YAMATO HOLDINGS (Germany) Market Value

Symbol

YAMATO

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 YAMATO HOLDINGS'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 YAMATO HOLDINGS.

YAMATO HOLDINGS Upside/Downside Indicators

YAMATO HOLDINGS Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for YAMATO HOLDINGS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YAMATO HOLDINGS's standard deviation. In reality, there are many statistical measures that can use YAMATO HOLDINGS historical prices to predict the future YAMATO HOLDINGS's volatility.

Autocorrelation, which is YAMATO HOLDINGS 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 YAMATO HOLDINGS's stock expected returns. We can calculate the autocorrelation of YAMATO HOLDINGS returns to help us make a trade decision. For example, suppose you find that YAMATO HOLDINGS 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If YAMATO HOLDINGS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YAMATO HOLDINGS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YAMATO HOLDINGS stock over time.

When evaluating YAMATO HOLDINGS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YAMATO HOLDINGS stock have on its future price. YAMATO HOLDINGS 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, YAMATO HOLDINGS autocorrelation shows the relationship between YAMATO HOLDINGS stock current value and its past values and can show if there is a momentum factor associated with investing in YAMATO HOLDINGS.

When running YAMATO HOLDINGS's price analysis, check to measure YAMATO HOLDINGS'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 YAMATO HOLDINGS is operating at the current time. Most of YAMATO HOLDINGS's value examination focuses on studying past and present price action to predict the probability of YAMATO HOLDINGS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move YAMATO HOLDINGS's price. Additionally, you may evaluate how the addition of YAMATO HOLDINGS to your portfolios can decrease your overall portfolio volatility.