Yamaha Motor Co Stock Market Value
| YMHAY Stock | 14.77 0.31 2.06% |
| 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 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 Yamaha.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Yamaha on November 28, 2025 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 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 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 Yamaha Motor Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.35 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 3.5 |
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 | 0.0047 | |||
| Jensen Alpha | (0.0005) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.0777 |
Yamaha Motor Backtested Returns
At this stage we consider Yamaha Pink Sheet to be not too volatile. Yamaha Motor shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-three 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 0.0877, mean deviation of 1.72, and Standard Deviation of 2.2 to validate if the risk estimate we provide is consistent with the expected return of 0.0166%. The firm maintains a market beta of -0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Yamaha are expected to decrease at a much lower rate. During the bear market, Yamaha is likely to outperform the market. Yamaha Motor right now maintains a risk of 2.25%. Please check out Yamaha Motor treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Yamaha Motor will be following its historical returns.
Auto-correlation | -0.29 |
Weak reverse predictability
Yamaha Motor Co has weak reverse predictability. Overlapping area represents the amount of predictability between Yamaha time series from 28th of November 2025 to 13th of December 2025 and 13th of December 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 Yamaha Motor price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Yamaha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Yamaha Motor lagged returns against current returns
Autocorrelation, which is Yamaha 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 Yamaha's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yamaha pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yamaha pink sheet 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 pink sheet 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 pink sheet 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 |
Also Currently Popular
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 Yamaha Pink Sheet Analysis
When running Yamaha's price analysis, check to measure Yamaha'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 Yamaha is operating at the current time. Most of Yamaha's value examination focuses on studying past and present price action to predict the probability of Yamaha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yamaha's price. Additionally, you may evaluate how the addition of Yamaha to your portfolios can decrease your overall portfolio volatility.