Yamaha's market value is the price at which a share of Yamaha trades on a public exchange. It measures the collective expectations of Yamaha Motor Co investors about its performance. Yamaha is trading at 8.50 as of the 6th of January 2025. This is a 0.35 percent decrease since the beginning of the trading day. The stock's lowest day price was 8.5. With this module, you can estimate the performance of a buy and hold strategy of Yamaha Motor Co and determine expected loss or profit from investing in Yamaha over a given investment horizon. Check out Yamaha Correlation, Yamaha Volatility and Yamaha Alpha and Beta module to complement your research on Yamaha.
Please note, there is a significant difference between Yamaha's value and its price as these two are different measures arrived at by different means. Investors typically determine if Yamaha is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Yamaha'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 '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'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.
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04/11/2024
No Change 0.00
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In 8 months and 28 days
01/06/2025
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If you would invest 0.00 in Yamaha on April 11, 2024 and sell it all today you would earn a total of 0.00 from holding Yamaha Motor Co or generate 0.0% return on investment in Yamaha over 270 days. Yamaha is related to or competes with Liberty Broadband, COPLAND ROAD, Texas Roadhouse, Sunstone Hotel, TITANIUM TRANSPORTGROUP, TRAINLINE PLC, and Hyatt Hotels. Yamaha Motor Co., Ltd., together with its subsidiaries, develops, produces, and sells motorcycles, marine products, powe... More
Yamaha 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'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 Co 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's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yamaha's standard deviation. In reality, there are many statistical measures that can use Yamaha historical prices to predict the future Yamaha's volatility.
At this point, Yamaha is not too volatile. Yamaha Motor shows Sharpe Ratio of 0.051, which attests that the company had a 0.051% return per unit of risk 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 company. Please check out Yamaha's Downside Deviation of 2.0, market risk adjusted performance of (0.31), and Mean Deviation of 1.22 to validate if the risk estimate we provide is consistent with the expected return of 0.0774%. Yamaha has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yamaha are expected to decrease at a much lower rate. During the bear market, Yamaha is likely to outperform the market. Yamaha Motor right now maintains a risk of 1.52%. Please check out Yamaha Motor potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Yamaha Motor will be following its historical returns.
Auto-correlation
-0.42
Modest reverse predictability
Yamaha Motor Co has modest reverse predictability. Overlapping area represents the amount of predictability between Yamaha time series from 11th of April 2024 to 24th of August 2024 and 24th of August 2024 to 6th 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 -0.42 indicates that just about 42.0% of current Yamaha price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.42
Spearman Rank Test
-0.1
Residual Average
0.0
Price Variance
0.07
Yamaha Motor lagged returns against current returns
Autocorrelation, which is Yamaha 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's stock expected returns. We can calculate the autocorrelation of Yamaha returns to help us make a trade decision. For example, suppose you find that Yamaha 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yamaha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yamaha stock over time.
Current vs Lagged Prices
Timeline
Yamaha Lagged Returns
When evaluating Yamaha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yamaha stock have on its future price. Yamaha 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 autocorrelation shows the relationship between Yamaha stock current value and its past values and can show if there is a momentum factor associated with investing in Yamaha Motor Co.
Yamaha 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 security.