Yamaha Motor Co Stock Market Value
| YAMHF Stock | USD 7.83 0.47 5.66% |
| Symbol | Yamaha |
Yamaha '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'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 Yamaha.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Yamaha on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Yamaha Motor Co or generate 0.0% return on investment in Yamaha over 90 days. Yamaha is related to or competes with Isuzu Motors, Yadea Group, Nissan, Isuzu Motors, Nissan, NGK Spark, and Aisin. Yamaha Motor Co., Ltd., together with its subsidiaries, engages in the land mobility, marine products, robotics, and fin... More
Yamaha 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'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 Yamaha Motor Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.77 | |||
| Information Ratio | 0.0313 | |||
| Maximum Drawdown | 12.94 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.72 |
Yamaha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yamaha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yamaha's standard deviation. In reality, there are many statistical measures that can use Yamaha historical prices to predict the future Yamaha's volatility.| Risk Adjusted Performance | 0.0509 | |||
| Jensen Alpha | 0.2165 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0232 | |||
| Treynor Ratio | (0.18) |
Yamaha January 24, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0509 | |||
| Market Risk Adjusted Performance | (0.17) | |||
| Mean Deviation | 1.93 | |||
| Semi Deviation | 2.43 | |||
| Downside Deviation | 3.77 | |||
| Coefficient Of Variation | 1681.96 | |||
| Standard Deviation | 2.79 | |||
| Variance | 7.77 | |||
| Information Ratio | 0.0313 | |||
| Jensen Alpha | 0.2165 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0232 | |||
| Treynor Ratio | (0.18) | |||
| Maximum Drawdown | 12.94 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.72 | |||
| Downside Variance | 14.19 | |||
| Semi Variance | 5.91 | |||
| Expected Short fall | (2.94) | |||
| Skewness | (0.43) | |||
| Kurtosis | 1.31 |
Yamaha Motor Backtested Returns
At this point, Yamaha is slightly risky. Yamaha Motor shows Sharpe Ratio of 0.0485, which attests that the company had a 0.0485 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Yamaha Motor, which you can use to evaluate the volatility of the company. Please check out Yamaha's Mean Deviation of 1.93, downside deviation of 3.77, and Market Risk Adjusted Performance of (0.17) to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Yamaha has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of -0.89, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Yamaha are expected to decrease slowly. On the other hand, during market turmoil, Yamaha is expected to outperform it slightly. Yamaha Motor right now maintains a risk of 2.81%. Please check out Yamaha Motor semi variance, and the relationship between the maximum drawdown and rate of daily change , to decide if Yamaha Motor will be following its historical returns.
Auto-correlation | -0.66 |
Very good reverse predictability
Yamaha Motor Co has very good reverse predictability. Overlapping area represents the amount of predictability between Yamaha time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Yamaha Motor price movement. The serial correlation of -0.66 indicates that around 66.0% of current Yamaha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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Other Information on Investing in Yamaha Pink Sheet
Yamaha financial ratios help investors to determine whether Yamaha 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 Yamaha with respect to the benefits of owning Yamaha security.