Yeti Holdings Stock Market Value
| YETI Stock | USD 34.46 0.48 1.41% |
| Symbol | YETI |
Is Leisure Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of YETI Holdings. If investors know YETI will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about YETI Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of YETI Holdings is measured differently than its book value, which is the value of YETI that is recorded on the company's balance sheet. Investors also form their own opinion of YETI Holdings' value that differs from its market value or its book value, called intrinsic value, which is YETI Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because YETI Holdings' market value can be influenced by many factors that don't directly affect YETI Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between YETI Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if YETI Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YETI Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
YETI Holdings '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 YETI Holdings' 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 YETI Holdings.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in YETI Holdings on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding YETI Holdings or generate 0.0% return on investment in YETI Holdings over 90 days. YETI Holdings is related to or competes with Chewy, Acushnet Holdings, Levi Strauss, Lucky Strike, Callaway Golf, Planet Fitness, and United Parks. YETI Holdings, Inc. designs, markets, retails, and distributes products for the outdoor and recreation market under the ... More
YETI Holdings 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 YETI Holdings' 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 YETI Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.38 | |||
| Information Ratio | 0.025 | |||
| Maximum Drawdown | 15.95 | |||
| Value At Risk | (4.61) | |||
| Potential Upside | 4.94 |
YETI Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YETI Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YETI Holdings' standard deviation. In reality, there are many statistical measures that can use YETI Holdings historical prices to predict the future YETI Holdings' volatility.| Risk Adjusted Performance | 0.0487 | |||
| Jensen Alpha | 0.1486 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.0227 | |||
| Treynor Ratio | 0.8193 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YETI Holdings' 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.
YETI Holdings Backtested Returns
YETI Holdings appears to be very steady, given 3 months investment horizon. YETI Holdings shows Sharpe Ratio of 0.0653, which attests that the company had a 0.0653 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for YETI Holdings, which you can use to evaluate the volatility of the company. Please utilize YETI Holdings' Downside Deviation of 3.38, mean deviation of 2.3, and Market Risk Adjusted Performance of 0.8293 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, YETI Holdings holds a performance score of 5. The firm maintains a market beta of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, YETI Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding YETI Holdings is expected to be smaller as well. Please check YETI Holdings' semi variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether YETI Holdings' historical returns will revert.
Auto-correlation | 0.27 |
Poor predictability
YETI Holdings has poor predictability. Overlapping area represents the amount of predictability between YETI Holdings time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th of August 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 YETI Holdings price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current YETI Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 5.43 |
YETI Holdings lagged returns against current returns
Autocorrelation, which is YETI Holdings 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 YETI Holdings' stock expected returns. We can calculate the autocorrelation of YETI Holdings returns to help us make a trade decision. For example, suppose you find that YETI Holdings 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 |
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YETI Holdings 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 YETI Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YETI Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YETI Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
YETI Holdings Lagged Returns
When evaluating YETI Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YETI Holdings stock have on its future price. YETI Holdings 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, YETI Holdings autocorrelation shows the relationship between YETI Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in YETI Holdings.
Regressed Prices |
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Check out YETI Holdings Correlation, YETI Holdings Volatility and YETI Holdings Alpha and Beta module to complement your research on YETI Holdings. For more detail on how to invest in YETI Stock please use our How to Invest in YETI Holdings guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
YETI Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.