Yanlord Land (Germany) Market Value
| YLG Stock | 0.43 0.01 2.27% |
| Symbol | Yanlord |
Yanlord Land '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 Yanlord Land's stock 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 Yanlord Land.
| 12/10/2022 |
| 11/29/2024 |
If you would invest 0.00 in Yanlord Land on December 10, 2022 and sell it all today you would earn a total of 0.00 from holding Yanlord Land Group or generate 0.0% return on investment in Yanlord Land over 720 days.
Yanlord Land 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 Yanlord Land's stock 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 Yanlord Land Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.09 | |||
| Information Ratio | 0.1427 | |||
| Maximum Drawdown | 29.65 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 6.98 |
Yanlord Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yanlord Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yanlord Land's standard deviation. In reality, there are many statistical measures that can use Yanlord Land historical prices to predict the future Yanlord Land's volatility.| Risk Adjusted Performance | 0.1398 | |||
| Jensen Alpha | 0.728 | |||
| Total Risk Alpha | 0.0814 | |||
| Sortino Ratio | 0.121 | |||
| Treynor Ratio | 24.14 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yanlord Land'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.
Yanlord Land Group Backtested Returns
Yanlord Land appears to be out of control, given 3 months investment horizon. Yanlord Land Group shows Sharpe Ratio of 0.17, which attests that the company had a 0.17% return per unit of risk over the last 3 months. By examining Yanlord Land's technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please utilize Yanlord Land's Mean Deviation of 2.88, downside deviation of 5.09, and Market Risk Adjusted Performance of 24.15 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yanlord Land holds a performance score of 13. The firm maintains a market beta of 0.0303, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yanlord Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yanlord Land is expected to be smaller as well. Please check Yanlord Land's maximum drawdown and the relationship between the semi variance and price action indicator , to make a quick decision on whether Yanlord Land's historical returns will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
Yanlord Land Group has poor reverse predictability. Overlapping area represents the amount of predictability between Yanlord Land time series from 10th of December 2022 to 5th of December 2023 and 5th of December 2023 to 29th 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 Yanlord Land Group price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Yanlord Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yanlord Land Group lagged returns against current returns
Autocorrelation, which is Yanlord Land stock'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 Yanlord Land's stock expected returns. We can calculate the autocorrelation of Yanlord Land returns to help us make a trade decision. For example, suppose you find that Yanlord Land has exhibited high autocorrelation historically, and you observe that the stock 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 |
Yanlord Land 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 Yanlord Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yanlord Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yanlord Land stock over time.
Current vs Lagged Prices |
| Timeline |
Yanlord Land Lagged Returns
When evaluating Yanlord Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yanlord Land stock have on its future price. Yanlord Land 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, Yanlord Land autocorrelation shows the relationship between Yanlord Land stock current value and its past values and can show if there is a momentum factor associated with investing in Yanlord Land Group.
Regressed Prices |
| Timeline |
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Additional Tools for Yanlord Stock Analysis
When running Yanlord Land's price analysis, check to measure Yanlord Land'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 Yanlord Land is operating at the current time. Most of Yanlord Land's value examination focuses on studying past and present price action to predict the probability of Yanlord Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yanlord Land's price. Additionally, you may evaluate how the addition of Yanlord Land to your portfolios can decrease your overall portfolio volatility.