Yellow Pages (Germany) Market Value
| YMI Stock | EUR 7.50 0.15 1.96% |
| Symbol | Yellow |
Yellow Pages '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 Yellow Pages' 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 Yellow Pages.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Yellow Pages on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Yellow Pages Limited or generate 0.0% return on investment in Yellow Pages over 360 days. Yellow Pages is related to or competes with Superior Plus, SIVERS SEMICONDUCTORS, Norsk Hydro, Reliance Steel, RYOHIN UNSPADR1, Vanguard Funds, and Meli Hotels. Yellow Pages Limited operates as a digital media and marketing solutions company More
Yellow Pages 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 Yellow Pages' 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 Yellow Pages Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.1195 | |||
| Maximum Drawdown | 8.06 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 3.52 |
Yellow Pages Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yellow Pages' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yellow Pages' standard deviation. In reality, there are many statistical measures that can use Yellow Pages historical prices to predict the future Yellow Pages' volatility.| Risk Adjusted Performance | 0.1478 | |||
| Jensen Alpha | 0.2836 | |||
| Total Risk Alpha | 0.0519 | |||
| Sortino Ratio | 0.1281 | |||
| Treynor Ratio | 1.55 |
Yellow Pages Limited Backtested Returns
Yellow Pages appears to be not too volatile, given 3 months investment horizon. Yellow Pages Limited shows Sharpe Ratio of 0.22, which attests that the company had a 0.22% return per unit of risk over the last 3 months. We have found thirty technical indicators for Yellow Pages Limited, which you can use to evaluate the volatility of the company. Please utilize Yellow Pages' Market Risk Adjusted Performance of 1.56, downside deviation of 1.5, and Mean Deviation of 1.27 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yellow Pages holds a performance score of 17. The firm maintains a market beta of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yellow Pages' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yellow Pages is expected to be smaller as well. Please check Yellow Pages' potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Yellow Pages' historical returns will revert.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Yellow Pages Limited has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Yellow Pages time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Yellow Pages Limited price movement. The serial correlation of -0.72 indicates that around 72.0% of current Yellow Pages price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Yellow Pages Limited lagged returns against current returns
Autocorrelation, which is Yellow Pages 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 Yellow Pages' stock expected returns. We can calculate the autocorrelation of Yellow Pages returns to help us make a trade decision. For example, suppose you find that Yellow Pages 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 |
Yellow Pages 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 Yellow Pages stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yellow Pages stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yellow Pages stock over time.
Current vs Lagged Prices |
| Timeline |
Yellow Pages Lagged Returns
When evaluating Yellow Pages' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yellow Pages stock have on its future price. Yellow Pages 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, Yellow Pages autocorrelation shows the relationship between Yellow Pages stock current value and its past values and can show if there is a momentum factor associated with investing in Yellow Pages Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Yellow Stock
Yellow Pages financial ratios help investors to determine whether Yellow 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 Yellow with respect to the benefits of owning Yellow Pages security.