YAMAHA MOTOR (Germany) Market Value
| YMA Stock | EUR 7.39 0.02 0.27% |
| Symbol | YAMAHA |
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.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in YAMAHA MOTOR on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding YAMAHA MOTOR or generate 0.0% return on investment in YAMAHA MOTOR over 90 days. YAMAHA MOTOR is related to or competes with Cardinal Health, Diversified Healthcare, Chesapeake Utilities, Bumrungrad Hospital, UNITED UTILITIES, Molina Healthcare, and Phibro Animal. More
YAMAHA MOTOR 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 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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.0 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 2.09 |
YAMAHA MOTOR Market Risk Indicators
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.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.0316 | |||
| Treynor Ratio | (1.19) |
YAMAHA MOTOR Backtested Returns
YAMAHA MOTOR shows Sharpe Ratio of -0.13, which attests that the company had a -0.13 % return per unit of standard deviation over the last 3 months. YAMAHA MOTOR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out YAMAHA MOTOR's Risk Adjusted Performance of (0.11), mean deviation of 1.17, and Standard Deviation of 1.68 to validate the risk estimate we provide. The firm maintains a market beta of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, YAMAHA MOTOR's returns are expected to increase less than the market. However, during the bear market, the loss of holding YAMAHA MOTOR is expected to be smaller as well. At this point, YAMAHA MOTOR has a negative expected return of -0.22%. Please make sure to check out YAMAHA MOTOR's accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if YAMAHA MOTOR performance from the past will be repeated at future time.
Auto-correlation | 0.30 |
Below average predictability
YAMAHA MOTOR has below average predictability. Overlapping area represents the amount of predictability between YAMAHA MOTOR time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 YAMAHA MOTOR price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current YAMAHA MOTOR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 |
Thematic Opportunities
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Additional Tools for YAMAHA Stock Analysis
When running YAMAHA MOTOR's price analysis, check to measure YAMAHA MOTOR'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 MOTOR is operating at the current time. Most of YAMAHA MOTOR's value examination focuses on studying past and present price action to predict the probability of YAMAHA MOTOR'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 MOTOR's price. Additionally, you may evaluate how the addition of YAMAHA MOTOR to your portfolios can decrease your overall portfolio volatility.