Yamaha Motor Co Stock Volatility
| YAMHF Stock | USD 8.30 0.03 0.36% |
Yamaha Motor shows Sharpe Ratio of -0.0432, which attests that the company had a -0.0432% return per unit of risk over the last 3 months. Yamaha Motor exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yamaha's Standard Deviation of 1.93, market risk adjusted performance of 0.5412, and Mean Deviation of 1.16 to validate the risk estimate we provide. Key indicators related to Yamaha's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Yamaha Pink Sheet volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Yamaha daily returns, and it is calculated using variance and standard deviation. We also use Yamaha's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Yamaha volatility.
Yamaha |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Yamaha can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Yamaha at lower prices to lower their average cost per share. Similarly, when the prices of Yamaha's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Yamaha Pink Sheet
| 0.44 | PLTR | Palantir Technologies Aggressive Push | PairCorr |
| 0.39 | ROCL | Roth CH Acquisition | PairCorr |
| 0.38 | SLF | Sun Life Financial | PairCorr |
| 0.31 | HNRC | Houston Natural Resources | PairCorr |
Yamaha Market Sensitivity And Downside Risk
Yamaha's beta coefficient measures the volatility of Yamaha pink sheet compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Yamaha pink sheet's returns against your selected market. In other words, Yamaha's beta of -0.13 provides an investor with an approximation of how much risk Yamaha pink sheet can potentially add to one of your existing portfolios. Yamaha Motor Co exhibits very low volatility with skewness of -1.12 and kurtosis of 3.83. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Yamaha's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Yamaha's pink sheet price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Yamaha Motor Demand TrendCheck current 90 days Yamaha correlation with market (Dow Jones Industrial)Yamaha Beta |
Yamaha standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 1.93 |
It is essential to understand the difference between upside risk (as represented by Yamaha's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Yamaha's daily returns or price. Since the actual investment returns on holding a position in yamaha pink sheet tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Yamaha.
Yamaha Motor Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Yamaha pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Yamaha's price changes. Investors will then calculate the volatility of Yamaha's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Yamaha's volatility:
Historical Volatility
This type of pink sheet volatility measures Yamaha's fluctuations based on previous trends. It's commonly used to predict Yamaha's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Yamaha's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Yamaha's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Yamaha Motor Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Yamaha Projected Return Density Against Market
Assuming the 90 days horizon Yamaha Motor Co has a beta of -0.1342 . This entails as returns on the benchmark increase, returns on holding Yamaha are expected to decrease at a much lower rate. During a bear market, however, Yamaha Motor Co is likely to outperform the market.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Yamaha or Consumer Cyclical sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Yamaha's price will be affected by overall pink sheet market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Yamaha pink sheet's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Yamaha Motor Co has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Yamaha Price Volatility?
Several factors can influence a pink sheet's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Yamaha Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Yamaha is -2315.96. The daily returns are distributed with a variance of 3.71 and standard deviation of 1.93. The mean deviation of Yamaha Motor Co is currently at 1.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.05 | |
β | Beta against Dow Jones | -0.13 | |
σ | Overall volatility | 1.93 | |
Ir | Information ratio | -0.1 |
Yamaha Pink Sheet Return Volatility
Yamaha historical daily return volatility represents how much of Yamaha pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.9272% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7502% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Yamaha Volatility
Volatility is a rate at which the price of Yamaha or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Yamaha may increase or decrease. In other words, similar to Yamaha's beta indicator, it measures the risk of Yamaha and helps estimate the fluctuations that may happen in a short period of time. So if prices of Yamaha fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.Yamaha Motor Co., Ltd., together with its subsidiaries, engages in the land mobility, marine products, robotics, and financial services businesses in Japan, North America, Europe, Asia, and internationally. Yamaha Motor Co., Ltd. was incorporated in 1918 and is headquartered in Iwata, Japan. Yamaha operates under Auto Manufacturers classification in the United States and is traded on OTC Exchange. It employs 51249 people.
Yamaha's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Yamaha Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Yamaha's price varies over time.
3 ways to utilize Yamaha's volatility to invest better
Higher Yamaha's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Yamaha Motor stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Yamaha Motor stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Yamaha Motor investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Yamaha's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Yamaha's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Yamaha Investment Opportunity
Yamaha Motor Co has a volatility of 1.93 and is 2.57 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Yamaha Motor Co is lower than 17 percent of all global equities and portfolios over the last 90 days. You can use Yamaha Motor Co to enhance the returns of your portfolios. The pink sheet experiences a normal upward fluctuation. Check odds of Yamaha to be traded at $8.72 in 90 days.Good diversification
The correlation between Yamaha Motor Co and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Yamaha Motor Co and DJI in the same portfolio, assuming nothing else is changed.
Yamaha Additional Risk Indicators
The analysis of Yamaha's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Yamaha's investment and either accepting that risk or mitigating it. Along with some common measures of Yamaha pink sheet's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | 0.5412 | |||
| Mean Deviation | 1.16 | |||
| Coefficient Of Variation | (3,153) | |||
| Standard Deviation | 1.93 | |||
| Variance | 3.73 | |||
| Information Ratio | (0.10) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Yamaha Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
| Ford vs. Yamaha | ||
| GM vs. Yamaha | ||
| Microsoft vs. Yamaha | ||
| Alphabet vs. Yamaha | ||
| Citigroup vs. Yamaha | ||
| Bank of America vs. Yamaha | ||
| Visa vs. Yamaha | ||
| Dupont De vs. Yamaha | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Yamaha as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Yamaha's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Yamaha's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Yamaha Motor Co.
Complementary Tools for Yamaha Pink Sheet analysis
When running Yamaha's price analysis, check to measure Yamaha'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 Yamaha is operating at the current time. Most of Yamaha's value examination focuses on studying past and present price action to predict the probability of Yamaha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yamaha's price. Additionally, you may evaluate how the addition of Yamaha to your portfolios can decrease your overall portfolio volatility.
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges |