Yum China (Germany) Market Value
| 0YU Stock | EUR 46.51 0.09 0.19% |
| Symbol | Yum |
Yum China '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 Yum China'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 Yum China.
| 08/01/2023 |
| 12/23/2024 |
If you would invest 0.00 in Yum China on August 1, 2023 and sell it all today you would earn a total of 0.00 from holding Yum China Holdings or generate 0.0% return on investment in Yum China over 510 days. Yum China is related to or competes with McDonalds, Starbucks, Starbucks, Compass Group, Yum Brands, COMPASS GROUP, and Restaurant Brands. Yum China Holdings, Inc. owns, operates, and franchises restaurants in China More
Yum China 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 Yum China'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 Yum China Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | 0.1962 | |||
| Maximum Drawdown | 16.43 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 5.97 |
Yum China Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yum China's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yum China's standard deviation. In reality, there are many statistical measures that can use Yum China historical prices to predict the future Yum China's volatility.| Risk Adjusted Performance | 0.1712 | |||
| Jensen Alpha | 0.6022 | |||
| Total Risk Alpha | 0.5309 | |||
| Sortino Ratio | 0.2533 | |||
| Treynor Ratio | 1.02 |
Yum China Holdings Backtested Returns
Yum China appears to be very steady, given 3 months investment horizon. Yum China Holdings shows Sharpe Ratio of 0.19, which attests that the company had a 0.19% return per unit of risk over the last 3 months. By examining Yum China's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize Yum China's Downside Deviation of 2.34, market risk adjusted performance of 1.03, and Mean Deviation of 2.16 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yum China holds a performance score of 14. The firm maintains a market beta of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yum China's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yum China is expected to be smaller as well. Please check Yum China's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether Yum China's historical returns will revert.
Auto-correlation | -0.48 |
Modest reverse predictability
Yum China Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Yum China time series from 1st of August 2023 to 12th of April 2024 and 12th of April 2024 to 23rd 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 Yum China Holdings price movement. The serial correlation of -0.48 indicates that about 48.0% of current Yum China price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 41.83 |
Yum China Holdings lagged returns against current returns
Autocorrelation, which is Yum China 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 Yum China's stock expected returns. We can calculate the autocorrelation of Yum China returns to help us make a trade decision. For example, suppose you find that Yum China 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 |
Yum China 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 Yum China stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yum China stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yum China stock over time.
Current vs Lagged Prices |
| Timeline |
Yum China Lagged Returns
When evaluating Yum China's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yum China stock have on its future price. Yum China 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, Yum China autocorrelation shows the relationship between Yum China stock current value and its past values and can show if there is a momentum factor associated with investing in Yum China Holdings.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Yum Stock
When determining whether Yum China Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Yum China'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 Yum China Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Yum China Holdings Stock:Check out Yum China Correlation, Yum China Volatility and Yum China Alpha and Beta module to complement your research on Yum China. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Yum China 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.