Euro Kapital (Turkey) Market Value
| EUKYO Stock | TRY 14.36 0.19 1.34% |
| Symbol | Euro |
Euro Kapital '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 Euro Kapital'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 Euro Kapital.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Euro Kapital on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Euro Kapital Yatirim or generate 0.0% return on investment in Euro Kapital over 30 days. Euro Kapital is related to or competes with Aksa Akrilik, Tofas Turk, AK Sigorta, and Is Yatirim. Euro Kapital Yatirim Ortakligi Anonim Sirketi creates and manages partnership portfolio in Turkey More
Euro Kapital 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 Euro Kapital'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 Euro Kapital Yatirim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | 0.0172 | |||
| Maximum Drawdown | 15.95 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 7.4 |
Euro Kapital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Euro Kapital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Euro Kapital's standard deviation. In reality, there are many statistical measures that can use Euro Kapital historical prices to predict the future Euro Kapital's volatility.| Risk Adjusted Performance | 0.0287 | |||
| Jensen Alpha | 0.0825 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0217 | |||
| Treynor Ratio | (1.62) |
Euro Kapital Yatirim Backtested Returns
Euro Kapital is somewhat reliable at the moment. Euro Kapital Yatirim secures Sharpe Ratio (or Efficiency) of 0.0327, which denotes the company had a 0.0327% return per unit of risk over the last 3 months. We have found thirty technical indicators for Euro Kapital Yatirim, which you can use to evaluate the volatility of the firm. Please confirm Euro Kapital's Downside Deviation of 2.72, mean deviation of 2.53, and Coefficient Of Variation of 3774.14 to check if the risk estimate we provide is consistent with the expected return of 0.11%. Euro Kapital has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0501, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Euro Kapital are expected to decrease at a much lower rate. During the bear market, Euro Kapital is likely to outperform the market. Euro Kapital Yatirim right now shows a risk of 3.46%. Please confirm Euro Kapital Yatirim value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Euro Kapital Yatirim will be following its price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
Euro Kapital Yatirim has virtually no predictability. Overlapping area represents the amount of predictability between Euro Kapital time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 Euro Kapital Yatirim price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Euro Kapital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Euro Kapital Yatirim lagged returns against current returns
Autocorrelation, which is Euro Kapital 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 Euro Kapital's stock expected returns. We can calculate the autocorrelation of Euro Kapital returns to help us make a trade decision. For example, suppose you find that Euro Kapital 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 |
Euro Kapital 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 Euro Kapital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Euro Kapital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Euro Kapital stock over time.
Current vs Lagged Prices |
| Timeline |
Euro Kapital Lagged Returns
When evaluating Euro Kapital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Euro Kapital stock have on its future price. Euro Kapital 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, Euro Kapital autocorrelation shows the relationship between Euro Kapital stock current value and its past values and can show if there is a momentum factor associated with investing in Euro Kapital Yatirim.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Euro Stock
Euro Kapital financial ratios help investors to determine whether Euro 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 Euro with respect to the benefits of owning Euro Kapital security.