Turkcell Iletisim (Turkey) Alpha and Beta Analysis

TCELL Stock  TRY 94.15  0.25  0.27%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Turkcell Iletisim Hizmetleri. It also helps investors analyze the systematic and unsystematic risks associated with investing in Turkcell Iletisim over a specified time horizon. Remember, high Turkcell Iletisim's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Turkcell Iletisim's market risk premium analysis include:
Beta
0.72
Alpha
(0.17)
Risk
2.06
Sharpe Ratio
(0.02)
Expected Return
(0.04)
Please note that although Turkcell Iletisim alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Turkcell Iletisim did 0.17  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Turkcell Iletisim Hizmetleri stock's relative risk over its benchmark. Turkcell Iletisim has a beta of 0.72  . As returns on the market increase, Turkcell Iletisim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Turkcell Iletisim is expected to be smaller as well. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Turkcell Iletisim Backtesting, Turkcell Iletisim Valuation, Turkcell Iletisim Correlation, Turkcell Iletisim Hype Analysis, Turkcell Iletisim Volatility, Turkcell Iletisim History and analyze Turkcell Iletisim Performance.

Turkcell Iletisim Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Turkcell Iletisim market risk premium is the additional return an investor will receive from holding Turkcell Iletisim long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Turkcell Iletisim. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Turkcell Iletisim's performance over market.
α-0.17   β0.72

Turkcell Iletisim expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Turkcell Iletisim's Buy-and-hold return. Our buy-and-hold chart shows how Turkcell Iletisim performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Turkcell Iletisim Market Price Analysis

Market price analysis indicators help investors to evaluate how Turkcell Iletisim stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Turkcell Iletisim shares will generate the highest return on investment. By understating and applying Turkcell Iletisim stock market price indicators, traders can identify Turkcell Iletisim position entry and exit signals to maximize returns.

Turkcell Iletisim Return and Market Media

The median price of Turkcell Iletisim for the period between Fri, Sep 6, 2024 and Thu, Dec 5, 2024 is 91.85 with a coefficient of variation of 5.26. The daily time series for the period is distributed with a sample standard deviation of 4.8, arithmetic mean of 91.28, and mean deviation of 4.13. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Turkcell Iletisim Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Turkcell or other stocks. Alpha measures the amount that position in Turkcell Iletisim has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Turkcell Iletisim in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Turkcell Iletisim's short interest history, or implied volatility extrapolated from Turkcell Iletisim options trading.

Build Portfolio with Turkcell Iletisim

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Information and Resources on Investing in Turkcell Stock

When determining whether Turkcell Iletisim offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Turkcell Iletisim's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Turkcell Iletisim Hizmetleri Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Turkcell Iletisim Hizmetleri Stock:
Check out Turkcell Iletisim Backtesting, Turkcell Iletisim Valuation, Turkcell Iletisim Correlation, Turkcell Iletisim Hype Analysis, Turkcell Iletisim Volatility, Turkcell Iletisim History and analyze Turkcell Iletisim Performance.
You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Turkcell Iletisim technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Turkcell Iletisim technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Turkcell Iletisim trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...