Verusaturk Girisim (Turkey) Market Value
| VERTU Stock | TRY 47.16 1.76 3.60% |
| Symbol | Verusaturk |
Verusaturk Girisim '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 Verusaturk Girisim'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 Verusaturk Girisim.
| 05/01/2023 |
| 04/25/2024 |
If you would invest 0.00 in Verusaturk Girisim on May 1, 2023 and sell it all today you would earn a total of 0.00 from holding Verusaturk Girisim Sermayesi or generate 0.0% return on investment in Verusaturk Girisim over 360 days. Verusaturk Girisim is related to or competes with Euro Trend, Hedef Girisim, and Atlas Menkul. Verusaturk Girisim Sermayesi Yatirim Ortakligi A.S More
Verusaturk Girisim 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 Verusaturk Girisim'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 Verusaturk Girisim Sermayesi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.98 | |||
| Information Ratio | 0.077 | |||
| Maximum Drawdown | 17.46 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 7.92 |
Verusaturk Girisim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verusaturk Girisim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verusaturk Girisim's standard deviation. In reality, there are many statistical measures that can use Verusaturk Girisim historical prices to predict the future Verusaturk Girisim's volatility.| Risk Adjusted Performance | 0.0723 | |||
| Jensen Alpha | 0.4089 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0962 | |||
| Treynor Ratio | (0.85) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Verusaturk Girisim'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.
Verusaturk Girisim Backtested Returns
Verusaturk Girisim appears to be very steady, given 3 months investment horizon. Verusaturk Girisim owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0772, which indicates the firm had a 0.0772% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Verusaturk Girisim Sermayesi, which you can use to evaluate the volatility of the company. Please review Verusaturk Girisim's Coefficient Of Variation of 974.55, semi deviation of 2.7, and Risk Adjusted Performance of 0.0723 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Verusaturk Girisim holds a performance score of 6. The entity has a beta of -0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Verusaturk Girisim are expected to decrease at a much lower rate. During the bear market, Verusaturk Girisim is likely to outperform the market. Please check Verusaturk Girisim's sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Verusaturk Girisim's existing price patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
Verusaturk Girisim Sermayesi has insignificant predictability. Overlapping area represents the amount of predictability between Verusaturk Girisim time series from 1st of May 2023 to 28th of October 2023 and 28th of October 2023 to 25th 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 Verusaturk Girisim price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Verusaturk Girisim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 31.72 |
Verusaturk Girisim lagged returns against current returns
Autocorrelation, which is Verusaturk Girisim 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 Verusaturk Girisim's stock expected returns. We can calculate the autocorrelation of Verusaturk Girisim returns to help us make a trade decision. For example, suppose you find that Verusaturk Girisim 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 |
Verusaturk Girisim 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 Verusaturk Girisim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verusaturk Girisim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verusaturk Girisim stock over time.
Current vs Lagged Prices |
| Timeline |
Verusaturk Girisim Lagged Returns
When evaluating Verusaturk Girisim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verusaturk Girisim stock have on its future price. Verusaturk Girisim 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, Verusaturk Girisim autocorrelation shows the relationship between Verusaturk Girisim stock current value and its past values and can show if there is a momentum factor associated with investing in Verusaturk Girisim Sermayesi.
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 Verusaturk Girisim 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, Verusaturk Girisim's short interest history, or implied volatility extrapolated from Verusaturk Girisim options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Verusaturk Girisim Correlation, Verusaturk Girisim Volatility and Verusaturk Girisim Alpha and Beta module to complement your research on Verusaturk Girisim. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Verusaturk Stock analysis
When running Verusaturk Girisim's price analysis, check to measure Verusaturk Girisim'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 Verusaturk Girisim is operating at the current time. Most of Verusaturk Girisim's value examination focuses on studying past and present price action to predict the probability of Verusaturk Girisim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Verusaturk Girisim's price. Additionally, you may evaluate how the addition of Verusaturk Girisim to your portfolios can decrease your overall portfolio volatility.
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Verusaturk Girisim technical stock 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, stock market cycles, or different charting patterns.