Yesil Gayrimenkul (Turkey) Market Value
| YGYO Stock | TRY 9.95 0.05 0.51% |
| Symbol | Yesil |
Yesil Gayrimenkul '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 Yesil Gayrimenkul'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 Yesil Gayrimenkul.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Yesil Gayrimenkul on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Yesil Gayrimenkul Yatirim or generate 0.0% return on investment in Yesil Gayrimenkul over 360 days. Yesil Gayrimenkul is related to or competes with Bms Birlesik, Trabzonspor Sportif, Sekerbank TAS, Gentas Genel, Qnb Finansbank, and Cuhadaroglu Metal. Ihlas Gayrimenkul Yatirim Ortakligi A.S. is a publicly owned real estate investment firm More
Yesil Gayrimenkul 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 Yesil Gayrimenkul'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 Yesil Gayrimenkul Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.92 | |||
| Information Ratio | 0.0088 | |||
| Maximum Drawdown | 16.88 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 5.69 |
Yesil Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yesil Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yesil Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Yesil Gayrimenkul historical prices to predict the future Yesil Gayrimenkul's volatility.| Risk Adjusted Performance | 0.0446 | |||
| Jensen Alpha | 0.1177 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.0105 | |||
| Treynor Ratio | 0.4977 |
Yesil Gayrimenkul Yatirim Backtested Returns
Yesil Gayrimenkul appears to be slightly risky, given 3 months investment horizon. Yesil Gayrimenkul Yatirim shows Sharpe Ratio of 0.0576, which attests that the company had a 0.0576% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Yesil Gayrimenkul Yatirim, which you can use to evaluate the volatility of the company. Please utilize Yesil Gayrimenkul's Mean Deviation of 2.76, downside deviation of 2.92, and Market Risk Adjusted Performance of 0.5077 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yesil Gayrimenkul holds a performance score of 4. The firm maintains a market beta of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yesil Gayrimenkul's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yesil Gayrimenkul is expected to be smaller as well. Please check Yesil Gayrimenkul's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Yesil Gayrimenkul's historical returns will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
Yesil Gayrimenkul Yatirim has modest reverse predictability. Overlapping area represents the amount of predictability between Yesil Gayrimenkul time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 Yesil Gayrimenkul Yatirim price movement. The serial correlation of -0.49 indicates that about 49.0% of current Yesil Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 1.45 |
Yesil Gayrimenkul Yatirim lagged returns against current returns
Autocorrelation, which is Yesil Gayrimenkul 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 Yesil Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Yesil Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Yesil Gayrimenkul 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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Yesil Gayrimenkul 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 Yesil Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yesil Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yesil Gayrimenkul stock over time.
Current vs Lagged Prices |
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Yesil Gayrimenkul Lagged Returns
When evaluating Yesil Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yesil Gayrimenkul stock have on its future price. Yesil Gayrimenkul 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, Yesil Gayrimenkul autocorrelation shows the relationship between Yesil Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Yesil Gayrimenkul Yatirim.
Regressed Prices |
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Additional Tools for Yesil Stock Analysis
When running Yesil Gayrimenkul's price analysis, check to measure Yesil Gayrimenkul'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 Yesil Gayrimenkul is operating at the current time. Most of Yesil Gayrimenkul's value examination focuses on studying past and present price action to predict the probability of Yesil Gayrimenkul's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yesil Gayrimenkul's price. Additionally, you may evaluate how the addition of Yesil Gayrimenkul to your portfolios can decrease your overall portfolio volatility.