Ulker Biskuvi Sanayi Stock Market Value
| UELKY Stock | USD 26.00 0.85 3.38% |
| Symbol | Ulker |
Ulker Biskuvi '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 Ulker Biskuvi'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 Ulker Biskuvi.
| 01/17/2025 |
| 01/12/2026 |
If you would invest 0.00 in Ulker Biskuvi on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Ulker Biskuvi Sanayi or generate 0.0% return on investment in Ulker Biskuvi over 360 days. Ulker Biskuvi is related to or competes with Bakkavor Group, Rami Levi, and China Education. lker Biskvi Sanayi A.S., together with its subsidiaries, engages in the manufacture, marketing, and sale of biscuits, ch... More
Ulker Biskuvi 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 Ulker Biskuvi'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 Ulker Biskuvi Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 25.36 |
Ulker Biskuvi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ulker Biskuvi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ulker Biskuvi's standard deviation. In reality, there are many statistical measures that can use Ulker Biskuvi historical prices to predict the future Ulker Biskuvi's volatility.| Risk Adjusted Performance | 0.0109 | |||
| Jensen Alpha | 0.0464 | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.01) |
Ulker Biskuvi Sanayi Backtested Returns
At this stage we consider Ulker Pink Sheet to be not too volatile. Ulker Biskuvi Sanayi owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Ulker Biskuvi Sanayi, which you can use to evaluate the volatility of the company. Please validate Ulker Biskuvi's Coefficient Of Variation of 18281.09, variance of 5.37, and Risk Adjusted Performance of 0.0109 to confirm if the risk estimate we provide is consistent with the expected return of 0.0133%. The entity has a beta of -0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ulker Biskuvi are expected to decrease at a much lower rate. During the bear market, Ulker Biskuvi is likely to outperform the market. Ulker Biskuvi Sanayi right now has a risk of 2.37%. Please validate Ulker Biskuvi information ratio and rate of daily change , to decide if Ulker Biskuvi will be following its existing price patterns.
Auto-correlation | 0.11 |
Insignificant predictability
Ulker Biskuvi Sanayi has insignificant predictability. Overlapping area represents the amount of predictability between Ulker Biskuvi time series from 17th of January 2025 to 16th of July 2025 and 16th of July 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ulker Biskuvi Sanayi price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Ulker Biskuvi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Ulker Biskuvi Sanayi lagged returns against current returns
Autocorrelation, which is Ulker Biskuvi 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 Ulker Biskuvi's pink sheet expected returns. We can calculate the autocorrelation of Ulker Biskuvi returns to help us make a trade decision. For example, suppose you find that Ulker Biskuvi 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 |
Ulker Biskuvi 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 Ulker Biskuvi pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ulker Biskuvi pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ulker Biskuvi pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ulker Biskuvi Lagged Returns
When evaluating Ulker Biskuvi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ulker Biskuvi pink sheet have on its future price. Ulker Biskuvi 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, Ulker Biskuvi autocorrelation shows the relationship between Ulker Biskuvi pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ulker Biskuvi Sanayi.
Regressed Prices |
| Timeline |
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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 Ulker Pink Sheet Analysis
When running Ulker Biskuvi's price analysis, check to measure Ulker Biskuvi'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 Ulker Biskuvi is operating at the current time. Most of Ulker Biskuvi's value examination focuses on studying past and present price action to predict the probability of Ulker Biskuvi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ulker Biskuvi's price. Additionally, you may evaluate how the addition of Ulker Biskuvi to your portfolios can decrease your overall portfolio volatility.