Yes Bank (India) Market Value
| YESBANK Stock | 20.16 0.01 0.05% |
| Symbol | Yes |
Yes Bank '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 Bank'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 Yes Bank.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Yes Bank on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Yes Bank Limited or generate 0.0% return on investment in Yes Bank over 90 days. Yes Bank is related to or competes with State Bank, HDFC Bank, Reliance Industries, ICICI Bank, and Life Insurance. Yes Bank is entity of India. It is traded as Stock on NSE exchange. More
Yes Bank 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 Bank'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 Yes Bank Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.2 | |||
| Information Ratio | 0.0194 | |||
| Maximum Drawdown | 20.21 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.62 |
Yes Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yes Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yes Bank's standard deviation. In reality, there are many statistical measures that can use Yes Bank historical prices to predict the future Yes Bank's volatility.| Risk Adjusted Performance | 0.0808 | |||
| Jensen Alpha | 0.1756 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0212 | |||
| Treynor Ratio | 3.5 |
Yes Bank Limited Backtested Returns
As of now, Yes Stock is not too volatile. Yes Bank Limited shows Sharpe Ratio of 0.0715, which attests that the company had a 0.0715 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Yes Bank Limited, which you can use to evaluate the volatility of the company. Please check out Yes Bank's Mean Deviation of 1.38, market risk adjusted performance of 3.51, and Downside Deviation of 2.2 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Yes Bank has a performance score of 5 on a scale of 0 to 100. The firm maintains a market beta of 0.0522, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yes Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yes Bank is expected to be smaller as well. Yes Bank Limited right now maintains a risk of 2.4%. Please check out Yes Bank Limited value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change , to decide if Yes Bank Limited will be following its historical returns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Yes Bank Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Yes Bank time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 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 Bank Limited price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Yes Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Yes Bank Limited lagged returns against current returns
Autocorrelation, which is Yes Bank 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 Bank's stock expected returns. We can calculate the autocorrelation of Yes Bank returns to help us make a trade decision. For example, suppose you find that Yes Bank 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 Bank 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 Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yes Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yes Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Yes Bank Lagged Returns
When evaluating Yes Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yes Bank stock have on its future price. Yes Bank 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 Bank autocorrelation shows the relationship between Yes Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Yes Bank Limited.
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 Bank 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 Bank security.