Anadolu Efes Biracilik Stock Market Value
| AEBZY Stock | USD 1.12 0.02 1.82% |
| Symbol | Anadolu |
Anadolu Efes '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 Anadolu Efes' pink sheet 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 Anadolu Efes.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Anadolu Efes on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Anadolu Efes Biracilik or generate 0.0% return on investment in Anadolu Efes over 30 days. Anadolu Efes is related to or competes with Compania Cervecerias, Boston Beer, Molson Coors, Ambev SA, and Molson Coors. Anadolu Efes Biracilik ve Malt Sanayii Anonim Sirketi, together with its subsidiaries, engages in the production, bottli... More
Anadolu Efes 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 Anadolu Efes' pink sheet 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 Anadolu Efes Biracilik upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.68 | |||
| Information Ratio | 0.0525 | |||
| Maximum Drawdown | 21.34 | |||
| Value At Risk | (6.31) | |||
| Potential Upside | 6.93 |
Anadolu Efes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anadolu Efes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anadolu Efes' standard deviation. In reality, there are many statistical measures that can use Anadolu Efes historical prices to predict the future Anadolu Efes' volatility.| Risk Adjusted Performance | 0.0511 | |||
| Jensen Alpha | 0.2032 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.047 | |||
| Treynor Ratio | 0.2167 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Anadolu Efes' 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.
Anadolu Efes Biracilik Backtested Returns
Anadolu Efes appears to be extremely dangerous, given 3 months investment horizon. Anadolu Efes Biracilik secures Sharpe Ratio (or Efficiency) of 0.0826, which signifies that the company had a 0.0826% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Anadolu Efes Biracilik, which you can use to evaluate the volatility of the firm. Please makes use of Anadolu Efes' mean deviation of 3.08, and Risk Adjusted Performance of 0.0511 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Anadolu Efes holds a performance score of 6. The firm shows a Beta (market volatility) of 1.29, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Anadolu Efes will likely underperform. Please check Anadolu Efes' kurtosis, period momentum indicator, as well as the relationship between the value at risk and information ratio , to make a quick decision on whether Anadolu Efes' price patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Anadolu Efes Biracilik has very weak reverse predictability. Overlapping area represents the amount of predictability between Anadolu Efes time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 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 Anadolu Efes Biracilik price movement. The serial correlation of -0.01 indicates that just 1.0% of current Anadolu Efes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Anadolu Efes Biracilik lagged returns against current returns
Autocorrelation, which is Anadolu Efes pink sheet'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 Anadolu Efes' pink sheet expected returns. We can calculate the autocorrelation of Anadolu Efes returns to help us make a trade decision. For example, suppose you find that Anadolu Efes has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Anadolu Efes 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 Anadolu Efes pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anadolu Efes pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anadolu Efes pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Anadolu Efes Lagged Returns
When evaluating Anadolu Efes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anadolu Efes pink sheet have on its future price. Anadolu Efes 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, Anadolu Efes autocorrelation shows the relationship between Anadolu Efes pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Anadolu Efes Biracilik.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Anadolu Efes in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Anadolu Efes' short interest history, or implied volatility extrapolated from Anadolu Efes options trading.
Pair Trading with Anadolu Efes
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Anadolu Efes position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Anadolu Efes will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Anadolu Efes could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Anadolu Efes when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Anadolu Efes - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Anadolu Efes Biracilik to buy it.
The correlation of Anadolu Efes is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Anadolu Efes moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Anadolu Efes Biracilik moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Anadolu Efes can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Anadolu Efes Correlation, Anadolu Efes Volatility and Anadolu Efes Alpha and Beta module to complement your research on Anadolu Efes. Note that the Anadolu Efes Biracilik information on this page should be used as a complementary analysis to other Anadolu Efes' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for Anadolu Pink Sheet analysis
When running Anadolu Efes' price analysis, check to measure Anadolu Efes' 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 Anadolu Efes is operating at the current time. Most of Anadolu Efes' value examination focuses on studying past and present price action to predict the probability of Anadolu Efes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anadolu Efes' price. Additionally, you may evaluate how the addition of Anadolu Efes to your portfolios can decrease your overall portfolio volatility.
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |
Anadolu Efes technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.