Yowie (Australia) Market Value
| YOW Stock | 0.01 0.00 0.00% |
| Symbol | Yowie |
Yowie '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 Yowie'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 Yowie.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Yowie on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Yowie Group or generate 0.0% return on investment in Yowie over 30 days. Yowie is related to or competes with Ironbark Capital, Insurance Australia, Autosports, Air New, and Spirit Telecom. Yowie is entity of Australia. It is traded as Stock on AU exchange. More
Yowie 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 Yowie'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 Yowie Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 38.89 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 10.0 |
Yowie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yowie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yowie's standard deviation. In reality, there are many statistical measures that can use Yowie historical prices to predict the future Yowie's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.68) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (4.26) |
Yowie Group Backtested Returns
Yowie Group shows Sharpe Ratio of -0.12, which attests that the company had a -0.12 % return per unit of risk over the last 3 months. Yowie Group exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yowie's Mean Deviation of 2.88, market risk adjusted performance of (4.25), and Standard Deviation of 6.06 to validate the risk estimate we provide. 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, Yowie's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yowie is expected to be smaller as well. At this point, Yowie Group has a negative expected return of -0.75%. Please make sure to check out Yowie's coefficient of variation, jensen alpha, skewness, as well as the relationship between the variance and value at risk , to decide if Yowie Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.44 |
Average predictability
Yowie Group has average predictability. Overlapping area represents the amount of predictability between Yowie time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Yowie Group price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Yowie price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yowie Group lagged returns against current returns
Autocorrelation, which is Yowie 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 Yowie's stock expected returns. We can calculate the autocorrelation of Yowie returns to help us make a trade decision. For example, suppose you find that Yowie 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 |
Yowie 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 Yowie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yowie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yowie stock over time.
Current vs Lagged Prices |
| Timeline |
Yowie Lagged Returns
When evaluating Yowie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yowie stock have on its future price. Yowie 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, Yowie autocorrelation shows the relationship between Yowie stock current value and its past values and can show if there is a momentum factor associated with investing in Yowie Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Yowie Stock Analysis
When running Yowie's price analysis, check to measure Yowie'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 Yowie is operating at the current time. Most of Yowie's value examination focuses on studying past and present price action to predict the probability of Yowie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yowie's price. Additionally, you may evaluate how the addition of Yowie to your portfolios can decrease your overall portfolio volatility.