YAOKO (Germany) Market Value
| 5FV Stock | EUR 55.00 1.00 1.79% |
| Symbol | YAOKO |
YAOKO '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 YAOKO'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 YAOKO.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in YAOKO on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding YAOKO LTD or generate 0.0% return on investment in YAOKO over 720 days. YAOKO is related to or competes with SEVEN+I HLDGS, Seven I, Kroger, Koninklijke Ahold, Koninklijke Ahold, Woolworths Group, and AHOLD DELHAIADR16. The company offers fresh, processed, and delicatessen food products and housing related products More
YAOKO 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 YAOKO'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 YAOKO LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.07 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 1.8 |
YAOKO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YAOKO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YAOKO's standard deviation. In reality, there are many statistical measures that can use YAOKO historical prices to predict the future YAOKO's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 4.9 |
YAOKO LTD Backtested Returns
YAOKO LTD shows Sharpe Ratio of -0.11, which attests that the company had a -0.11% return per unit of standard deviation over the last 3 months. YAOKO LTD exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out YAOKO's Standard Deviation of 1.43, risk adjusted performance of (0.08), and Mean Deviation of 1.02 to validate the risk estimate we provide. The firm maintains a market beta of -0.0345, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning YAOKO are expected to decrease at a much lower rate. During the bear market, YAOKO is likely to outperform the market. At this point, YAOKO LTD has a negative expected return of -0.16%. Please make sure to check out YAOKO's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if YAOKO LTD performance from the past will be repeated at future time.
Auto-correlation | 0.40 |
Average predictability
YAOKO LTD has average predictability. Overlapping area represents the amount of predictability between YAOKO time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd of December 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 YAOKO LTD price movement. The serial correlation of 0.4 indicates that just about 40.0% of current YAOKO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 10.53 |
YAOKO LTD lagged returns against current returns
Autocorrelation, which is YAOKO 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 YAOKO's stock expected returns. We can calculate the autocorrelation of YAOKO returns to help us make a trade decision. For example, suppose you find that YAOKO 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 |
| Timeline |
YAOKO 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 YAOKO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YAOKO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YAOKO stock over time.
Current vs Lagged Prices |
| Timeline |
YAOKO Lagged Returns
When evaluating YAOKO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YAOKO stock have on its future price. YAOKO 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, YAOKO autocorrelation shows the relationship between YAOKO stock current value and its past values and can show if there is a momentum factor associated with investing in YAOKO LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in YAOKO Stock
YAOKO financial ratios help investors to determine whether YAOKO Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in YAOKO with respect to the benefits of owning YAOKO security.