Hedef Girisim (Turkey) Market Value
| HDFGS Stock | TRY 1.63 0.04 2.52% |
| Symbol | Hedef |
Hedef 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 Hedef 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 Hedef Girisim.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Hedef Girisim on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Hedef Girisim Sermayesi or generate 0.0% return on investment in Hedef Girisim over 390 days. Hedef Girisim is related to or competes with Politeknik Metal, Bms Birlesik, Koza Anadolu, and Gentas Genel. Hedef Girisim Sermayesi Yatirim Ortakligi A.S More
Hedef 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 Hedef 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 Hedef Girisim Sermayesi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 9.94 | |||
| Value At Risk | (3.60) | |||
| Potential Upside | 2.99 |
Hedef Girisim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hedef Girisim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hedef Girisim's standard deviation. In reality, there are many statistical measures that can use Hedef Girisim historical prices to predict the future Hedef Girisim's volatility.| Risk Adjusted Performance | 0.0382 | |||
| Jensen Alpha | 0.0876 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.86) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hedef 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.
Hedef Girisim Sermayesi Backtested Returns
Hedef Girisim is very risky at the moment. Hedef Girisim Sermayesi holds Efficiency (Sharpe) Ratio of 0.0535, which attests that the entity had a 0.0535% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hedef Girisim Sermayesi, which you can use to evaluate the volatility of the firm. Please check out Hedef Girisim's Market Risk Adjusted Performance of (0.85), risk adjusted performance of 0.0382, and Downside Deviation of 2.34 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Hedef Girisim has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0915, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hedef Girisim are expected to decrease at a much lower rate. During the bear market, Hedef Girisim is likely to outperform the market. Hedef Girisim Sermayesi right now retains a risk of 2.04%. Please check out Hedef Girisim value at risk, and the relationship between the jensen alpha and skewness , to decide if Hedef Girisim will be following its current trending patterns.
Auto-correlation | -0.64 |
Very good reverse predictability
Hedef Girisim Sermayesi has very good reverse predictability. Overlapping area represents the amount of predictability between Hedef Girisim time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Hedef Girisim Sermayesi price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Hedef Girisim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Hedef Girisim Sermayesi lagged returns against current returns
Autocorrelation, which is Hedef 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 Hedef Girisim's stock expected returns. We can calculate the autocorrelation of Hedef Girisim returns to help us make a trade decision. For example, suppose you find that Hedef 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 |
Hedef 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 Hedef Girisim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hedef Girisim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hedef Girisim stock over time.
Current vs Lagged Prices |
| Timeline |
Hedef Girisim Lagged Returns
When evaluating Hedef Girisim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hedef Girisim stock have on its future price. Hedef 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, Hedef Girisim autocorrelation shows the relationship between Hedef Girisim stock current value and its past values and can show if there is a momentum factor associated with investing in Hedef Girisim Sermayesi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Hedef Stock
Hedef Girisim financial ratios help investors to determine whether Hedef 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 Hedef with respect to the benefits of owning Hedef Girisim security.