Yoma Strategic Holdings Stock Market Value
| YMAIF Stock | USD 0.03 0.00 0.00% |
| Symbol | Yoma |
Yoma Strategic '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 Yoma Strategic'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 Yoma Strategic.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Yoma Strategic on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Yoma Strategic Holdings or generate 0.0% return on investment in Yoma Strategic over 30 days. Yoma Strategic is related to or competes with CK Hutchison, Alpine 4, Windrock Land, and 3M. Yoma Strategic Holdings Ltd., an investment holding company, engages in the real estate, automotive and heavy equipment,... More
Yoma Strategic 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 Yoma Strategic'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 Yoma Strategic Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 38.61 |
Yoma Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yoma Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yoma Strategic's standard deviation. In reality, there are many statistical measures that can use Yoma Strategic historical prices to predict the future Yoma Strategic's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (1.07) | |||
| Total Risk Alpha | (1.76) | |||
| Treynor Ratio | (1.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yoma Strategic'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.
Yoma Strategic Holdings Backtested Returns
Yoma Strategic Holdings shows Sharpe Ratio of -0.18, which attests that the company had a -0.18% return per unit of risk over the last 3 months. Yoma Strategic Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yoma Strategic's Mean Deviation of 1.94, market risk adjusted performance of (1.35), and Standard Deviation of 5.79 to validate the risk estimate we provide. The firm maintains a market beta of 0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yoma Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yoma Strategic is expected to be smaller as well. Yoma Strategic Holdings has an expected return of -1.07%. Please make sure to check out Yoma Strategic Holdings treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Yoma Strategic Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Yoma Strategic Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Yoma Strategic time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Yoma Strategic Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Yoma Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yoma Strategic Holdings lagged returns against current returns
Autocorrelation, which is Yoma Strategic 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 Yoma Strategic's pink sheet expected returns. We can calculate the autocorrelation of Yoma Strategic returns to help us make a trade decision. For example, suppose you find that Yoma Strategic 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 |
Yoma Strategic 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 Yoma Strategic pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yoma Strategic pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yoma Strategic pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yoma Strategic Lagged Returns
When evaluating Yoma Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yoma Strategic pink sheet have on its future price. Yoma Strategic 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, Yoma Strategic autocorrelation shows the relationship between Yoma Strategic pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yoma Strategic Holdings.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Yoma Strategic in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Yoma Strategic's short interest history, or implied volatility extrapolated from Yoma Strategic options trading.
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Complementary Tools for Yoma Pink Sheet analysis
When running Yoma Strategic's price analysis, check to measure Yoma Strategic'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 Yoma Strategic is operating at the current time. Most of Yoma Strategic's value examination focuses on studying past and present price action to predict the probability of Yoma Strategic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yoma Strategic's price. Additionally, you may evaluate how the addition of Yoma Strategic to your portfolios can decrease your overall portfolio volatility.
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Yoma Strategic technical pink sheet 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, pink sheet market cycles, or different charting patterns.