Flap Kongre (Turkey) Market Value
| FLAP Stock | TRY 9.60 0.24 2.56% |
| Symbol | Flap |
Flap Kongre '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 Flap Kongre'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 Flap Kongre.
| 04/07/2024 |
| 05/07/2024 |
If you would invest 0.00 in Flap Kongre on April 7, 2024 and sell it all today you would earn a total of 0.00 from holding Flap Kongre Toplanti or generate 0.0% return on investment in Flap Kongre over 30 days. Flap Kongre is related to or competes with Turkiye Garanti, Yapi Ve, Akbank TAS, Turkiye Is, Turkiye Is, Turkiye Vakiflar, and Koc Holding. Flap Kongre Toplanti Hizmetleri Otomotiv ve Turizm A.S More
Flap Kongre 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 Flap Kongre'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 Flap Kongre Toplanti upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.94 | |||
| Value At Risk | (7.95) | |||
| Potential Upside | 9.98 |
Flap Kongre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flap Kongre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flap Kongre's standard deviation. In reality, there are many statistical measures that can use Flap Kongre historical prices to predict the future Flap Kongre's volatility.| Risk Adjusted Performance | 5.0E-4 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | 1.52 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Flap Kongre'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.
Flap Kongre Toplanti Backtested Returns
Flap Kongre Toplanti secures Sharpe Ratio (or Efficiency) of -0.0439, which denotes the company had a -0.0439% return per unit of standard deviation over the last 3 months. Flap Kongre Toplanti exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flap Kongre's Mean Deviation of 3.84, standard deviation of 4.81, and Coefficient Of Variation of (7,594) to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0484, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Flap Kongre are expected to decrease at a much lower rate. During the bear market, Flap Kongre is likely to outperform the market. Flap Kongre Toplanti has an expected return of -0.21%. Please make sure to confirm Flap Kongre Toplanti coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Flap Kongre Toplanti performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.25 |
Weak reverse predictability
Flap Kongre Toplanti has weak reverse predictability. Overlapping area represents the amount of predictability between Flap Kongre time series from 7th of April 2024 to 22nd of April 2024 and 22nd of April 2024 to 7th of May 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 Flap Kongre Toplanti price movement. The serial correlation of -0.25 indicates that over 25.0% of current Flap Kongre price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Flap Kongre Toplanti lagged returns against current returns
Autocorrelation, which is Flap Kongre 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 Flap Kongre's stock expected returns. We can calculate the autocorrelation of Flap Kongre returns to help us make a trade decision. For example, suppose you find that Flap Kongre 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 |
Flap Kongre 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 Flap Kongre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flap Kongre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flap Kongre stock over time.
Current vs Lagged Prices |
| Timeline |
Flap Kongre Lagged Returns
When evaluating Flap Kongre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flap Kongre stock have on its future price. Flap Kongre 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, Flap Kongre autocorrelation shows the relationship between Flap Kongre stock current value and its past values and can show if there is a momentum factor associated with investing in Flap Kongre Toplanti.
Regressed Prices |
| Timeline |
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 Flap Kongre 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, Flap Kongre's short interest history, or implied volatility extrapolated from Flap Kongre options trading.
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Complementary Tools for Flap Stock analysis
When running Flap Kongre's price analysis, check to measure Flap Kongre's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Flap Kongre is operating at the current time. Most of Flap Kongre's value examination focuses on studying past and present price action to predict the probability of Flap Kongre's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flap Kongre's price. Additionally, you may evaluate how the addition of Flap Kongre to your portfolios can decrease your overall portfolio volatility.
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Flap Kongre 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.