Yesil Yapi (Turkey) Market Value
| YYAPI Stock | TRY 5.34 0.11 2.02% |
| Symbol | Yesil |
Yesil Yapi '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 Yapi'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 Yapi.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Yesil Yapi on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Yesil Yapi Endustrisi or generate 0.0% return on investment in Yesil Yapi over 180 days. Yesil Yapi is related to or competes with Gentas Genel, Cuhadaroglu Metal, Galatasaray Sportif, and Koza Anadolu. Yesil Yapi Endstrisi A.S. operates as a construction company in Turkey and internationally More
Yesil Yapi 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 Yapi'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 Yapi Endustrisi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.0171 | |||
| Maximum Drawdown | 17.1 | |||
| Value At Risk | (4.66) | |||
| Potential Upside | 7.58 |
Yesil Yapi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yesil Yapi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yesil Yapi's standard deviation. In reality, there are many statistical measures that can use Yesil Yapi historical prices to predict the future Yesil Yapi's volatility.| Risk Adjusted Performance | 0.0507 | |||
| Jensen Alpha | 0.1449 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | 0.0202 | |||
| Treynor Ratio | 0.6572 |
Yesil Yapi Endustrisi Backtested Returns
Yesil Yapi Endustrisi shows Sharpe Ratio of -0.0034, which attests that the company had a -0.0034% return per unit of risk over the last 3 months. Yesil Yapi Endustrisi exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yesil Yapi's Mean Deviation of 2.43, market risk adjusted performance of 0.6672, and Downside Deviation of 2.82 to validate the risk estimate we provide. The firm maintains a market beta of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yesil Yapi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yesil Yapi is expected to be smaller as well. At this point, Yesil Yapi Endustrisi has a negative expected return of -0.0108%. Please make sure to check out Yesil Yapi's downside variance, as well as the relationship between the accumulation distribution and price action indicator , to decide if Yesil Yapi Endustrisi performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Yesil Yapi Endustrisi has average predictability. Overlapping area represents the amount of predictability between Yesil Yapi time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 Yesil Yapi Endustrisi price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Yesil Yapi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Yesil Yapi Endustrisi lagged returns against current returns
Autocorrelation, which is Yesil Yapi 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 Yapi's stock expected returns. We can calculate the autocorrelation of Yesil Yapi returns to help us make a trade decision. For example, suppose you find that Yesil Yapi 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 |
Yesil Yapi 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 Yapi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yesil Yapi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yesil Yapi stock over time.
Current vs Lagged Prices |
| Timeline |
Yesil Yapi Lagged Returns
When evaluating Yesil Yapi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yesil Yapi stock have on its future price. Yesil Yapi 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 Yapi autocorrelation shows the relationship between Yesil Yapi stock current value and its past values and can show if there is a momentum factor associated with investing in Yesil Yapi Endustrisi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Yesil Stock
Yesil Yapi financial ratios help investors to determine whether Yesil 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 Yesil with respect to the benefits of owning Yesil Yapi security.