XU100 (Turkey) Market Value

XU100
  

 2,864  4.14  0.14%   

XU100's market value is the price at which a share of XU100 stock trades on a public exchange. It measures the collective expectations of XU100 investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of XU100 and determine expected loss or profit from investing in XU100 over a given investment horizon. Check out XU100 Hype Analysis, XU100 Correlation, Portfolio Optimization, XU100 Volatility, as well as analyze XU100 Alpha and Beta and XU100 Performance.
Symbol

Please note, there is a significant difference between XU100's value and its price as these two are different measures arrived at by different means. Investors typically determine XU100 value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, XU100's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

XU100 '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 XU100's index 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 XU100.
0.00
07/14/2022
No Change 0.00  0.0 
In 31 days
08/13/2022
0.00
If you would invest  0.00  in XU100 on July 14, 2022 and sell it all today you would earn a total of 0.00 from holding XU100 or generate 0.0% return on investment in XU100 over 30 days. More

XU100 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 XU100's index 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 XU100 upside and downside potential and time the market with a certain degree of confidence.

XU100 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for XU100's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XU100's standard deviation. In reality, there are many statistical measures that can use XU100 historical prices to predict the future XU100's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of XU100'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. Please use the tools below to analyze the current value of XU100 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
2,8632,8642,866
Details
Intrinsic
Valuation
LowReal ValueHigh
2,5783,3803,381
Details
Naive
Forecast
LowNext ValueHigh
2,8812,8832,884
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
2,2542,5712,888
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as XU100. Your research has to be compared to or analyzed against XU100's peers to derive any actionable benefits. When done correctly, XU100's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in XU100.

XU100 Backtested Returns

XU100 retains Efficiency (Sharpe Ratio) of 0.19, which attests that the index had 0.19% of return per unit of risk over the last 3 months. Our approach towards determining the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for XU100, which you can use to evaluate the future volatility of the index.
The entity owns a Beta (Systematic Risk) of 0.0, which attests to not very significant fluctuations relative to the market. Let's try to break down what XU100's beta means in this case. the returns on MARKET and XU100 are completely uncorrelated. Although it is vital to follow XU100 existing price patterns, it is good to be conservative about what you can do with the information regarding equity price patterns. The approach towards determining future performance of any index is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing XU100 technical indicators, you can today evaluate if the expected return of 0.29% will be sustainable into the future.

Auto-correlation

    
  0.86  

Very good predictability

XU100 has very good predictability. Overlapping area represents the amount of predictability between XU100 time series from 14th of July 2022 to 29th of July 2022 and 29th of July 2022 to 13th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of XU100 price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current XU100 price fluctuation can be explain by its past prices.
Correlation Coefficient0.86
Spearman Rank Test0.89
Residual Average0.0
Price Variance7981.27

XU100 lagged returns against current returns

Autocorrelation, which is XU100 index'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 XU100's index expected returns. We can calculate the autocorrelation of XU100 returns to help us make a trade decision. For example, suppose you find that XU100 index 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

XU100 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 XU100 index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XU100 index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XU100 index over time.
   Current vs Lagged Prices   
Share
       Timeline  

XU100 Lagged Returns

When evaluating XU100's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XU100 index have on its future price. XU100 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, XU100 autocorrelation shows the relationship between XU100 index current value and its past values and can show if there is a momentum factor associated with investing in XU100.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in XU100 without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Check out XU100 Hype Analysis, XU100 Correlation, Portfolio Optimization, XU100 Volatility, as well as analyze XU100 Alpha and Beta and XU100 Performance. Note that the XU100 information on this page should be used as a complementary analysis to other XU100's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

Other Tools for XU100 Index

When running XU100 price analysis, check to measure XU100'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 XU100 is operating at the current time. Most of XU100's value examination focuses on studying past and present price action to predict the probability of XU100's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move XU100's price. Additionally, you may evaluate how the addition of XU100 to your portfolios can decrease your overall portfolio volatility.
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