Yto Express Holdings Stock Market Value
| YTOEF Stock | USD 0.14 0.00 0.00% |
| Symbol | YTO |
YTO Express '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 YTO Express' pink sheet 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 YTO Express.
| 09/03/2025 |
| 12/02/2025 |
If you would invest 0.00 in YTO Express on September 3, 2025 and sell it all today you would earn a total of 0.00 from holding YTO Express Holdings or generate 0.0% return on investment in YTO Express over 90 days. YTO Express is related to or competes with Trio Tech, China Resources, and Asure Software. YTO Express Holdings Limited, an investment holding company, provides freight forwarding services in the Peoples Republi... More
YTO Express 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 YTO Express' pink sheet 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 YTO Express Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 65.0 |
YTO Express Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YTO Express' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YTO Express' standard deviation. In reality, there are many statistical measures that can use YTO Express historical prices to predict the future YTO Express' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.96) | |||
| Total Risk Alpha | (1.53) | |||
| Treynor Ratio | 1.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YTO Express' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
YTO Express Holdings Backtested Returns
YTO Express Holdings shows Sharpe Ratio of -0.12, which attests that the company had a -0.12 % return per unit of standard deviation over the last 3 months. YTO Express Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out YTO Express' Mean Deviation of 1.94, risk adjusted performance of (0.08), and Standard Deviation of 8.0 to validate the risk estimate we provide. The firm maintains a market beta of -0.86, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning YTO Express are expected to decrease slowly. On the other hand, during market turmoil, YTO Express is expected to outperform it slightly. At this point, YTO Express Holdings has a negative expected return of -1.02%. Please make sure to check out YTO Express' standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if YTO Express Holdings performance from the past will be repeated at some future point.
Auto-correlation | 0.00 |
No correlation between past and present
YTO Express Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between YTO Express time series from 3rd of September 2025 to 18th of October 2025 and 18th of October 2025 to 2nd of December 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 YTO Express Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current YTO Express price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
YTO Express Holdings lagged returns against current returns
Autocorrelation, which is YTO Express pink sheet'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 YTO Express' pink sheet expected returns. We can calculate the autocorrelation of YTO Express returns to help us make a trade decision. For example, suppose you find that YTO Express has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
YTO Express 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 YTO Express pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YTO Express pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YTO Express pink sheet over time.
Current vs Lagged Prices |
| Timeline |
YTO Express Lagged Returns
When evaluating YTO Express' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YTO Express pink sheet have on its future price. YTO Express 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, YTO Express autocorrelation shows the relationship between YTO Express pink sheet current value and its past values and can show if there is a momentum factor associated with investing in YTO Express Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in YTO Pink Sheet
YTO Express financial ratios help investors to determine whether YTO Pink Sheet 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 YTO with respect to the benefits of owning YTO Express security.