Yancoal Australia (Germany) Market Value

YA1 Stock  EUR 3.57  0.03  0.83%   
Yancoal Australia's market value is the price at which a share of Yancoal Australia trades on a public exchange. It measures the collective expectations of Yancoal Australia investors about its performance. Yancoal Australia is trading at 3.57 as of the 3rd of March 2025. This is a 0.83 percent decrease since the beginning of the trading day. The stock's lowest day price was 3.57.
With this module, you can estimate the performance of a buy and hold strategy of Yancoal Australia and determine expected loss or profit from investing in Yancoal Australia over a given investment horizon. Check out Yancoal Australia Correlation, Yancoal Australia Volatility and Yancoal Australia Alpha and Beta module to complement your research on Yancoal Australia.
Symbol

Please note, there is a significant difference between Yancoal Australia's value and its price as these two are different measures arrived at by different means. Investors typically determine if Yancoal Australia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Yancoal Australia'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.

Yancoal Australia '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 Yancoal Australia'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 Yancoal Australia.
0.00
12/03/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/03/2025
0.00
If you would invest  0.00  in Yancoal Australia on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding Yancoal Australia or generate 0.0% return on investment in Yancoal Australia over 90 days. Yancoal Australia is related to or competes with Luckin Coffee, Monster Beverage, Maple Leaf, Nomad Foods, URBAN OUTFITTERS, SENECA FOODS-A, and SWISS WATER. Yancoal Australia Ltd Engages in the exploration, development, production, and marketing of metallurgical and thermal co... More

Yancoal Australia 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 Yancoal Australia'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 Yancoal Australia upside and downside potential and time the market with a certain degree of confidence.

Yancoal Australia Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Yancoal Australia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yancoal Australia's standard deviation. In reality, there are many statistical measures that can use Yancoal Australia historical prices to predict the future Yancoal Australia's volatility.
Hype
Prediction
LowEstimatedHigh
0.813.576.33
Details
Intrinsic
Valuation
LowRealHigh
0.293.045.81
Details
Naive
Forecast
LowNextHigh
0.913.666.42
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
3.383.653.91
Details

Yancoal Australia Backtested Returns

Yancoal Australia shows Sharpe Ratio of -0.0113, which attests that the company had a -0.0113 % return per unit of risk over the last 3 months. Yancoal Australia exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yancoal Australia's Mean Deviation of 2.31, market risk adjusted performance of 0.5271, and Standard Deviation of 2.88 to validate the risk estimate we provide. The firm maintains a market beta of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yancoal Australia are expected to decrease at a much lower rate. During the bear market, Yancoal Australia is likely to outperform the market. At this point, Yancoal Australia has a negative expected return of -0.0312%. Please make sure to check out Yancoal Australia's total risk alpha, potential upside, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if Yancoal Australia performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.32  

Below average predictability

Yancoal Australia has below average predictability. Overlapping area represents the amount of predictability between Yancoal Australia time series from 3rd of December 2024 to 17th of January 2025 and 17th of January 2025 to 3rd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yancoal Australia price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Yancoal Australia price fluctuation can be explain by its past prices.
Correlation Coefficient0.32
Spearman Rank Test0.17
Residual Average0.0
Price Variance0.02

Yancoal Australia lagged returns against current returns

Autocorrelation, which is Yancoal Australia 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 Yancoal Australia's stock expected returns. We can calculate the autocorrelation of Yancoal Australia returns to help us make a trade decision. For example, suppose you find that Yancoal Australia 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  

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

Yancoal Australia Lagged Returns

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

Currently Active Assets on Macroaxis

Other Information on Investing in Yancoal Stock

Yancoal Australia financial ratios help investors to determine whether Yancoal 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 Yancoal with respect to the benefits of owning Yancoal Australia security.