Ideal Finansal over 30 days.
Ideal Finansal 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 Ideal Finansal'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 Ideal Finansal Teknolojiler upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ideal Finansal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ideal Finansal's standard deviation. In reality, there are many statistical measures that can use Ideal Finansal historical prices to predict the future Ideal Finansal's volatility.
Ideal Finansal appears to be very steady, given 3 months investment horizon. Ideal Finansal Tekno holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. By evaluating Ideal Finansal's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please utilize Ideal Finansal's Risk Adjusted Performance of 0.1474, market risk adjusted performance of (0.72), and Downside Deviation of 2.83 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ideal Finansal holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of -0.99, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Ideal Finansal are expected to decrease slowly. On the other hand, during market turmoil, Ideal Finansal is expected to outperform it slightly. Please check Ideal Finansal's sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Ideal Finansal's current trending patterns will revert.
Auto-correlation
0.46
Average predictability
Ideal Finansal Teknolojiler has average predictability. Overlapping area represents the amount of predictability between Ideal Finansal time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Ideal Finansal Tekno price movement. The serial correlation of 0.46 indicates that about 46.0% of current Ideal Finansal price fluctuation can be explain by its past prices.
Correlation Coefficient
0.46
Spearman Rank Test
0.01
Residual Average
0.0
Price Variance
21.58
Ideal Finansal Tekno lagged returns against current returns
Autocorrelation, which is Ideal Finansal 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 Ideal Finansal's stock expected returns. We can calculate the autocorrelation of Ideal Finansal returns to help us make a trade decision. For example, suppose you find that Ideal Finansal 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
Ideal Finansal 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 Ideal Finansal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ideal Finansal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ideal Finansal stock over time.
Current vs Lagged Prices
Timeline
Ideal Finansal Lagged Returns
When evaluating Ideal Finansal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ideal Finansal stock have on its future price. Ideal Finansal 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, Ideal Finansal autocorrelation shows the relationship between Ideal Finansal stock current value and its past values and can show if there is a momentum factor associated with investing in Ideal Finansal Teknolojiler.
Regressed Prices
Timeline
Thematic Opportunities
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