Ege Profil (Turkey) Market Value

EGPRO Stock  TRY 163.60  0.80  0.49%   
Ege Profil's market value is the price at which a share of Ege Profil trades on a public exchange. It measures the collective expectations of Ege Profil Ticaret investors about its performance. Ege Profil is trading at 163.60 as of the 23rd of December 2024. This is a 0.49 percent down since the beginning of the trading day. The stock's open price was 164.4.
With this module, you can estimate the performance of a buy and hold strategy of Ege Profil Ticaret and determine expected loss or profit from investing in Ege Profil over a given investment horizon. Check out Ege Profil Correlation, Ege Profil Volatility and Ege Profil Alpha and Beta module to complement your research on Ege Profil.
Symbol

Please note, there is a significant difference between Ege Profil's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ege Profil is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ege Profil's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Ege Profil '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 Ege Profil'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 Ege Profil.
0.00
11/23/2024
No Change 0.00  0.0 
In 30 days
12/23/2024
0.00
If you would invest  0.00  in Ege Profil on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding Ege Profil Ticaret or generate 0.0% return on investment in Ege Profil over 30 days. Ege Profil is related to or competes with E Data, Koza Anadolu, Politeknik Metal, Cuhadaroglu Metal, and Bms Birlesik. Ege Profil Ticaret ve Sanayi Anonim Sirketi manufactures and sells plastic pipes, spare parts, and various profiles and ... More

Ege Profil 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 Ege Profil'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 Ege Profil Ticaret upside and downside potential and time the market with a certain degree of confidence.

Ege Profil Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ege Profil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ege Profil's standard deviation. In reality, there are many statistical measures that can use Ege Profil historical prices to predict the future Ege Profil's volatility.
Hype
Prediction
LowEstimatedHigh
161.84163.60165.36
Details
Intrinsic
Valuation
LowRealHigh
144.31146.07179.96
Details

Ege Profil Ticaret Backtested Returns

Ege Profil is very steady at the moment. Ege Profil Ticaret secures Sharpe Ratio (or Efficiency) of 0.0201, which denotes the company had a 0.0201% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ege Profil Ticaret, which you can use to evaluate the volatility of the firm. Please confirm Ege Profil's Mean Deviation of 1.33, downside deviation of 1.51, and Coefficient Of Variation of 8540.74 to check if the risk estimate we provide is consistent with the expected return of 0.0354%. Ege Profil has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Ege Profil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ege Profil is expected to be smaller as well. Ege Profil Ticaret right now shows a risk of 1.76%. Please confirm Ege Profil Ticaret value at risk, and the relationship between the jensen alpha and skewness , to decide if Ege Profil Ticaret will be following its price patterns.

Auto-correlation

    
  0.05  

Virtually no predictability

Ege Profil Ticaret has virtually no predictability. Overlapping area represents the amount of predictability between Ege Profil time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd 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 Ege Profil Ticaret price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Ege Profil price fluctuation can be explain by its past prices.
Correlation Coefficient0.05
Spearman Rank Test0.2
Residual Average0.0
Price Variance4.21

Ege Profil Ticaret lagged returns against current returns

Autocorrelation, which is Ege Profil 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 Ege Profil's stock expected returns. We can calculate the autocorrelation of Ege Profil returns to help us make a trade decision. For example, suppose you find that Ege Profil 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  

Ege Profil 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 Ege Profil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ege Profil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ege Profil stock over time.
   Current vs Lagged Prices   
       Timeline  

Ege Profil Lagged Returns

When evaluating Ege Profil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ege Profil stock have on its future price. Ege Profil 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, Ege Profil autocorrelation shows the relationship between Ege Profil stock current value and its past values and can show if there is a momentum factor associated with investing in Ege Profil Ticaret.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Other Information on Investing in Ege Stock

Ege Profil financial ratios help investors to determine whether Ege 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 Ege with respect to the benefits of owning Ege Profil security.