YAMAHA PSPADR1 (Germany) Performance
| YHAA Stock | 6.65 0.05 0.76% |
The firm maintains a market beta of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, YAMAHA PSPADR1's returns are expected to increase less than the market. However, during the bear market, the loss of holding YAMAHA PSPADR1 is expected to be smaller as well. At this point, YAMAHA PSPADR1 ON has a negative expected return of -0.0414%. Please make sure to check out YAMAHA PSPADR1's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if YAMAHA PSPADR1 ON performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days YAMAHA PSPADR1 ON has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, YAMAHA PSPADR1 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
YAMAHA |
YAMAHA PSPADR1 Relative Risk vs. Return Landscape
If you would invest 693.00 in YAMAHA PSPADR1 ON on August 28, 2024 and sell it today you would lose (28.00) from holding YAMAHA PSPADR1 ON or give up 4.04% of portfolio value over 90 days. YAMAHA PSPADR1 ON is producing return of less than zero assuming 2.1528% volatility of returns over the 90 days investment horizon. Simply put, 19% of all stocks have less volatile historical return distribution than YAMAHA PSPADR1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
YAMAHA PSPADR1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for YAMAHA PSPADR1's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as YAMAHA PSPADR1 ON, and traders can use it to determine the average amount a YAMAHA PSPADR1's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0192
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | YHAA |
Estimated Market Risk
| 2.15 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average YAMAHA PSPADR1 is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of YAMAHA PSPADR1 by adding YAMAHA PSPADR1 to a well-diversified portfolio.
Things to note about YAMAHA PSPADR1 ON performance evaluation
Checking the ongoing alerts about YAMAHA PSPADR1 for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for YAMAHA PSPADR1 ON help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| YAMAHA PSPADR1 ON generated a negative expected return over the last 90 days |
- Analyzing YAMAHA PSPADR1's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether YAMAHA PSPADR1's stock is overvalued or undervalued compared to its peers.
- Examining YAMAHA PSPADR1's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating YAMAHA PSPADR1's management team can have a significant impact on its success or failure. Reviewing the track record and experience of YAMAHA PSPADR1's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of YAMAHA PSPADR1's stock. These opinions can provide insight into YAMAHA PSPADR1's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for YAMAHA Stock analysis
When running YAMAHA PSPADR1's price analysis, check to measure YAMAHA PSPADR1'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 PSPADR1 is operating at the current time. Most of YAMAHA PSPADR1's value examination focuses on studying past and present price action to predict the probability of YAMAHA PSPADR1'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 PSPADR1's price. Additionally, you may evaluate how the addition of YAMAHA PSPADR1 to your portfolios can decrease your overall portfolio volatility.
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