Ufuk Yatirim (Turkey) Market Value
| UFUK Stock | TRY 491.00 3.00 0.61% |
| Symbol | Ufuk |
Ufuk Yatirim '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 Ufuk Yatirim'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 Ufuk Yatirim.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Ufuk Yatirim on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Ufuk Yatirim Yonetim or generate 0.0% return on investment in Ufuk Yatirim over 30 days. Ufuk Yatirim is related to or competes with Yapi Ve, Turkiye Is, and Koc Holding. UFUK Yatirim Yonetim ve Gayrimenkul A.S. invests in and finances small to large business projects in Turkey More
Ufuk Yatirim 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 Ufuk Yatirim'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 Ufuk Yatirim Yonetim upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 13.28 | |||
| Value At Risk | (5.66) | |||
| Potential Upside | 4.86 |
Ufuk Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ufuk Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ufuk Yatirim's standard deviation. In reality, there are many statistical measures that can use Ufuk Yatirim historical prices to predict the future Ufuk Yatirim's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.46) |
Ufuk Yatirim Yonetim Backtested Returns
Ufuk Yatirim Yonetim owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0656, which indicates the firm had a -0.0656% return per unit of risk over the last 3 months. Ufuk Yatirim Yonetim exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Ufuk Yatirim's Variance of 9.47, coefficient of variation of (2,445), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Ufuk Yatirim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ufuk Yatirim is expected to be smaller as well. At this point, Ufuk Yatirim Yonetim has a negative expected return of -0.2%. Please make sure to validate Ufuk Yatirim's skewness, accumulation distribution, rate of daily change, as well as the relationship between the kurtosis and daily balance of power , to decide if Ufuk Yatirim Yonetim performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.05 |
Virtually no predictability
Ufuk Yatirim Yonetim has virtually no predictability. Overlapping area represents the amount of predictability between Ufuk Yatirim time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Ufuk Yatirim Yonetim price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Ufuk Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 205.83 |
Ufuk Yatirim Yonetim lagged returns against current returns
Autocorrelation, which is Ufuk Yatirim 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 Ufuk Yatirim's stock expected returns. We can calculate the autocorrelation of Ufuk Yatirim returns to help us make a trade decision. For example, suppose you find that Ufuk Yatirim 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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Ufuk Yatirim 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 Ufuk Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ufuk Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ufuk Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Ufuk Yatirim Lagged Returns
When evaluating Ufuk Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ufuk Yatirim stock have on its future price. Ufuk Yatirim 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, Ufuk Yatirim autocorrelation shows the relationship between Ufuk Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Ufuk Yatirim Yonetim.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Ufuk Stock Analysis
When running Ufuk Yatirim's price analysis, check to measure Ufuk Yatirim'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 Ufuk Yatirim is operating at the current time. Most of Ufuk Yatirim's value examination focuses on studying past and present price action to predict the probability of Ufuk Yatirim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ufuk Yatirim's price. Additionally, you may evaluate how the addition of Ufuk Yatirim to your portfolios can decrease your overall portfolio volatility.