Yapi Ve (Turkey) Volatility
| YKBNK Stock | TRY 29.20 1.12 3.99% |
Yapi ve Kredi shows Sharpe Ratio of -0.0389, which attests that the company had a -0.0389% return per unit of risk over the last 3 months. Yapi ve Kredi exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yapi Ve's Standard Deviation of 2.83, market risk adjusted performance of (0.15), and Mean Deviation of 2.14 to validate the risk estimate we provide. Key indicators related to Yapi Ve's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Yapi Ve Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Yapi daily returns, and it is calculated using variance and standard deviation. We also use Yapi's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Yapi Ve volatility.
Yapi |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Yapi Ve at lower prices. For example, an investor can purchase Yapi stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with Yapi Stock
| 0.62 | ISBTR | Turkiye Is Bankasi | PairCorr |
| 0.75 | TUPRS | Turkiye Petrol Rafin | PairCorr |
| 0.8 | THYAO | Turkish Airlines | PairCorr |
Moving against Yapi Stock
Yapi Ve Market Sensitivity And Downside Risk
Yapi Ve's beta coefficient measures the volatility of Yapi stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Yapi stock's returns against your selected market. In other words, Yapi Ve's beta of 0.42 provides an investor with an approximation of how much risk Yapi Ve stock can potentially add to one of your existing portfolios. Yapi ve Kredi exhibits very low volatility with skewness of 0.32 and kurtosis of 0.54. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Yapi Ve's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Yapi Ve's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Yapi ve Kredi Demand TrendCheck current 90 days Yapi Ve correlation with market (Dow Jones Industrial)Yapi Beta |
Yapi standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 2.82 |
It is essential to understand the difference between upside risk (as represented by Yapi Ve's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Yapi Ve's daily returns or price. Since the actual investment returns on holding a position in yapi stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Yapi Ve.
Yapi ve Kredi Stock Volatility Analysis
Volatility refers to the frequency at which Yapi Ve stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Yapi Ve's price changes. Investors will then calculate the volatility of Yapi Ve's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Yapi Ve's volatility:
Historical Volatility
This type of stock volatility measures Yapi Ve's fluctuations based on previous trends. It's commonly used to predict Yapi Ve's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Yapi Ve's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Yapi Ve's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Yapi ve Kredi Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Yapi Ve Projected Return Density Against Market
Assuming the 90 days trading horizon Yapi Ve has a beta of 0.4217 . This entails as returns on the market go up, Yapi Ve average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Yapi ve Kredi will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Yapi Ve or Banks sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Yapi Ve's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Yapi stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Yapi ve Kredi has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Yapi Ve Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Yapi Ve Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Yapi Ve is -2573.25. The daily returns are distributed with a variance of 7.97 and standard deviation of 2.82. The mean deviation of Yapi ve Kredi is currently at 2.08. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.11 | |
β | Beta against Dow Jones | 0.42 | |
σ | Overall volatility | 2.82 | |
Ir | Information ratio | -0.06 |
Yapi Ve Stock Return Volatility
Yapi Ve historical daily return volatility represents how much of Yapi Ve stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 2.8227% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7685% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Yapi Ve Volatility
Volatility is a rate at which the price of Yapi Ve or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Yapi Ve may increase or decrease. In other words, similar to Yapi's beta indicator, it measures the risk of Yapi Ve and helps estimate the fluctuations that may happen in a short period of time. So if prices of Yapi Ve fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.Yapi ve Kredi Bankasi A.S., together with its subsidiaries, provides various banking products and services in the Netherlands, Azerbaijan, and Malta. Yapi ve Kredi Bankasi A.S. was founded in 1944 and is headquartered in Istanbul, Turkey. YAPI VE operates under BanksRegional classification in Turkey and is traded on Istanbul Stock Exchange. It employs 16295 people.
Yapi Ve's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Yapi Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Yapi Ve's price varies over time.
3 ways to utilize Yapi Ve's volatility to invest better
Higher Yapi Ve's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Yapi ve Kredi stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Yapi ve Kredi stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Yapi ve Kredi investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Yapi Ve's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Yapi Ve's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Yapi Ve Investment Opportunity
Yapi ve Kredi has a volatility of 2.82 and is 3.66 times more volatile than Dow Jones Industrial. 25 percent of all equities and portfolios are less risky than Yapi Ve. You can use Yapi ve Kredi to enhance the returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of Yapi Ve to be traded at 35.04 in 90 days.Average diversification
The correlation between Yapi ve Kredi and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Yapi ve Kredi and DJI in the same portfolio, assuming nothing else is changed.
Yapi Ve Additional Risk Indicators
The analysis of Yapi Ve's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Yapi Ve's investment and either accepting that risk or mitigating it. Along with some common measures of Yapi Ve stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.01) | |||
| Market Risk Adjusted Performance | (0.15) | |||
| Mean Deviation | 2.14 | |||
| Coefficient Of Variation | (4,989) | |||
| Standard Deviation | 2.83 | |||
| Variance | 8.02 | |||
| Information Ratio | (0.06) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Yapi Ve Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Yapi Ve as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Yapi Ve's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Yapi Ve's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Yapi ve Kredi.
Complementary Tools for Yapi Stock analysis
When running Yapi Ve's price analysis, check to measure Yapi Ve'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 Yapi Ve is operating at the current time. Most of Yapi Ve's value examination focuses on studying past and present price action to predict the probability of Yapi Ve's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yapi Ve's price. Additionally, you may evaluate how the addition of Yapi Ve to your portfolios can decrease your overall portfolio volatility.
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