Marka Yatirim (Turkey) Market Value
| MARKA Stock | TRY 56.70 0.70 1.25% |
| Symbol | Marka |
Marka Yatirim '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 Marka Yatirim'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 Marka Yatirim.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in Marka Yatirim on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding Marka Yatirim Holding or generate 0.0% return on investment in Marka Yatirim over 30 days. Marka Yatirim is related to or competes with Bms Birlesik, Turkiye Kalkinma, Akcansa Cimento, Sekerbank TAS, Akbank TAS, and Creditwest Faktoring. Marka Yatirim Holding A.S., together with its subsidiaries, operates in finance, media, brand consultancy, retail, organ... More
Marka Yatirim 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 Marka Yatirim'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 Marka Yatirim Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.87 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 17.05 | |||
| Value At Risk | (5.97) | |||
| Potential Upside | 9.98 |
Marka Yatirim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marka Yatirim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marka Yatirim's standard deviation. In reality, there are many statistical measures that can use Marka Yatirim historical prices to predict the future Marka Yatirim's volatility.| Risk Adjusted Performance | 0.024 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0794 |
Marka Yatirim Holding Backtested Returns
Marka Yatirim is not too volatile at the moment. Marka Yatirim Holding has Sharpe Ratio of 0.0404, which conveys that the firm had a 0.0404% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Marka Yatirim, which you can use to evaluate the volatility of the firm. Please verify Marka Yatirim's Downside Deviation of 3.87, risk adjusted performance of 0.024, and Mean Deviation of 3.77 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Marka Yatirim has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.16, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Marka Yatirim will likely underperform. Marka Yatirim Holding right now secures a risk of 4.78%. Please verify Marka Yatirim Holding expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Marka Yatirim Holding will be following its current price movements.
Auto-correlation | -0.45 |
Modest reverse predictability
Marka Yatirim Holding has modest reverse predictability. Overlapping area represents the amount of predictability between Marka Yatirim time series from 13th of November 2024 to 28th of November 2024 and 28th of November 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 Marka Yatirim Holding price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Marka Yatirim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 2.32 |
Marka Yatirim Holding lagged returns against current returns
Autocorrelation, which is Marka Yatirim 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 Marka Yatirim's stock expected returns. We can calculate the autocorrelation of Marka Yatirim returns to help us make a trade decision. For example, suppose you find that Marka Yatirim 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 |
Marka Yatirim 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 Marka Yatirim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marka Yatirim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marka Yatirim stock over time.
Current vs Lagged Prices |
| Timeline |
Marka Yatirim Lagged Returns
When evaluating Marka Yatirim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marka Yatirim stock have on its future price. Marka Yatirim 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, Marka Yatirim autocorrelation shows the relationship between Marka Yatirim stock current value and its past values and can show if there is a momentum factor associated with investing in Marka Yatirim Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Marka Stock
Marka Yatirim financial ratios help investors to determine whether Marka 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 Marka with respect to the benefits of owning Marka Yatirim security.