Yayla Agro (Turkey) Market Value
| YYLGD Stock | 9.81 0.06 0.62% |
| Symbol | Yayla |
Yayla Agro '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 Yayla Agro'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 Yayla Agro.
| 02/03/2023 |
| 01/23/2025 |
If you would invest 0.00 in Yayla Agro on February 3, 2023 and sell it all today you would earn a total of 0.00 from holding Yayla Agro Gida or generate 0.0% return on investment in Yayla Agro over 720 days.
Yayla Agro 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 Yayla Agro'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 Yayla Agro Gida upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.78 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 4.24 |
Yayla Agro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yayla Agro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yayla Agro's standard deviation. In reality, there are many statistical measures that can use Yayla Agro historical prices to predict the future Yayla Agro's volatility.| Risk Adjusted Performance | 0.01 | |||
| Jensen Alpha | 7.0E-4 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0056 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yayla Agro's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Yayla Agro Gida Backtested Returns
Yayla Agro Gida exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yayla Agro's Downside Deviation of 2.06, mean deviation of 1.72, and Market Risk Adjusted Performance of 0.0156 to validate the risk estimate we provide. The firm maintains a market beta of -0.0205, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yayla Agro are expected to decrease at a much lower rate. During the bear market, Yayla Agro is likely to outperform the market. At this point, Yayla Agro Gida has a negative expected return of -1.0E-4%. Please make sure to check out Yayla Agro's expected short fall, as well as the relationship between the daily balance of power and price action indicator , to decide if Yayla Agro Gida performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Yayla Agro Gida has weak reverse predictability. Overlapping area represents the amount of predictability between Yayla Agro time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yayla Agro Gida price movement. The serial correlation of -0.21 indicates that over 21.0% of current Yayla Agro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 3.68 |
Yayla Agro Gida lagged returns against current returns
Autocorrelation, which is Yayla Agro 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 Yayla Agro's stock expected returns. We can calculate the autocorrelation of Yayla Agro returns to help us make a trade decision. For example, suppose you find that Yayla Agro 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 |
Yayla Agro 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 Yayla Agro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yayla Agro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yayla Agro stock over time.
Current vs Lagged Prices |
| Timeline |
Yayla Agro Lagged Returns
When evaluating Yayla Agro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yayla Agro stock have on its future price. Yayla Agro 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, Yayla Agro autocorrelation shows the relationship between Yayla Agro stock current value and its past values and can show if there is a momentum factor associated with investing in Yayla Agro Gida.
Regressed Prices |
| Timeline |