YAMAHA MOTOR's market value is the price at which a share of YAMAHA MOTOR trades on a public exchange. It measures the collective expectations of YAMAHA MOTOR investors about its performance. YAMAHA MOTOR is trading at 8.20 as of the 7th of January 2025, a 1.8% down since the beginning of the trading day. The stock's lowest day price was 8.2. With this module, you can estimate the performance of a buy and hold strategy of YAMAHA MOTOR and determine expected loss or profit from investing in YAMAHA MOTOR over a given investment horizon. Check out YAMAHA MOTOR Correlation, YAMAHA MOTOR Volatility and YAMAHA MOTOR Alpha and Beta module to complement your research on YAMAHA MOTOR.
Please note, there is a significant difference between YAMAHA MOTOR's value and its price as these two are different measures arrived at by different means. Investors typically determine if YAMAHA MOTOR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YAMAHA MOTOR'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.
YAMAHA MOTOR '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 MOTOR'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 YAMAHA MOTOR.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure YAMAHA MOTOR'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 YAMAHA MOTOR upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for YAMAHA MOTOR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YAMAHA MOTOR's standard deviation. In reality, there are many statistical measures that can use YAMAHA MOTOR historical prices to predict the future YAMAHA MOTOR's volatility.
At this point, YAMAHA MOTOR is not too volatile. YAMAHA MOTOR shows Sharpe Ratio of 0.0065, which attests that the company had a 0.0065% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for YAMAHA MOTOR, which you can use to evaluate the volatility of the entity. Please check out YAMAHA MOTOR's Downside Deviation of 1.47, risk adjusted performance of 0.0453, and Mean Deviation of 1.01 to validate if the risk estimate we provide is consistent with the expected return of 0.0086%. The firm maintains a market beta of -0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning YAMAHA MOTOR are expected to decrease at a much lower rate. During the bear market, YAMAHA MOTOR is likely to outperform the market. YAMAHA MOTOR currently maintains a risk of 1.32%. Please check out YAMAHA MOTOR total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if YAMAHA MOTOR will be following its historical returns.
Auto-correlation
-0.23
Weak reverse predictability
YAMAHA MOTOR has weak reverse predictability. Overlapping area represents the amount of predictability between YAMAHA MOTOR time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th of January 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 YAMAHA MOTOR price movement. The serial correlation of -0.23 indicates that over 23.0% of current YAMAHA MOTOR price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.23
Spearman Rank Test
-0.57
Residual Average
0.0
Price Variance
0.01
YAMAHA MOTOR lagged returns against current returns
Autocorrelation, which is YAMAHA MOTOR 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 YAMAHA MOTOR's stock expected returns. We can calculate the autocorrelation of YAMAHA MOTOR returns to help us make a trade decision. For example, suppose you find that YAMAHA MOTOR 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
YAMAHA MOTOR 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 MOTOR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YAMAHA MOTOR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YAMAHA MOTOR stock over time.
Current vs Lagged Prices
Timeline
YAMAHA MOTOR Lagged Returns
When evaluating YAMAHA MOTOR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YAMAHA MOTOR stock have on its future price. YAMAHA MOTOR 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 MOTOR autocorrelation shows the relationship between YAMAHA MOTOR stock current value and its past values and can show if there is a momentum factor associated with investing in YAMAHA MOTOR.
Regressed Prices
Timeline
Also Currently Popular
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.
YAMAHA MOTOR financial ratios help investors to determine whether YAMAHA 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 YAMAHA with respect to the benefits of owning YAMAHA MOTOR security.