Unlu Yatirim (Turkey) Market Value
| UNLU Stock | 14.69 0.10 0.68% |
| Symbol | Unlu |
Unlu 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 Unlu 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 Unlu Yatirim.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Unlu Yatirim on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Unlu Yatirim Holding or generate 0.0% return on investment in Unlu Yatirim over 30 days. Unlu Yatirim is related to or competes with Politeknik Metal, Qnb Finansbank, Gentas Genel, Trabzonspor Sportif, E Data, and Koza Anadolu. More
Unlu 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 Unlu 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 Unlu Yatirim Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.58 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 3.27 |
Unlu Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unlu Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unlu Yatirim's standard deviation. In reality, there are many statistical measures that can use Unlu Yatirim historical prices to predict the future Unlu Yatirim's volatility.| Risk Adjusted Performance | 0.0381 | |||
| Jensen Alpha | 0.1106 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.30) |
Unlu Yatirim Holding Backtested Returns
Currently, Unlu Yatirim Holding is not too volatile. Unlu Yatirim Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.03, which indicates the firm had a 0.03% return per unit of risk over the last 3 months. We have found thirty technical indicators for Unlu Yatirim Holding, which you can use to evaluate the volatility of the company. Please validate Unlu Yatirim's Coefficient Of Variation of 2412.23, semi deviation of 2.04, and Risk Adjusted Performance of 0.0381 to confirm if the risk estimate we provide is consistent with the expected return of 0.0635%. Unlu Yatirim has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Unlu Yatirim are expected to decrease at a much lower rate. During the bear market, Unlu Yatirim is likely to outperform the market. Unlu Yatirim Holding right now has a risk of 2.11%. Please validate Unlu Yatirim jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Unlu Yatirim will be following its existing price patterns.
Auto-correlation | 0.79 |
Good predictability
Unlu Yatirim Holding has good predictability. Overlapping area represents the amount of predictability between Unlu Yatirim time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Unlu Yatirim Holding price movement. The serial correlation of 0.79 indicates that around 79.0% of current Unlu Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Unlu Yatirim Holding lagged returns against current returns
Autocorrelation, which is Unlu 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 Unlu Yatirim's stock expected returns. We can calculate the autocorrelation of Unlu Yatirim returns to help us make a trade decision. For example, suppose you find that Unlu 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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Unlu 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 Unlu Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unlu Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unlu Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Unlu Yatirim Lagged Returns
When evaluating Unlu Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unlu Yatirim stock have on its future price. Unlu 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, Unlu Yatirim autocorrelation shows the relationship between Unlu Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Unlu Yatirim Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Unlu Stock Analysis
When running Unlu Yatirim's price analysis, check to measure Unlu 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 Unlu Yatirim is operating at the current time. Most of Unlu Yatirim's value examination focuses on studying past and present price action to predict the probability of Unlu 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 Unlu Yatirim's price. Additionally, you may evaluate how the addition of Unlu Yatirim to your portfolios can decrease your overall portfolio volatility.