Yakult Honsha (Germany) Market Value
| YKH Stock | EUR 18.70 0.10 0.54% |
| Symbol | Yakult |
Yakult Honsha '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 Yakult Honsha'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 Yakult Honsha.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Yakult Honsha on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Yakult Honsha CoLtd or generate 0.0% return on investment in Yakult Honsha over 90 days. Yakult Honsha is related to or competes with Hyster Yale, Gruppo Mutuionline, Applied Materials, SALESFORCE INC, Compagnie Plastic, and EAGLE MATERIALS. ,Ltd. manufactures and sells food and beverage products, cosmetics, pharmaceuticals, and others More
Yakult Honsha 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 Yakult Honsha'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 Yakult Honsha CoLtd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.02 | |||
| Maximum Drawdown | 12.14 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 2.96 |
Yakult Honsha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yakult Honsha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yakult Honsha's standard deviation. In reality, there are many statistical measures that can use Yakult Honsha historical prices to predict the future Yakult Honsha's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.1533 | |||
| Treynor Ratio | 0.47 |
Yakult Honsha CoLtd Backtested Returns
At this point, Yakult Honsha is not too volatile. Yakult Honsha CoLtd shows Sharpe Ratio of 0.0186, which attests that the company had a 0.0186 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Yakult Honsha CoLtd, which you can use to evaluate the volatility of the company. Please check out Yakult Honsha's Mean Deviation of 1.25, standard deviation of 1.81, and Market Risk Adjusted Performance of 0.48 to validate if the risk estimate we provide is consistent with the expected return of 0.0334%. Yakult Honsha has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of -0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yakult Honsha are expected to decrease at a much lower rate. During the bear market, Yakult Honsha is likely to outperform the market. Yakult Honsha CoLtd right now maintains a risk of 1.8%. Please check out Yakult Honsha CoLtd kurtosis, day median price, and the relationship between the potential upside and daily balance of power , to decide if Yakult Honsha CoLtd will be following its historical returns.
Auto-correlation | -0.6 |
Good reverse predictability
Yakult Honsha CoLtd has good reverse predictability. Overlapping area represents the amount of predictability between Yakult Honsha time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Yakult Honsha CoLtd price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Yakult Honsha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Yakult Honsha CoLtd lagged returns against current returns
Autocorrelation, which is Yakult Honsha 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 Yakult Honsha's stock expected returns. We can calculate the autocorrelation of Yakult Honsha returns to help us make a trade decision. For example, suppose you find that Yakult Honsha 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 |
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Yakult Honsha 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 Yakult Honsha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yakult Honsha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yakult Honsha stock over time.
Current vs Lagged Prices |
| Timeline |
Yakult Honsha Lagged Returns
When evaluating Yakult Honsha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yakult Honsha stock have on its future price. Yakult Honsha 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, Yakult Honsha autocorrelation shows the relationship between Yakult Honsha stock current value and its past values and can show if there is a momentum factor associated with investing in Yakult Honsha CoLtd.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Yakult Stock
Yakult Honsha financial ratios help investors to determine whether Yakult 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 Yakult with respect to the benefits of owning Yakult Honsha security.