Yamaha (Germany) Market Value
| YMA Stock | EUR 8.14 0.05 0.62% |
| 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 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 Yamaha.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Yamaha on October 26, 2024 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 30 days. Yamaha is related to or competes with TFS FINANCIAL, JSC Halyk, Webster Financial, Chiba Bank, JAPAN TOBACCO, QBE Insurance, and Commonwealth Bank. Yamaha Motor Co., Ltd., together with its subsidiaries, develops, produces, and sells motorcycles, marine products, powe... 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 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 Yamaha Motor Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.2 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.58 |
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 | 0.0395 | |||
| Jensen Alpha | 0.0525 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.3943 |
Yamaha Motor Backtested Returns
At this point, Yamaha is somewhat reliable. Yamaha Motor shows Sharpe Ratio of 0.0652, which attests that the company had a 0.0652% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Yamaha Motor, which you can use to evaluate the volatility of the company. Please check out Yamaha's Market Risk Adjusted Performance of 0.4043, mean deviation of 1.4, and Downside Deviation of 2.2 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Yamaha has a performance score of 5 on a scale of 0 to 100. The firm maintains a market beta of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yamaha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yamaha is expected to be smaller as well. Yamaha Motor right now maintains a risk of 1.89%. Please check out Yamaha Motor sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Yamaha Motor will be following its historical returns.
Auto-correlation | -0.43 |
Modest reverse predictability
Yamaha Motor Co has modest reverse predictability. Overlapping area represents the amount of predictability between Yamaha time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Yamaha Motor price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Yamaha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Yamaha Motor lagged returns against current returns
Autocorrelation, which is Yamaha 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 Yamaha's stock expected returns. We can calculate the autocorrelation of Yamaha returns to help us make a trade decision. For example, suppose you find that Yamaha 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 |
Yamaha 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 Yamaha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yamaha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yamaha stock over time.
Current vs Lagged Prices |
| Timeline |
Yamaha Lagged Returns
When evaluating Yamaha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yamaha stock have on its future price. Yamaha 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, Yamaha autocorrelation shows the relationship between Yamaha stock current value and its past values and can show if there is a momentum factor associated with investing in Yamaha Motor Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Yamaha Stock
Yamaha financial ratios help investors to determine whether Yamaha Stock 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.