Yamaha Correlations

YAMHF Pink Sheet

USD 6.70 0.06 0.90%

Its correlation with fixed-income and commodity benchmarks reveals whether the stock behaves as risk-on or risk-off.

Market Correlation Summary - Yamaha

Moderate diversification

The correlation between Yamaha and Dow Jones is 0.21, which Macroaxis classifies as Moderate diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

This dataset outlines how Yamaha behaves relative to comparable instruments. Wash sale provisions may affect replacement decisions involving similar securities.

Moving together with Yamaha Pink Sheet

0.71	TM	Toyota Motor Earnings Call Today	Pair Corr
0.61	TOYOF	Toyota Motor Corp Earnings Call Today	Pair Corr
0.61	VWAGY	Volkswagen AG 110	Pair Corr

Moving Against Yamaha Pink Sheet

0.48	ANDE	Andersons	Pair Corr
0.47	GTBIF	Green Thumb Industries	Pair Corr
0.45	VVPR	VivoPower International Symbol Change	Pair Corr
0.41	NSFDF	NXT Energy Solutions	Pair Corr
0.39	TTGT	TechTarget Common Stock	Pair Corr
0.39	ABNB	Airbnb Inc	Pair Corr

Related Correlations Analysis

	ISUZF	YADGF	NSANF	ISUZY	NSANY	NGKSY	ASEKF	SRTTY	GIGNF	PLLIF
ISUZF		-0.29	0.3	0.54	0.3	-0.3	-0.09	0.53	-0.19	0.25	ISUZF
YADGF	-0.29		-0.49	-0.63	-0.67	0.41	-0.09	-0.25	-0.21	-0.73	YADGF
NSANF	0.3	-0.49		0.84	0.91	0.1	0.36	0.13	0.38	0.74	NSANF
ISUZY	0.54	-0.63	0.84		0.91	-0.12	0.27	0.4	0.29	0.85	ISUZY
NSANY	0.3	-0.67	0.91	0.91		0.03	0.35	0.22	0.38	0.87	NSANY
NGKSY	-0.3	0.41	0.1	-0.12	0.03		0.11	-0.23	0.24	-0.21	NGKSY
ASEKF	-0.09	-0.09	0.36	0.27	0.35	0.11		0.18	0.19	0.26	ASEKF
SRTTY	0.53	-0.25	0.13	0.4	0.22	-0.23	0.18		-0.05	0.21	SRTTY
GIGNF	-0.19	-0.21	0.38	0.29	0.38	0.24	0.19	-0.05		0.46	GIGNF
PLLIF	0.25	-0.73	0.74	0.85	0.87	-0.21	0.26	0.21	0.46		PLLIF
	ISUZF	YADGF	NSANF	ISUZY	NSANY	NGKSY	ASEKF	SRTTY	GIGNF	PLLIF

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

NSANY	+ 0.91	NSANF
NSANY	+ 0.91	ISUZY
PLLIF	+ 0.87	NSANY
PLLIF	+ 0.85	ISUZY
ISUZY	+ 0.84	NSANF
PLLIF	+ 0.74	NSANF

High negative correlations

PLLIF	- 0.73	YADGF
NSANY	- 0.67	YADGF
ISUZY	- 0.63	YADGF
NSANF	- 0.49	YADGF
NGKSY	- 0.3	ISUZF
YADGF	- 0.29	ISUZF

Risk-Adjusted Indicators

Return momentum in Yamaha Pink Sheet is more useful when tested against peer-relative fundamentals and risk. Risk-adjusted metrics help compare Yamaha's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ISUZF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.07
YADGF	0.53	0.26	0.00	-0.53	0.00	0.00	0.00	0.00	17.76
NSANF	4.34	0.12	0.02	0.11	5.05	-6.11	11.57	-9.66	31.82
ISUZY	1.54	-0.26	0.00	-0.20	0.00	0.00	2.88	-3.12	12.31
NSANY	2.29	-0.12	0.00	-0.24	0.00	0.00	4.58	-4.63	16.04
NGKSY	2.14	0.33	0.04	-1.25	2.85	-9.18	8.90	-6.87	25.18
ASEKF	8.70	-0.98	0.00	-0.21	0.00	0.00	15.48	-18.80	254.67
SRTTY	4.82	0.02	0.00	0.41	6.47	-4.58	10.59	-7.97	34.20
GIGNF	1.13	0.24	0.00	2.04	0.00	0.00	3.85	0.00	32.64
PLLIF	1.22	-0.08	0.00	-0.15	0.00	0.00	6.01	-4.37	18.61

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Portfolio optimization matters because investors need a repeatable way to decide whether adding Yamaha Motor Co improves expected return without taking on disproportionate risk. This is informative when the goal is to improve risk-adjusted return instead of simply owning more ideas at once.

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Yamaha Corporate Management

Minoru Morimoto	Sr Officer	Profile
Satohiko Matsuyama	Sr Director	Profile
Toshihiro Nozue	Ex Unit	Profile
Dyonisius Beti	Sr Officer	Profile