Tekfen Holding As Stock Market Value
| TKFHY Stock | USD 3.22 0.00 0.00% |
| Symbol | Tekfen |
Tekfen Holding '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 Tekfen Holding's pink sheet 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 Tekfen Holding.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Tekfen Holding on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Tekfen Holding AS or generate 0.0% return on investment in Tekfen Holding over 360 days. Tekfen Holding is related to or competes with Ellaktor, Ellaktor, Obrascón Huarte, Chiyoda, Hainan Meilan, Yit Oyj, and PostNL NV. Tekfen Holding Anonim Sirketi, together with its subsidiaries, engages in contracting, agriculture, investment, and serv... More
Tekfen Holding 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 Tekfen Holding's pink sheet 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 Tekfen Holding AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0127 | |||
| Maximum Drawdown | 6.27 |
Tekfen Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tekfen Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tekfen Holding's standard deviation. In reality, there are many statistical measures that can use Tekfen Holding historical prices to predict the future Tekfen Holding's volatility.| Risk Adjusted Performance | 0.0873 | |||
| Jensen Alpha | 0.0798 | |||
| Total Risk Alpha | 0.0022 | |||
| Treynor Ratio | 1.23 |
Tekfen Holding AS Backtested Returns
At this stage we consider Tekfen Pink Sheet to be not too volatile. Tekfen Holding AS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Tekfen Holding AS, which you can use to evaluate the volatility of the company. Please validate Tekfen Holding's Coefficient Of Variation of 812.4, risk adjusted performance of 0.0873, and Variance of 0.5958 to confirm if the risk estimate we provide is consistent with the expected return of 0.095%. Tekfen Holding has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.0693, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tekfen Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tekfen Holding is expected to be smaller as well. Tekfen Holding AS right now has a risk of 0.77%. Please validate Tekfen Holding information ratio and day median price , to decide if Tekfen Holding will be following its existing price patterns.
Auto-correlation | 0.89 |
Very good predictability
Tekfen Holding AS has very good predictability. Overlapping area represents the amount of predictability between Tekfen Holding time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th of December 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 Tekfen Holding AS price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Tekfen Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tekfen Holding AS lagged returns against current returns
Autocorrelation, which is Tekfen Holding pink sheet'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 Tekfen Holding's pink sheet expected returns. We can calculate the autocorrelation of Tekfen Holding returns to help us make a trade decision. For example, suppose you find that Tekfen Holding has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Tekfen Holding 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 Tekfen Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tekfen Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tekfen Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tekfen Holding Lagged Returns
When evaluating Tekfen Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tekfen Holding pink sheet have on its future price. Tekfen Holding 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, Tekfen Holding autocorrelation shows the relationship between Tekfen Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tekfen Holding AS.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Tekfen Pink Sheet Analysis
When running Tekfen Holding's price analysis, check to measure Tekfen Holding's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tekfen Holding is operating at the current time. Most of Tekfen Holding's value examination focuses on studying past and present price action to predict the probability of Tekfen Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tekfen Holding's price. Additionally, you may evaluate how the addition of Tekfen Holding to your portfolios can decrease your overall portfolio volatility.