Vakif Finansal (Turkey) Market Value
| VAKFN Stock | TRY 1.71 0.03 1.72% |
| Symbol | Vakif |
Vakif Finansal '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 Vakif Finansal'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 Vakif Finansal.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Vakif Finansal on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Vakif Finansal Kiralama or generate 0.0% return on investment in Vakif Finansal over 510 days. Vakif Finansal is related to or competes with Turkiye Is, Turkiye Is, Haci Omer, and Turkiye Halk. Vakif Finansal Kiralama A.S., together with its subsidiary, Varkif Sigorta Aracilik Hizmetleri Limited Sirketi, provides... More
Vakif Finansal 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 Vakif Finansal'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 Vakif Finansal Kiralama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.91 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.17 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 6.06 |
Vakif Finansal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vakif Finansal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vakif Finansal's standard deviation. In reality, there are many statistical measures that can use Vakif Finansal historical prices to predict the future Vakif Finansal's volatility.| Risk Adjusted Performance | 0.0324 | |||
| Jensen Alpha | 0.0258 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1621 |
Vakif Finansal Kiralama Backtested Returns
Vakif Finansal appears to be dangerous, given 3 months investment horizon. Vakif Finansal Kiralama owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0664, which indicates the firm had a 0.0664% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vakif Finansal Kiralama, which you can use to evaluate the volatility of the company. Please review Vakif Finansal's Coefficient Of Variation of 3087.47, semi deviation of 2.71, and Risk Adjusted Performance of 0.0324 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vakif Finansal holds a performance score of 5. The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vakif Finansal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vakif Finansal is expected to be smaller as well. Please check Vakif Finansal's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Vakif Finansal's existing price patterns will revert.
Auto-correlation | 0.49 |
Average predictability
Vakif Finansal Kiralama has average predictability. Overlapping area represents the amount of predictability between Vakif Finansal time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Vakif Finansal Kiralama price movement. The serial correlation of 0.49 indicates that about 49.0% of current Vakif Finansal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Vakif Finansal Kiralama lagged returns against current returns
Autocorrelation, which is Vakif Finansal 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 Vakif Finansal's stock expected returns. We can calculate the autocorrelation of Vakif Finansal returns to help us make a trade decision. For example, suppose you find that Vakif Finansal 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 |
| Timeline |
Vakif Finansal 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 Vakif Finansal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vakif Finansal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vakif Finansal stock over time.
Current vs Lagged Prices |
| Timeline |
Vakif Finansal Lagged Returns
When evaluating Vakif Finansal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vakif Finansal stock have on its future price. Vakif Finansal 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, Vakif Finansal autocorrelation shows the relationship between Vakif Finansal stock current value and its past values and can show if there is a momentum factor associated with investing in Vakif Finansal Kiralama.
Regressed Prices |
| Timeline |
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Other Information on Investing in Vakif Stock
Vakif Finansal financial ratios help investors to determine whether Vakif Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vakif with respect to the benefits of owning Vakif Finansal security.