Yamaha Corp Drc Stock Market Value
| YAMCY Stock | USD 7.20 0.10 1.41% |
| Symbol | Yamaha |
Yamaha Corp '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 Yamaha Corp's pink sheet 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 Yamaha Corp.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Yamaha Corp on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Yamaha Corp DRC or generate 0.0% return on investment in Yamaha Corp over 360 days. Yamaha Corp is related to or competes with Shimano, BANDAI NAMCO, BANDAI NAMCO, Nikon Corp, Planet Fitness, Plby, and Shimano. Yamaha Corporation, together with its subsidiaries, engages in the musical instruments, audio equipment, and other busin... More
Yamaha Corp 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 Yamaha Corp's pink sheet 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 Yamaha Corp DRC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 12.5 | |||
| Value At Risk | (3.34) | |||
| Potential Upside | 3.1 |
Yamaha Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yamaha Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yamaha Corp's standard deviation. In reality, there are many statistical measures that can use Yamaha Corp historical prices to predict the future Yamaha Corp's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (1.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yamaha Corp'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.
Yamaha Corp DRC Backtested Returns
Yamaha Corp DRC shows Sharpe Ratio of -0.0989, which attests that the company had a -0.0989% return per unit of risk over the last 3 months. Yamaha Corp DRC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yamaha Corp's Market Risk Adjusted Performance of (1.05), mean deviation of 1.54, and Standard Deviation of 2.15 to validate the risk estimate we provide. The firm maintains a market beta of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yamaha Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yamaha Corp is expected to be smaller as well. At this point, Yamaha Corp DRC has a negative expected return of -0.22%. Please make sure to check out Yamaha Corp's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Yamaha Corp DRC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.52 |
Good reverse predictability
Yamaha Corp DRC has good reverse predictability. Overlapping area represents the amount of predictability between Yamaha Corp time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Yamaha Corp DRC price movement. The serial correlation of -0.52 indicates that about 52.0% of current Yamaha Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Yamaha Corp DRC lagged returns against current returns
Autocorrelation, which is Yamaha Corp pink sheet'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 Yamaha Corp's pink sheet expected returns. We can calculate the autocorrelation of Yamaha Corp returns to help us make a trade decision. For example, suppose you find that Yamaha Corp has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Yamaha Corp 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 Yamaha Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yamaha Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yamaha Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yamaha Corp Lagged Returns
When evaluating Yamaha Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yamaha Corp pink sheet have on its future price. Yamaha Corp 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, Yamaha Corp autocorrelation shows the relationship between Yamaha Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yamaha Corp DRC.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Yamaha Pink Sheet Analysis
When running Yamaha Corp's price analysis, check to measure Yamaha Corp'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 Yamaha Corp is operating at the current time. Most of Yamaha Corp's value examination focuses on studying past and present price action to predict the probability of Yamaha Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yamaha Corp's price. Additionally, you may evaluate how the addition of Yamaha Corp to your portfolios can decrease your overall portfolio volatility.