Turkiye Vakiflar Bankasi Stock Market Value
| TKYVY Stock | USD 6.30 0.00 0.00% |
| Symbol | Turkiye |
Turkiye Vakiflar '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 Turkiye Vakiflar'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 Turkiye Vakiflar.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Turkiye Vakiflar on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Turkiye Vakiflar Bankasi or generate 0.0% return on investment in Turkiye Vakiflar over 30 days. Turkiye Vakiflar is related to or competes with Akbank Turk, Turkiye Garanti, Commercial International, Kasikornbank Public, and PT Bank. Trkiye Vakiflar Bankasi Trk Anonim Ortakligi, together with its subsidiaries, provides corporate, commercial, small busi... More
Turkiye Vakiflar 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 Turkiye Vakiflar'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 Turkiye Vakiflar Bankasi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.121 | |||
| Maximum Drawdown | 57.5 |
Turkiye Vakiflar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Turkiye Vakiflar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Turkiye Vakiflar's standard deviation. In reality, there are many statistical measures that can use Turkiye Vakiflar historical prices to predict the future Turkiye Vakiflar's volatility.| Risk Adjusted Performance | 0.0994 | |||
| Jensen Alpha | 0.8637 | |||
| Total Risk Alpha | 0.8135 | |||
| Treynor Ratio | (1.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Turkiye Vakiflar'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.
Turkiye Vakiflar Bankasi Backtested Returns
We have found seventeen technical indicators for Turkiye Vakiflar Bankasi, which you can use to evaluate the volatility of the company. Please validate Turkiye Vakiflar's Variance of 50.09, coefficient of variation of 812.4, and Risk Adjusted Performance of 0.0994 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. The entity has a beta of -0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Turkiye Vakiflar are expected to decrease at a much lower rate. During the bear market, Turkiye Vakiflar is likely to outperform the market. Turkiye Vakiflar Bankasi right now has a risk of 0.0%. Please validate Turkiye Vakiflar information ratio, and the relationship between the coefficient of variation and skewness , to decide if Turkiye Vakiflar will be following its existing price patterns.
Auto-correlation | 1.00 |
Perfect predictability
Turkiye Vakiflar Bankasi has perfect predictability. Overlapping area represents the amount of predictability between Turkiye Vakiflar 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 Turkiye Vakiflar Bankasi price movement. The serial correlation of 1.0 indicates that 100.0% of current Turkiye Vakiflar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Turkiye Vakiflar Bankasi lagged returns against current returns
Autocorrelation, which is Turkiye Vakiflar 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 Turkiye Vakiflar's pink sheet expected returns. We can calculate the autocorrelation of Turkiye Vakiflar returns to help us make a trade decision. For example, suppose you find that Turkiye Vakiflar 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 |
Turkiye Vakiflar 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 Turkiye Vakiflar pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Turkiye Vakiflar pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Turkiye Vakiflar pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Turkiye Vakiflar Lagged Returns
When evaluating Turkiye Vakiflar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Turkiye Vakiflar pink sheet have on its future price. Turkiye Vakiflar 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, Turkiye Vakiflar autocorrelation shows the relationship between Turkiye Vakiflar pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Turkiye Vakiflar Bankasi.
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 Turkiye Pink Sheet Analysis
When running Turkiye Vakiflar's price analysis, check to measure Turkiye Vakiflar'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 Turkiye Vakiflar is operating at the current time. Most of Turkiye Vakiflar's value examination focuses on studying past and present price action to predict the probability of Turkiye Vakiflar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Turkiye Vakiflar's price. Additionally, you may evaluate how the addition of Turkiye Vakiflar to your portfolios can decrease your overall portfolio volatility.