Yamada Holdings (Germany) Market Value
| YME Stock | EUR 2.84 0.04 1.43% |
| Symbol | Yamada |
Yamada 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 Yamada Holdings' 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 Yamada Holdings.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Yamada Holdings on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Yamada Holdings Co or generate 0.0% return on investment in Yamada Holdings over 30 days. Yamada Holdings is related to or competes with Wizz Air, GREENX METALS, Air New, ADRIATIC METALS, HF SINCLAIR, and Jacquet Metal. Yamada Denki Co., Ltd. engages in the reuse and recycling of used home appliances in Japan More
Yamada 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 Yamada Holdings' 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 Yamada Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.08 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 2.27 |
Yamada Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yamada Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yamada Holdings' standard deviation. In reality, there are many statistical measures that can use Yamada Holdings historical prices to predict the future Yamada Holdings' volatility.| Risk Adjusted Performance | 0.049 | |||
| Jensen Alpha | 0.0696 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 1.11 |
Yamada Holdings Backtested Returns
At this point, Yamada Holdings is slightly risky. Yamada Holdings shows Sharpe Ratio of 0.0361, which attests that the company had a 0.0361% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Yamada Holdings, which you can use to evaluate the volatility of the company. Please check out Yamada Holdings' Market Risk Adjusted Performance of 1.12, downside deviation of 1.56, and Mean Deviation of 0.9816 to validate if the risk estimate we provide is consistent with the expected return of 0.0554%. Yamada Holdings has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of 0.0705, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yamada Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yamada Holdings is expected to be smaller as well. Yamada Holdings right now maintains a risk of 1.54%. Please check out Yamada Holdings sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Yamada Holdings will be following its historical returns.
Auto-correlation | 0.40 |
Average predictability
Yamada Holdings Co has average predictability. Overlapping area represents the amount of predictability between Yamada Holdings 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 Yamada Holdings price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Yamada Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yamada Holdings lagged returns against current returns
Autocorrelation, which is Yamada Holdings 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 Yamada Holdings' stock expected returns. We can calculate the autocorrelation of Yamada Holdings returns to help us make a trade decision. For example, suppose you find that Yamada Holdings 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 |
Yamada 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 Yamada Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yamada Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yamada Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Yamada Holdings Lagged Returns
When evaluating Yamada Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yamada Holdings stock have on its future price. Yamada 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, Yamada Holdings autocorrelation shows the relationship between Yamada Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Yamada Holdings Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Yamada Stock
Yamada Holdings financial ratios help investors to determine whether Yamada 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 Yamada with respect to the benefits of owning Yamada Holdings security.