Yancoal Australia Stock Market Value
| YACAF Stock | USD 3.50 0.06 1.74% |
| Symbol | Yancoal |
Yancoal Australia '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 Yancoal Australia's pink sheet 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 Yancoal Australia.
| 12/08/2025 |
| 01/07/2026 |
If you would invest 0.00 in Yancoal Australia on December 8, 2025 and sell it all today you would earn a total of 0.00 from holding Yancoal Australia or generate 0.0% return on investment in Yancoal Australia over 30 days. Yancoal Australia is related to or competes with Whitehaven Coal, Vista Oil, Adaro Energy, Schoeller Bleckmann, New HopeLtd, Delek Group, and Worley. Yancoal Australia Ltd engages in the exploration, development, production, and marketing of metallurgical and thermal co... More
Yancoal Australia 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 Yancoal Australia's pink sheet 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 Yancoal Australia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.92 | |||
| Value At Risk | (4.83) | |||
| Potential Upside | 5.16 |
Yancoal Australia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yancoal Australia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yancoal Australia's standard deviation. In reality, there are many statistical measures that can use Yancoal Australia historical prices to predict the future Yancoal Australia's volatility.| Risk Adjusted Performance | 9.0E-4 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.26) |
Yancoal Australia Backtested Returns
Yancoal Australia shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. Yancoal Australia exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yancoal Australia's Mean Deviation of 2.08, market risk adjusted performance of (0.25), and Standard Deviation of 2.75 to validate the risk estimate we provide. The firm maintains a market beta of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yancoal Australia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yancoal Australia is expected to be smaller as well. At this point, Yancoal Australia has a negative expected return of -0.0129%. Please make sure to check out Yancoal Australia's potential upside, as well as the relationship between the daily balance of power and day typical price , to decide if Yancoal Australia performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.7 |
Very good reverse predictability
Yancoal Australia has very good reverse predictability. Overlapping area represents the amount of predictability between Yancoal Australia time series from 8th of December 2025 to 23rd of December 2025 and 23rd of December 2025 to 7th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yancoal Australia price movement. The serial correlation of -0.7 indicates that around 70.0% of current Yancoal Australia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yancoal Australia lagged returns against current returns
Autocorrelation, which is Yancoal Australia pink sheet'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 Yancoal Australia's pink sheet expected returns. We can calculate the autocorrelation of Yancoal Australia returns to help us make a trade decision. For example, suppose you find that Yancoal Australia has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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Yancoal Australia 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 Yancoal Australia pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yancoal Australia pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yancoal Australia pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yancoal Australia Lagged Returns
When evaluating Yancoal Australia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yancoal Australia pink sheet have on its future price. Yancoal Australia 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, Yancoal Australia autocorrelation shows the relationship between Yancoal Australia pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yancoal Australia.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Yancoal Pink Sheet
Yancoal Australia financial ratios help investors to determine whether Yancoal Pink Sheet 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 Yancoal with respect to the benefits of owning Yancoal Australia security.