Komatsu (Germany) Price on January 31, 2024
| KOM1 Stock | EUR 25.61 0.58 2.21% |
If you're considering investing in Komatsu Stock, it is important to understand the factors that can impact its price. As of today, the current price of Komatsu stands at 25.61, as last reported on the 11th of December 2024, with the highest price reaching 26.29 and the lowest price hitting 25.61 during the day. At this point, Komatsu is very steady. Komatsu has Sharpe Ratio of 0.0831, which conveys that the firm had a 0.0831% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Komatsu, which you can use to evaluate the volatility of the firm. Please verify Komatsu's Risk Adjusted Performance of 0.0608, downside deviation of 1.63, and Mean Deviation of 1.3 to check out if the risk estimate we provide is consistent with the expected return of 0.15%.
Komatsu Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Komatsu |
Sharpe Ratio = 0.0831
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | KOM1 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.86 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Komatsu is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Komatsu by adding it to a well-diversified portfolio.
Komatsu Valuation on January 31, 2024
It is possible to determine the worth of Komatsu on a given historical date. On January 31, 2024 Komatsu was worth 25.55 at the beginning of the trading date compared to the closed value of 26.0. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Komatsu stock. Still, in general, we apply an absolute valuation method to find Komatsu's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Komatsu where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Komatsu's related companies.
| Open | High | Low | Close | Volume | |
| 24.45 | 24.49 | 24.45 | 24.49 | 5.00 | |
01/31/2024 | 25.55 | 26.00 | 25.55 | 26.00 | 1.00 |
| 26.00 | 26.01 | 25.65 | 25.65 | 2,475 |
| Backtest Komatsu | | | Komatsu History | | | Komatsu Valuation | Previous | Next |
Komatsu Trading Date Momentum on January 31, 2024
| On February 01 2024 Komatsu was traded for 25.65 at the closing time. The maximum traded price for the trading interval was 26.01 and the lowest daily price was 25.65 . The daily volume was recorded at 2.5 K. The volume of trading on 1st of February 2024 played a part in the next trading day price drop. The trading delta at closing time to the next closing price was 1.35% . The trading delta at closing time to the closing price today is 1.96% . |
Komatsu Fundamentals Correlations and Trends
By evaluating Komatsu's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Komatsu's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Komatsu financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Komatsu Stock history
Komatsu investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Komatsu is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Komatsu will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Komatsu stock prices may prove useful in developing a viable investing in Komatsu
Komatsu Ltd. manufactures and sells construction, mining, and utility equipment worldwide. Komatsu Ltd. was founded in 1884 and is headquartered in Tokyo, Japan. Komatsu Ltd is traded on Frankfurt Stock Exchange in Germany.
Komatsu Stock Technical Analysis
Komatsu 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.
Price Boundaries
Komatsu Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
Komatsu cannot be verified against its exchange. Please verify the symbol is currently traded on Frankfurt Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Komatsu December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how Komatsu stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Komatsu shares will generate the highest return on investment. By undertsting and applying Komatsu stock market strength indicators, traders can identify Komatsu entry and exit signals to maximize returns
Komatsu Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Komatsu's price direction in advance. Along with the technical and fundamental analysis of Komatsu Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Komatsu to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0608 | |||
| Jensen Alpha | 0.0453 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0099 | |||
| Treynor Ratio | 0.1752 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Komatsu Stock analysis
When running Komatsu's price analysis, check to measure Komatsu's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Komatsu is operating at the current time. Most of Komatsu's value examination focuses on studying past and present price action to predict the probability of Komatsu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Komatsu's price. Additionally, you may evaluate how the addition of Komatsu to your portfolios can decrease your overall portfolio volatility.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |