Dogus Gayrimenkul (Turkey) Market Value
| DGGYO Stock | TRY 44.14 1.76 3.83% |
| Symbol | Dogus |
Dogus Gayrimenkul '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 Dogus Gayrimenkul'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 Dogus Gayrimenkul.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Dogus Gayrimenkul on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Dogus Gayrimenkul Yatirim or generate 0.0% return on investment in Dogus Gayrimenkul over 30 days. Dogus Gayrimenkul is related to or competes with Galatasaray Sportif, Cuhadaroglu Metal, Sekerbank TAS, Politeknik Metal, and Gentas Genel. has been incorporated in accordance with capital market law on 25 July 1997 More
Dogus Gayrimenkul 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 Dogus Gayrimenkul'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 Dogus Gayrimenkul Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.1309 | |||
| Maximum Drawdown | 17.28 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 6.48 |
Dogus Gayrimenkul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dogus Gayrimenkul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dogus Gayrimenkul's standard deviation. In reality, there are many statistical measures that can use Dogus Gayrimenkul historical prices to predict the future Dogus Gayrimenkul's volatility.| Risk Adjusted Performance | 0.1296 | |||
| Jensen Alpha | 0.5738 | |||
| Total Risk Alpha | 0.0235 | |||
| Sortino Ratio | 0.1639 | |||
| Treynor Ratio | (2.21) |
Dogus Gayrimenkul Yatirim Backtested Returns
Dogus Gayrimenkul appears to be very steady, given 3 months investment horizon. Dogus Gayrimenkul Yatirim secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of risk over the last 3 months. By reviewing Dogus Gayrimenkul's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize Dogus Gayrimenkul's Mean Deviation of 2.57, coefficient of variation of 592.94, and Downside Deviation of 2.63 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dogus Gayrimenkul holds a performance score of 13. The firm shows a Beta (market volatility) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dogus Gayrimenkul are expected to decrease at a much lower rate. During the bear market, Dogus Gayrimenkul is likely to outperform the market. Please check Dogus Gayrimenkul's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Dogus Gayrimenkul's price patterns will revert.
Auto-correlation | 0.83 |
Very good predictability
Dogus Gayrimenkul Yatirim has very good predictability. Overlapping area represents the amount of predictability between Dogus Gayrimenkul time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Dogus Gayrimenkul Yatirim price movement. The serial correlation of 0.83 indicates that around 83.0% of current Dogus Gayrimenkul price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 5.5 |
Dogus Gayrimenkul Yatirim lagged returns against current returns
Autocorrelation, which is Dogus Gayrimenkul 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 Dogus Gayrimenkul's stock expected returns. We can calculate the autocorrelation of Dogus Gayrimenkul returns to help us make a trade decision. For example, suppose you find that Dogus Gayrimenkul 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 |
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Dogus Gayrimenkul 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 Dogus Gayrimenkul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dogus Gayrimenkul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dogus Gayrimenkul stock over time.
Current vs Lagged Prices |
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Dogus Gayrimenkul Lagged Returns
When evaluating Dogus Gayrimenkul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dogus Gayrimenkul stock have on its future price. Dogus Gayrimenkul 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, Dogus Gayrimenkul autocorrelation shows the relationship between Dogus Gayrimenkul stock current value and its past values and can show if there is a momentum factor associated with investing in Dogus Gayrimenkul Yatirim.
Regressed Prices |
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Other Information on Investing in Dogus Stock
Dogus Gayrimenkul financial ratios help investors to determine whether Dogus Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dogus with respect to the benefits of owning Dogus Gayrimenkul security.