Yaskawa Electric Corp Stock Market Value

YASKY Stock  USD 84.91  0.17  0.20%   
Yaskawa Electric's market value is the price at which a share of Yaskawa Electric trades on a public exchange. It measures the collective expectations of Yaskawa Electric Corp investors about its performance. Yaskawa Electric is trading at 84.91 as of the 29th of March 2024; that is 0.20 percent up since the beginning of the trading day. The stock's open price was 84.74.
With this module, you can estimate the performance of a buy and hold strategy of Yaskawa Electric Corp and determine expected loss or profit from investing in Yaskawa Electric over a given investment horizon. Check out Yaskawa Electric Correlation, Yaskawa Electric Volatility and Yaskawa Electric Alpha and Beta module to complement your research on Yaskawa Electric.
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Please note, there is a significant difference between Yaskawa Electric's value and its price as these two are different measures arrived at by different means. Investors typically determine if Yaskawa Electric is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Yaskawa Electric'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.

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.
0.00
04/09/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/29/2024
0.00
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.

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.
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.
Hype
Prediction
LowEstimatedHigh
82.8884.9186.94
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Intrinsic
Valuation
LowRealHigh
81.4283.4585.48
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Yaskawa Electric. Your research has to be compared to or analyzed against Yaskawa Electric's peers to derive any actionable benefits. When done correctly, Yaskawa Electric's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Yaskawa Electric Corp.

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 Coefficient0.3
Spearman Rank Test-0.11
Residual Average0.0
Price Variance45.32

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.

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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..

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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.
A focus of Yaskawa Electric technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Yaskawa Electric trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...