Yamato Holdings Co Stock Market Value
| YATRY Stock | USD 14.50 0.00 0.00% |
| Symbol | Yamato |
Yamato Holdings '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 Yamato Holdings' 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 Yamato Holdings.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Yamato Holdings on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Yamato Holdings Co or generate 0.0% return on investment in Yamato Holdings over 360 days. Yamato Holdings is related to or competes with SG Holdings, Arcadis NV, COSCO SHIPPING, Fluidra SA, ALS, InPost SA, and YASKAWA Electric. Yamato Holdings Co., Ltd. provides delivery, logistics, home convenience, e-business, financial, auto works, and other r... More
Yamato Holdings 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 Yamato Holdings' 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 Yamato Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 7.89 |
Yamato Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yamato Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yamato Holdings' standard deviation. In reality, there are many statistical measures that can use Yamato Holdings historical prices to predict the future Yamato Holdings' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.70) |
Yamato Holdings Backtested Returns
Yamato Holdings shows Sharpe Ratio of -0.18, which attests that the company had a -0.18 % return per unit of risk over the last 3 months. Yamato Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yamato Holdings' Market Risk Adjusted Performance of (0.69), standard deviation of 1.2, and Mean Deviation of 0.4037 to validate the risk estimate we provide. The firm maintains a market beta of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yamato Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yamato Holdings is expected to be smaller as well. At this point, Yamato Holdings has a negative expected return of -0.21%. Please make sure to check out Yamato Holdings' treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Yamato Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.54 |
Modest predictability
Yamato Holdings Co has modest predictability. Overlapping area represents the amount of predictability between Yamato Holdings time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yamato Holdings price movement. The serial correlation of 0.54 indicates that about 54.0% of current Yamato Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.48 |
Yamato Holdings lagged returns against current returns
Autocorrelation, which is Yamato Holdings 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 Yamato Holdings' pink sheet 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 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 |
Yamato Holdings 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 Yamato Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yamato Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yamato Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yamato Holdings Lagged Returns
When evaluating Yamato Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yamato Holdings pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yamato Holdings Co.
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 Yamato Pink Sheet Analysis
When running Yamato Holdings' price analysis, check to measure Yamato Holdings' 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' value examination focuses on studying past and present price action to predict the probability of Yamato Holdings' 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' price. Additionally, you may evaluate how the addition of Yamato Holdings to your portfolios can decrease your overall portfolio volatility.