Yes Optoelectronics (China) Market Value
| 002952 Stock | 20.22 0.21 1.05% |
| Symbol | Yes |
Yes Optoelectronics '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 Yes Optoelectronics' 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 Yes Optoelectronics.
| 08/18/2025 |
| 11/16/2025 |
If you would invest 0.00 in Yes Optoelectronics on August 18, 2025 and sell it all today you would earn a total of 0.00 from holding Yes Optoelectronics Co or generate 0.0% return on investment in Yes Optoelectronics over 90 days. Yes Optoelectronics is related to or competes with Yingde Greatchem, Springsnow Food, Peoples Insurance, Guangdong Wens, Great Sun, and Jiajia Food. Yes Optoelectronics is entity of China. It is traded as Stock on SHE exchange. More
Yes Optoelectronics 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 Yes Optoelectronics' 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 Yes Optoelectronics Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 16.6 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 2.92 |
Yes Optoelectronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yes Optoelectronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yes Optoelectronics' standard deviation. In reality, there are many statistical measures that can use Yes Optoelectronics historical prices to predict the future Yes Optoelectronics' volatility.| Risk Adjusted Performance | 5.0E-4 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.20) |
Yes Optoelectronics Backtested Returns
Yes Optoelectronics shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. Yes Optoelectronics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yes Optoelectronics' Mean Deviation of 1.72, standard deviation of 2.57, and Market Risk Adjusted Performance of (0.19) to validate the risk estimate we provide. The firm maintains a market beta of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yes Optoelectronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yes Optoelectronics is expected to be smaller as well. At this point, Yes Optoelectronics has a negative expected return of -0.0221%. Please make sure to check out Yes Optoelectronics' treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Yes Optoelectronics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.48 |
Average predictability
Yes Optoelectronics Co has average predictability. Overlapping area represents the amount of predictability between Yes Optoelectronics time series from 18th of August 2025 to 2nd of October 2025 and 2nd of October 2025 to 16th of November 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yes Optoelectronics price movement. The serial correlation of 0.48 indicates that about 48.0% of current Yes Optoelectronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
Yes Optoelectronics lagged returns against current returns
Autocorrelation, which is Yes Optoelectronics 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 Yes Optoelectronics' stock expected returns. We can calculate the autocorrelation of Yes Optoelectronics returns to help us make a trade decision. For example, suppose you find that Yes Optoelectronics 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 |
Yes Optoelectronics 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 Yes Optoelectronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yes Optoelectronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yes Optoelectronics stock over time.
Current vs Lagged Prices |
| Timeline |
Yes Optoelectronics Lagged Returns
When evaluating Yes Optoelectronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yes Optoelectronics stock have on its future price. Yes Optoelectronics 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, Yes Optoelectronics autocorrelation shows the relationship between Yes Optoelectronics stock current value and its past values and can show if there is a momentum factor associated with investing in Yes Optoelectronics Co.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Yes Stock
Yes Optoelectronics financial ratios help investors to determine whether Yes 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 Yes with respect to the benefits of owning Yes Optoelectronics security.