Yowie (Australia) Market Value
| YOW Stock | 0.03 0.00 0.00% |
| Symbol | Yowie |
Yowie '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 Yowie'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 Yowie.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Yowie on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Yowie Group or generate 0.0% return on investment in Yowie over 30 days. Yowie is related to or competes with Microequities Asset, Global Data, Retail Food, Super Retail, AiMedia Technologies, Clime Investment, and Dicker Data. Yowie is entity of Australia. It is traded as Stock on AU exchange. More
Yowie 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 Yowie'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 Yowie Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0264 | |||
| Maximum Drawdown | 8.7 |
Yowie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yowie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yowie's standard deviation. In reality, there are many statistical measures that can use Yowie historical prices to predict the future Yowie's volatility.| Risk Adjusted Performance | 0.0792 | |||
| Jensen Alpha | 0.1132 | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.9889 |
Yowie Group Backtested Returns
Currently, Yowie Group is out of control. Yowie Group shows Sharpe Ratio of 0.1, which attests that the company had a 0.1% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Yowie Group, which you can use to evaluate the volatility of the company. Please check out Yowie's Standard Deviation of 1.3, mean deviation of 0.3871, and Market Risk Adjusted Performance of 0.9989 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Yowie has a performance score of 8 on a scale of 0 to 100. The firm maintains a market beta of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yowie's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yowie is expected to be smaller as well. Yowie Group right now maintains a risk of 1.32%. Please check out Yowie Group treynor ratio, rate of daily change, and the relationship between the variance and skewness , to decide if Yowie Group will be following its historical returns.
Auto-correlation | 1.00 |
Perfect predictability
Yowie Group has perfect predictability. Overlapping area represents the amount of predictability between Yowie time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Yowie Group price movement. The serial correlation of 1.0 indicates that 100.0% of current Yowie price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yowie Group lagged returns against current returns
Autocorrelation, which is Yowie 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 Yowie's stock expected returns. We can calculate the autocorrelation of Yowie returns to help us make a trade decision. For example, suppose you find that Yowie 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 |
Yowie 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 Yowie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yowie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yowie stock over time.
Current vs Lagged Prices |
| Timeline |
Yowie Lagged Returns
When evaluating Yowie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yowie stock have on its future price. Yowie 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, Yowie autocorrelation shows the relationship between Yowie stock current value and its past values and can show if there is a momentum factor associated with investing in Yowie Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Yowie Stock Analysis
When running Yowie's price analysis, check to measure Yowie'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 Yowie is operating at the current time. Most of Yowie's value examination focuses on studying past and present price action to predict the probability of Yowie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yowie's price. Additionally, you may evaluate how the addition of Yowie to your portfolios can decrease your overall portfolio volatility.