KOMATSU (Germany) Odds of Future Stock Price Finishing Under 22.91
| KOMA Stock | EUR 25.00 0.20 0.79% |
KOMATSU |
KOMATSU Target Price Odds to finish below 22.91
The tendency of KOMATSU Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to € 22.91 or more in 90 days |
| 25.00 | 90 days | 22.91 | roughly 2.7 |
Based on a normal probability distribution, the odds of KOMATSU to drop to € 22.91 or more in 90 days from now is roughly 2.7 (This KOMATSU LTD SPONS probability density function shows the probability of KOMATSU Stock to fall within a particular range of prices over 90 days) . Probability of KOMATSU LTD SPONS price to stay between € 22.91 and its current price of €25.0 at the end of the 90-day period is about 80.01 .
Assuming the 90 days trading horizon KOMATSU has a beta of 0.86. This indicates KOMATSU LTD SPONS market returns are reactive to returns on the market. As the market goes up or down, KOMATSU is expected to follow. Additionally KOMATSU LTD SPONS has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. KOMATSU Price Density |
| Price |
Predictive Modules for KOMATSU
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as KOMATSU LTD SPONS. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.KOMATSU Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. KOMATSU is not an exception. The market had few large corrections towards the KOMATSU's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold KOMATSU LTD SPONS, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of KOMATSU within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.06 | |
β | Beta against Dow Jones | 0.86 | |
σ | Overall volatility | 0.73 | |
Ir | Information ratio | -0.05 |
KOMATSU Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of KOMATSU Stock often depends not only on the future outlook of the current and potential KOMATSU's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. KOMATSU's indicators that are reflective of the short sentiment are summarized in the table below.
| Dividend Yield | 0.0388 | |
| Forward Annual Dividend Rate | 0.85 | |
| Shares Float | 932.1 M |
KOMATSU Technical Analysis
KOMATSU's future price can be derived by breaking down and analyzing its technical indicators over time. KOMATSU Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of KOMATSU LTD SPONS. In general, you should focus on analyzing KOMATSU Stock price patterns and their correlations with different microeconomic environments and drivers.
KOMATSU Predictive Forecast Models
KOMATSU's time-series forecasting models is one of many KOMATSU's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary KOMATSU's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards KOMATSU in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, KOMATSU's short interest history, or implied volatility extrapolated from KOMATSU options trading.
Other Information on Investing in KOMATSU Stock
KOMATSU financial ratios help investors to determine whether KOMATSU 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 KOMATSU with respect to the benefits of owning KOMATSU security.