Yatsen Holding Stock Market Value
| YSG Stock | USD 4.53 0.02 0.44% |
| Symbol | Yatsen |
Yatsen Holding Price To Book Ratio
Is Personal Care Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Yatsen Holding. If investors know Yatsen will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Yatsen Holding listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.13) | Revenue Per Share 31.597 | Quarterly Revenue Growth (0.07) | Return On Assets (0.08) | Return On Equity (0.20) |
The market value of Yatsen Holding is measured differently than its book value, which is the value of Yatsen that is recorded on the company's balance sheet. Investors also form their own opinion of Yatsen Holding's value that differs from its market value or its book value, called intrinsic value, which is Yatsen Holding's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Yatsen Holding's market value can be influenced by many factors that don't directly affect Yatsen Holding's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Yatsen Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Yatsen Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Yatsen Holding's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Yatsen Holding '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 Yatsen Holding'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 Yatsen Holding.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Yatsen Holding on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Yatsen Holding or generate 0.0% return on investment in Yatsen Holding over 300 days. Yatsen Holding is related to or competes with 17 Education, Ke Holdings, Miniso Group, Dada Nexus, and RLX Technology. Yatsen Holding Limited, together with its subsidiaries, engages in the development and sale of beauty products under the... More
Yatsen Holding 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 Yatsen Holding'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 Yatsen Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.41 | |||
| Information Ratio | 0.1151 | |||
| Maximum Drawdown | 13.97 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 6.21 |
Yatsen Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yatsen Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yatsen Holding's standard deviation. In reality, there are many statistical measures that can use Yatsen Holding historical prices to predict the future Yatsen Holding's volatility.| Risk Adjusted Performance | 0.1252 | |||
| Jensen Alpha | 0.4241 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1124 | |||
| Treynor Ratio | 0.7622 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yatsen Holding'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.
Yatsen Holding Backtested Returns
Yatsen Holding appears to be unstable, given 3 months investment horizon. Yatsen Holding shows Sharpe Ratio of 0.2, which attests that the company had a 0.2% return per unit of risk over the last 3 months. By examining Yatsen Holding's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please utilize Yatsen Holding's Mean Deviation of 2.43, downside deviation of 3.41, and Market Risk Adjusted Performance of 0.7722 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yatsen Holding holds a performance score of 15. The firm maintains a market beta of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yatsen Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yatsen Holding is expected to be smaller as well. Please check Yatsen Holding's semi variance, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Yatsen Holding's historical returns will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Yatsen Holding has insignificant reverse predictability. Overlapping area represents the amount of predictability between Yatsen Holding time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Yatsen Holding price movement. The serial correlation of -0.18 indicates that over 18.0% of current Yatsen Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Yatsen Holding lagged returns against current returns
Autocorrelation, which is Yatsen Holding 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 Yatsen Holding's stock expected returns. We can calculate the autocorrelation of Yatsen Holding returns to help us make a trade decision. For example, suppose you find that Yatsen Holding 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 |
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Yatsen Holding 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 Yatsen Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yatsen Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yatsen Holding stock over time.
Current vs Lagged Prices |
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Yatsen Holding Lagged Returns
When evaluating Yatsen Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yatsen Holding stock have on its future price. Yatsen Holding 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, Yatsen Holding autocorrelation shows the relationship between Yatsen Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Yatsen Holding.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Yatsen Holding is a strong investment it is important to analyze Yatsen Holding's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Yatsen Holding's future performance. For an informed investment choice regarding Yatsen Stock, refer to the following important reports:Check out Yatsen Holding Correlation, Yatsen Holding Volatility and Yatsen Holding Alpha and Beta module to complement your research on Yatsen Holding. For more detail on how to invest in Yatsen Stock please use our How to Invest in Yatsen Holding guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Yatsen Holding technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.