Yakult Honsha Co Stock Market Value
| YKLTY Stock | USD 10.40 1.64 13.62% |
| Symbol | Yakult |
Yakult Honsha '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 Yakult Honsha'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 Yakult Honsha.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Yakult Honsha on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Yakult Honsha Co or generate 0.0% return on investment in Yakult Honsha over 30 days. Yakult Honsha is related to or competes with Coca Cola, National Beverage, Keurig Dr, Coca Cola, Monster Beverage, Coca Cola, and PepsiCo. ,Ltd. manufactures and sells food and beverage products in Japan, the Americas, Asia, Oceania, and Europe More
Yakult Honsha 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 Yakult Honsha'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 Yakult Honsha Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 23.8 | |||
| Value At Risk | (10.59) | |||
| Potential Upside | 8.63 |
Yakult Honsha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yakult Honsha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yakult Honsha's standard deviation. In reality, there are many statistical measures that can use Yakult Honsha historical prices to predict the future Yakult Honsha's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.99) | |||
| Treynor Ratio | 1.75 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yakult Honsha's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Yakult Honsha Backtested Returns
Yakult Honsha shows Sharpe Ratio of -0.0046, which attests that the company had a -0.0046% return per unit of risk over the last 3 months. Yakult Honsha exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yakult Honsha's Mean Deviation of 3.57, standard deviation of 5.68, and Market Risk Adjusted Performance of 1.76 to validate the risk estimate we provide. The firm maintains a market beta of -0.051, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yakult Honsha are expected to decrease at a much lower rate. During the bear market, Yakult Honsha is likely to outperform the market. At this point, Yakult Honsha has a negative expected return of -0.0264%. Please make sure to check out Yakult Honsha's value at risk, rate of daily change, relative strength index, as well as the relationship between the kurtosis and market facilitation index , to decide if Yakult Honsha performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Yakult Honsha Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Yakult Honsha time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Yakult Honsha price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Yakult Honsha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Yakult Honsha lagged returns against current returns
Autocorrelation, which is Yakult Honsha 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 Yakult Honsha's pink sheet expected returns. We can calculate the autocorrelation of Yakult Honsha returns to help us make a trade decision. For example, suppose you find that Yakult Honsha 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 |
Yakult Honsha 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 Yakult Honsha pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yakult Honsha pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yakult Honsha pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yakult Honsha Lagged Returns
When evaluating Yakult Honsha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yakult Honsha pink sheet have on its future price. Yakult Honsha 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, Yakult Honsha autocorrelation shows the relationship between Yakult Honsha pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yakult Honsha 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 Yakult Pink Sheet Analysis
When running Yakult Honsha's price analysis, check to measure Yakult Honsha'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 Yakult Honsha is operating at the current time. Most of Yakult Honsha's value examination focuses on studying past and present price action to predict the probability of Yakult Honsha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yakult Honsha's price. Additionally, you may evaluate how the addition of Yakult Honsha to your portfolios can decrease your overall portfolio volatility.