Yaskawa Electric Corp Stock Market Value
| YASKY Stock | USD 53.60 0.19 0.36% |
| Symbol | Yaskawa |
Yaskawa Electric '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 Yaskawa Electric'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 Yaskawa Electric.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Yaskawa Electric on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Yaskawa Electric Corp or generate 0.0% return on investment in Yaskawa Electric over 90 days. Yaskawa Electric is related to or competes with FREYR Battery, NVent Electric, Hubbell, Advanced Energy, Vertiv Holdings, Energizer Holdings, and NeoVolta Common. YASKAWA Electric Corporation engages in motion control, robotics, system engineering, and other businesses worldwide More
Yaskawa Electric 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 Yaskawa Electric'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 Yaskawa Electric Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 11.53 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 3.67 |
Yaskawa Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yaskawa Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yaskawa Electric's standard deviation. In reality, there are many statistical measures that can use Yaskawa Electric historical prices to predict the future Yaskawa Electric's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (0.54) |
Yaskawa Electric Corp Backtested Returns
Yaskawa Electric Corp shows Sharpe Ratio of -0.16, which attests that the company had a -0.16% return per unit of risk over the last 3 months. Yaskawa Electric Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yaskawa Electric's Standard Deviation of 2.19, mean deviation of 1.68, and Market Risk Adjusted Performance of (0.53) to validate the risk estimate we provide. The firm maintains a market beta of 0.67, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yaskawa Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yaskawa Electric is expected to be smaller as well. At this point, Yaskawa Electric Corp has a negative expected return of -0.36%. Please make sure to check out Yaskawa Electric's value at risk and rate of daily change , to decide if Yaskawa Electric Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Yaskawa Electric Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Yaskawa Electric time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yaskawa Electric Corp price movement. The serial correlation of -0.02 indicates that only 2.0% of current Yaskawa Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 6.5 |
Yaskawa Electric Corp lagged returns against current returns
Autocorrelation, which is Yaskawa Electric 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 Yaskawa Electric's pink sheet expected returns. We can calculate the autocorrelation of Yaskawa Electric returns to help us make a trade decision. For example, suppose you find that Yaskawa Electric 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 |
| Timeline |
Yaskawa Electric 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 Yaskawa Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yaskawa Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yaskawa Electric pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yaskawa Electric Lagged Returns
When evaluating Yaskawa Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yaskawa Electric pink sheet have on its future price. Yaskawa Electric 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, Yaskawa Electric autocorrelation shows the relationship between Yaskawa Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yaskawa Electric Corp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Yaskawa Pink Sheet Analysis
When running Yaskawa Electric's price analysis, check to measure Yaskawa Electric'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 Yaskawa Electric is operating at the current time. Most of Yaskawa Electric's value examination focuses on studying past and present price action to predict the probability of Yaskawa Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yaskawa Electric's price. Additionally, you may evaluate how the addition of Yaskawa Electric to your portfolios can decrease your overall portfolio volatility.