Yamaha Correlations

YAMHF Stock

USD 7.45 0.00 0.00%

The current 90-days correlation between Yamaha Motor and Isuzu Motors is 0.3 (i.e., Weak diversification). The correlation of Yamaha is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Yamaha Correlation With Market

Modest diversification

The correlation between Yamaha Motor Co and DJI is 0.27 (i.e., Modest 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.

The ability to find closely correlated positions to Yamaha could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Yamaha when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Yamaha - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Yamaha Motor Co to buy it.

Moving against Yamaha Pink Sheet

0.32	FUWAF	Furukawa Electric	Pair Corr
0.51	06747QDF1	US06747QDF19	Pair Corr
0.43	94986RYP0	US94986RYP09	Pair Corr
0.34	778296AD5	ROST 48 15	Pair Corr
0.33	40624QAB0	US40624QAB05	Pair Corr
0.54	BKLRF	Berkeley Energy	Pair Corr
0.48	MRGE	Mirage Energy Corp	Pair Corr
0.45	MAUTF	Montage Gold Corp	Pair Corr
0.41	WHGRF	WH Group Limited	Pair Corr
0.36	ALAB	Astera Labs, Common	Pair Corr
0.31	ELEK	China Xuefeng Enviro	Pair Corr
0.31	EGAN	eGain	Pair Corr

Related Correlations Analysis

	ISUZY	RNLSY	MZDAY	NSANY	BYMOF	VLKPF	BAMXF	TOYOF	POAHY
ISUZY		0.67	0.69	0.0	0.13	0.55	0.37	0.77	0.61	ISUZY
RNLSY	0.67		0.32	0.0	0.31	0.65	0.5	0.7	0.73	RNLSY
MZDAY	0.69	0.32		0.0	-0.16	0.4	0.35	0.47	0.39	MZDAY
NSANY	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	NSANY
BYMOF	0.13	0.31	-0.16	0.0		0.59	0.73	0.47	0.67	BYMOF
VLKPF	0.55	0.65	0.4	0.0	0.59		0.81	0.73	0.88	VLKPF
BAMXF	0.37	0.5	0.35	0.0	0.73	0.81		0.66	0.86	BAMXF
TOYOF	0.77	0.7	0.47	0.0	0.47	0.73	0.66		0.84	TOYOF
POAHY	0.61	0.73	0.39	0.0	0.67	0.88	0.86	0.84		POAHY
	ISUZY	RNLSY	MZDAY	NSANY	BYMOF	VLKPF	BAMXF	TOYOF	POAHY

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

POAHY	+ 0.88	VLKPF
POAHY	+ 0.86	BAMXF
POAHY	+ 0.84	TOYOF
BAMXF	+ 0.81	VLKPF
TOYOF	+ 0.77	ISUZY
POAHY	+ 0.73	RNLSY

High negative correlations

BYMOF	- 0.16	MZDAY
POAHY	- 0.0	NSANY
TOYOF	- 0.0	NSANY
BAMXF	- 0.0	NSANY
VLKPF	- 0.0	NSANY
BYMOF	- 0.0	NSANY

Risk-Adjusted Indicators

There is a big difference between Yamaha Pink Sheet performing well and Yamaha Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Yamaha's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ISUZY	1.68	(0.12)	0.00	(0.09)	0.00	0.00	2.81	(4.64)	15.25
RNLSY	1.73	(0.22)	0.00	(0.70)	0.00	0.00	3.57	(3.58)	15.01
MZDAY	2.30	(0.31)	0.00	(0.19)	0.00	0.00	3.56	(5.11)	23.35
NSANY	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
BYMOF	0.98	0.31	0.00	(3.51)	0.00	0.00	0.00	0.00	16.51
VLKPF	3.35	(0.03)	(0.01)	(0.01)	3.90	(3.95)	6.25	(6.53)	18.59
BAMXF	2.35	(0.03)	(0.01)	(0.01)	3.27	(3.37)	5.61	(6.46)	20.03
TOYOF	1.98	(0.12)	0.00	(0.10)	0.00	0.00	3.49	(4.26)	14.79
POAHY	1.44	(0.11)	0.00	(0.09)	0.00	0.00	3.49	(3.05)	17.01

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Our tools can tell you how much better you can do entering a position in Yamaha without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Minoru Morimoto	Sr Officer	Profile
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