Yaskawa Electric Corp Stock Market Value
YASKY Stock | USD 84.91 0.17 0.20% |
Symbol | Yaskawa |
Yaskawa Electric '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 Yaskawa Electric'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 Yaskawa Electric.
04/09/2022 |
| 03/29/2024 |
If you would invest 0.00 in Yaskawa Electric on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Yaskawa Electric Corp or generate 0.0% return on investment in Yaskawa Electric over 720 days. Yaskawa Electric is related to or competes with ABB, Vertiv Holdings, Legrand SA, Mitsubishi Electric, Legrand SA, Mitsubishi Electric, and Phihong Technology. YASKAWA Electric Corporation engages in motion control, robotics, system engineering, and other businesses worldwide More
Yaskawa Electric 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 Yaskawa Electric'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 Yaskawa Electric Corp upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.98 | |||
Information Ratio | (0.02) | |||
Maximum Drawdown | 9.61 | |||
Value At Risk | (3.00) | |||
Potential Upside | 3.46 |
Yaskawa Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yaskawa Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yaskawa Electric's standard deviation. In reality, there are many statistical measures that can use Yaskawa Electric historical prices to predict the future Yaskawa Electric's volatility.Risk Adjusted Performance | 0.0328 | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.37) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.0995 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yaskawa Electric'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.
Yaskawa Electric Corp Backtested Returns
We consider Yaskawa Electric very steady. Yaskawa Electric Corp shows Sharpe Ratio of 0.0476, which attests that the company had a 0.0476% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Yaskawa Electric Corp, which you can use to evaluate the volatility of the company. Please check out Yaskawa Electric's Downside Deviation of 1.98, market risk adjusted performance of 0.1095, and Mean Deviation of 1.56 to validate if the risk estimate we provide is consistent with the expected return of 0.0968%. Yaskawa Electric has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yaskawa Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yaskawa Electric is expected to be smaller as well. Yaskawa Electric Corp right now maintains a risk of 2.03%. Please check out Yaskawa Electric Corp sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to decide if Yaskawa Electric Corp will be following its historical returns.
Auto-correlation | 0.30 |
Below average predictability
Yaskawa Electric Corp has below average predictability. Overlapping area represents the amount of predictability between Yaskawa Electric time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 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 Yaskawa Electric Corp price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Yaskawa Electric price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.3 | |
Spearman Rank Test | -0.11 | |
Residual Average | 0.0 | |
Price Variance | 45.32 |
Yaskawa Electric Corp lagged returns against current returns
Autocorrelation, which is Yaskawa Electric 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 Yaskawa Electric's pink sheet expected returns. We can calculate the autocorrelation of Yaskawa Electric returns to help us make a trade decision. For example, suppose you find that Yaskawa Electric 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 |
Yaskawa Electric 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 Yaskawa Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yaskawa Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yaskawa Electric pink sheet over time.
Current vs Lagged Prices |
Timeline |
Yaskawa Electric Lagged Returns
When evaluating Yaskawa Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yaskawa Electric pink sheet have on its future price. Yaskawa Electric 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, Yaskawa Electric autocorrelation shows the relationship between Yaskawa Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yaskawa Electric Corp.
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 Yaskawa Electric 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, Yaskawa Electric's short interest history, or implied volatility extrapolated from Yaskawa Electric options trading.
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.CLSK | CleanSpark | |
V | Visa Class A | |
CDLX | Cardlytics |
Check out Yaskawa Electric Correlation, Yaskawa Electric Volatility and Yaskawa Electric Alpha and Beta module to complement your research on Yaskawa Electric. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Complementary Tools for Yaskawa Pink Sheet analysis
When running Yaskawa Electric's price analysis, check to measure Yaskawa Electric'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 Yaskawa Electric is operating at the current time. Most of Yaskawa Electric's value examination focuses on studying past and present price action to predict the probability of Yaskawa Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yaskawa Electric's price. Additionally, you may evaluate how the addition of Yaskawa Electric to your portfolios can decrease your overall portfolio volatility.
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Yaskawa Electric 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.