Turkiye Garanti Bankasi Volatility
| TKGBFDelisted Stock | USD 2.16 0.00 0.00% |
We have found seventeen technical indicators for Turkiye Garanti Bankasi, which you can use to evaluate the volatility of the company. Please validate Turkiye Garanti's Variance of 250.6, risk adjusted performance of 0.0831, and Coefficient Of Variation of 848.56 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Turkiye Garanti's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Turkiye Garanti OTC 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 Turkiye daily returns, and it is calculated using variance and standard deviation. We also use Turkiye's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Turkiye Garanti volatility.
Turkiye |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Turkiye Garanti can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Turkiye Garanti at lower prices. For example, an investor can purchase Turkiye stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Turkiye Garanti's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving against Turkiye OTC Stock
| 0.76 | FITBP | Fifth Third Bancorp | PairCorr |
| 0.7 | USB-PH | US Bancorp | PairCorr |
| 0.47 | CHHE | China Health Industries | PairCorr |
Turkiye Garanti Market Sensitivity And Downside Risk
Turkiye Garanti's beta coefficient measures the volatility of Turkiye otc 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 Turkiye otc stock's returns against your selected market. In other words, Turkiye Garanti's beta of -5.82 provides an investor with an approximation of how much risk Turkiye Garanti otc stock can potentially add to one of your existing portfolios. Turkiye Garanti Bankasi is displaying above-average volatility over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Turkiye Garanti's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Turkiye Garanti's otc 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 Turkiye Garanti Bankasi Demand TrendCheck current 90 days Turkiye Garanti correlation with market (NYSE Composite)Turkiye Beta |
Turkiye 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by Turkiye Garanti's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Turkiye Garanti's daily returns or price. Since the actual investment returns on holding a position in turkiye otc 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 Turkiye Garanti.
Turkiye Garanti Bankasi OTC Stock Volatility Analysis
Volatility refers to the frequency at which Turkiye Garanti otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Turkiye Garanti's price changes. Investors will then calculate the volatility of Turkiye Garanti's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 Turkiye Garanti's volatility:
Historical Volatility
This type of otc volatility measures Turkiye Garanti's fluctuations based on previous trends. It's commonly used to predict Turkiye Garanti's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Turkiye Garanti's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Turkiye Garanti's to be redeemed at a future date.Transformation |
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Turkiye Garanti Projected Return Density Against Market
Assuming the 90 days horizon Turkiye Garanti Bankasi has a beta of -5.817 . This usually implies as returns on its benchmark rise, returns on holding Turkiye Garanti Bankasi are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Turkiye Garanti is expected to outperform its benchmark.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 Turkiye Garanti or Financial Services 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 Turkiye Garanti's price will be affected by overall otc 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 Turkiye otc'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.
Turkiye Garanti Bankasi has an alpha of 2.3519, implying that it can generate a 2.35 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Turkiye Garanti Price Volatility?
Several factors can influence a otc'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.Turkiye Garanti OTC Stock Return Volatility
Turkiye Garanti historical daily return volatility represents how much of Turkiye Garanti otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.0% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.6372% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Turkiye Garanti Volatility
Volatility is a rate at which the price of Turkiye Garanti 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 Turkiye Garanti may increase or decrease. In other words, similar to Turkiye's beta indicator, it measures the risk of Turkiye Garanti and helps estimate the fluctuations that may happen in a short period of time. So if prices of Turkiye Garanti 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.Turkiye Garanti Bankasi A.S. provides various banking products and services. The company was founded in 1946 and is headquartered in Istanbul, Turkey. Turkiye Garanti operates under BanksRegional classification in the United States and is traded on OTC Exchange. It employs 18615 people.
Turkiye Garanti'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 Turkiye OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Turkiye Garanti's price varies over time.
3 ways to utilize Turkiye Garanti's volatility to invest better
Higher Turkiye Garanti's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Turkiye Garanti Bankasi 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. Turkiye Garanti Bankasi 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 Turkiye Garanti Bankasi investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Turkiye Garanti'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 Turkiye Garanti's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Turkiye Garanti Investment Opportunity
NYSE Composite has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Turkiye Garanti Bankasi. Compared to the overall equity markets, volatility of historical daily returns of Turkiye Garanti Bankasi is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use Turkiye Garanti Bankasi to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Turkiye Garanti to be traded at $2.14 in 90 days.Very good diversification
The correlation between Turkiye Garanti Bankasi and NYA is -0.23 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Turkiye Garanti Bankasi and NYA in the same portfolio, assuming nothing else is changed.
Turkiye Garanti Additional Risk Indicators
The analysis of Turkiye Garanti'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 Turkiye Garanti's investment and either accepting that risk or mitigating it. Along with some common measures of Turkiye Garanti otc 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 | 0.0831 | |||
| Market Risk Adjusted Performance | (0.31) | |||
| Mean Deviation | 5.02 | |||
| Coefficient Of Variation | 848.56 | |||
| Standard Deviation | 15.83 | |||
| Variance | 250.6 | |||
| Information Ratio | 0.1118 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Turkiye Garanti 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 Turkiye Garanti 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. Turkiye Garanti'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, Turkiye Garanti'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 Turkiye Garanti Bankasi.
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any otc stock could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics. Note that the Turkiye Garanti Bankasi information on this page should be used as a complementary analysis to other Turkiye Garanti's 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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Other Consideration for investing in Turkiye OTC Stock
If you are still planning to invest in Turkiye Garanti Bankasi check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Turkiye Garanti's history and understand the potential risks before investing.
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