Escorts Kubota (India) Market Value
| ESCORTS Stock | 3,510 56.00 1.62% |
| Symbol | Escorts |
Escorts Kubota '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 Escorts Kubota'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 Escorts Kubota.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Escorts Kubota on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Escorts Kubota Limited or generate 0.0% return on investment in Escorts Kubota over 660 days. Escorts Kubota is related to or competes with Reliance Industries, Life Insurance, Indian Oil, and Oil Natural. Escorts Kubota is entity of India. It is traded as Stock on NSE exchange. More
Escorts Kubota 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 Escorts Kubota'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 Escorts Kubota Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.46 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 3.06 |
Escorts Kubota Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Escorts Kubota's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Escorts Kubota's standard deviation. In reality, there are many statistical measures that can use Escorts Kubota historical prices to predict the future Escorts Kubota's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (2.14) |
Escorts Kubota Backtested Returns
Escorts Kubota secures Sharpe Ratio (or Efficiency) of -0.0676, which denotes the company had a -0.0676% return per unit of standard deviation over the last 3 months. Escorts Kubota Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Escorts Kubota's Standard Deviation of 1.97, coefficient of variation of (2,436), and Mean Deviation of 1.44 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0423, which means not very significant fluctuations relative to the market. As returns on the market increase, Escorts Kubota's returns are expected to increase less than the market. However, during the bear market, the loss of holding Escorts Kubota is expected to be smaller as well. At this point, Escorts Kubota has a negative expected return of -0.14%. Please make sure to confirm Escorts Kubota's skewness, and the relationship between the total risk alpha and day median price , to decide if Escorts Kubota performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.69 |
Good predictability
Escorts Kubota Limited has good predictability. Overlapping area represents the amount of predictability between Escorts Kubota time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Escorts Kubota price movement. The serial correlation of 0.69 indicates that around 69.0% of current Escorts Kubota price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 256.1 K |
Escorts Kubota lagged returns against current returns
Autocorrelation, which is Escorts Kubota 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 Escorts Kubota's stock expected returns. We can calculate the autocorrelation of Escorts Kubota returns to help us make a trade decision. For example, suppose you find that Escorts Kubota 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 |
Escorts Kubota 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 Escorts Kubota stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Escorts Kubota stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Escorts Kubota stock over time.
Current vs Lagged Prices |
| Timeline |
Escorts Kubota Lagged Returns
When evaluating Escorts Kubota's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Escorts Kubota stock have on its future price. Escorts Kubota 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, Escorts Kubota autocorrelation shows the relationship between Escorts Kubota stock current value and its past values and can show if there is a momentum factor associated with investing in Escorts Kubota 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.Additional Tools for Escorts Stock Analysis
When running Escorts Kubota's price analysis, check to measure Escorts Kubota'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 Escorts Kubota is operating at the current time. Most of Escorts Kubota's value examination focuses on studying past and present price action to predict the probability of Escorts Kubota's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Escorts Kubota's price. Additionally, you may evaluate how the addition of Escorts Kubota to your portfolios can decrease your overall portfolio volatility.