YASKAWA ELEC (Germany) Market Value
| YEC0 Stock | EUR 47.60 1.00 2.15% |
| Symbol | YASKAWA |
YASKAWA ELEC '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 YASKAWA ELEC'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 YASKAWA ELEC.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in YASKAWA ELEC on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding YASKAWA ELEC UNSP or generate 0.0% return on investment in YASKAWA ELEC over 90 days. YASKAWA ELEC is related to or competes with Delta Electronics, Plug Power, VERTIV HOLCL, Varta AG, OSRAM LICHT, and Bloom Energy. YASKAWA Electric Corporation engages in motion control, robotics, system engineering, and other businesses worldwide More
YASKAWA ELEC 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 YASKAWA ELEC'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 YASKAWA ELEC UNSP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.66 | |||
| Information Ratio | 0.0478 | |||
| Maximum Drawdown | 11.68 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 3.77 |
YASKAWA ELEC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YASKAWA ELEC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YASKAWA ELEC's standard deviation. In reality, there are many statistical measures that can use YASKAWA ELEC historical prices to predict the future YASKAWA ELEC's volatility.| Risk Adjusted Performance | 0.0121 | |||
| Jensen Alpha | 0.0473 | |||
| Total Risk Alpha | 0.3067 | |||
| Sortino Ratio | 0.0431 | |||
| Treynor Ratio | 0.0152 |
YASKAWA ELEC UNSP Backtested Returns
At this point, YASKAWA ELEC is very steady. YASKAWA ELEC UNSP shows Sharpe Ratio of 0.0353, which attests that the company had a 0.0353 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for YASKAWA ELEC UNSP, which you can use to evaluate the volatility of the entity. Please check out YASKAWA ELEC's Downside Deviation of 2.66, market risk adjusted performance of 0.0252, and Mean Deviation of 1.86 to validate if the risk estimate we provide is consistent with the expected return of 0.0869%. YASKAWA ELEC has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, YASKAWA ELEC's returns are expected to increase less than the market. However, during the bear market, the loss of holding YASKAWA ELEC is expected to be smaller as well. YASKAWA ELEC UNSP currently maintains a risk of 2.47%. Please check out YASKAWA ELEC UNSP treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if YASKAWA ELEC UNSP will be following its historical returns.
Auto-correlation | -0.67 |
Very good reverse predictability
YASKAWA ELEC UNSP has very good reverse predictability. Overlapping area represents the amount of predictability between YASKAWA ELEC time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 YASKAWA ELEC UNSP price movement. The serial correlation of -0.67 indicates that around 67.0% of current YASKAWA ELEC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 4.47 |
YASKAWA ELEC UNSP lagged returns against current returns
Autocorrelation, which is YASKAWA ELEC 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 YASKAWA ELEC's stock expected returns. We can calculate the autocorrelation of YASKAWA ELEC returns to help us make a trade decision. For example, suppose you find that YASKAWA ELEC 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 |
YASKAWA ELEC 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 YASKAWA ELEC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YASKAWA ELEC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YASKAWA ELEC stock over time.
Current vs Lagged Prices |
| Timeline |
YASKAWA ELEC Lagged Returns
When evaluating YASKAWA ELEC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YASKAWA ELEC stock have on its future price. YASKAWA ELEC 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, YASKAWA ELEC autocorrelation shows the relationship between YASKAWA ELEC stock current value and its past values and can show if there is a momentum factor associated with investing in YASKAWA ELEC UNSP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in YASKAWA Stock
YASKAWA ELEC financial ratios help investors to determine whether YASKAWA 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 YASKAWA with respect to the benefits of owning YASKAWA ELEC security.