Yeo Teknoloji (Turkey) Market Value
| YEOTK Stock | 208.80 1.00 0.48% |
| Symbol | Yeo |
Yeo Teknoloji '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 Yeo Teknoloji'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 Yeo Teknoloji.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Yeo Teknoloji on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Yeo Teknoloji Enerji or generate 0.0% return on investment in Yeo Teknoloji over 270 days. Yeo Teknoloji is related to or competes with Qnb Finansbank, Cuhadaroglu Metal, Gentas Genel, Trabzonspor Sportif, and Politeknik Metal. More
Yeo Teknoloji 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 Yeo Teknoloji'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 Yeo Teknoloji Enerji upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.39 | |||
| Information Ratio | 0.0293 | |||
| Maximum Drawdown | 15.18 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 6.69 |
Yeo Teknoloji Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yeo Teknoloji's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yeo Teknoloji's standard deviation. In reality, there are many statistical measures that can use Yeo Teknoloji historical prices to predict the future Yeo Teknoloji's volatility.| Risk Adjusted Performance | 0.062 | |||
| Jensen Alpha | 0.2296 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.0386 | |||
| Treynor Ratio | (1.53) |
Yeo Teknoloji Enerji Backtested Returns
Yeo Teknoloji appears to be very steady, given 3 months investment horizon. Yeo Teknoloji Enerji shows Sharpe Ratio of 0.0819, which attests that the company had a 0.0819% return per unit of risk over the last 3 months. We have found thirty technical indicators for Yeo Teknoloji Enerji, which you can use to evaluate the volatility of the company. Please utilize Yeo Teknoloji's Market Risk Adjusted Performance of (1.52), downside deviation of 2.39, and Mean Deviation of 2.3 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yeo Teknoloji holds a performance score of 6. The firm maintains a market beta of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yeo Teknoloji are expected to decrease at a much lower rate. During the bear market, Yeo Teknoloji is likely to outperform the market. Please check Yeo Teknoloji's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Yeo Teknoloji's historical returns will revert.
Auto-correlation | 0.38 |
Below average predictability
Yeo Teknoloji Enerji has below average predictability. Overlapping area represents the amount of predictability between Yeo Teknoloji time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 Yeo Teknoloji Enerji price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Yeo Teknoloji price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 363.95 |
Yeo Teknoloji Enerji lagged returns against current returns
Autocorrelation, which is Yeo Teknoloji 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 Yeo Teknoloji's stock expected returns. We can calculate the autocorrelation of Yeo Teknoloji returns to help us make a trade decision. For example, suppose you find that Yeo Teknoloji 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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Yeo Teknoloji 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 Yeo Teknoloji stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yeo Teknoloji stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yeo Teknoloji stock over time.
Current vs Lagged Prices |
| Timeline |
Yeo Teknoloji Lagged Returns
When evaluating Yeo Teknoloji's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yeo Teknoloji stock have on its future price. Yeo Teknoloji 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, Yeo Teknoloji autocorrelation shows the relationship between Yeo Teknoloji stock current value and its past values and can show if there is a momentum factor associated with investing in Yeo Teknoloji Enerji.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in Yeo Stock
Yeo Teknoloji financial ratios help investors to determine whether Yeo 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 Yeo with respect to the benefits of owning Yeo Teknoloji security.