Kubota (Germany) Market Value
| KUO1 Stock | EUR 11.68 0.20 1.68% |
| Symbol | Kubota |
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 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 Kubota.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Kubota on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Kubota or generate 0.0% return on investment in Kubota over 30 days. Kubota is related to or competes with Komatsu, CNH Industrial, KUBOTA CORP, AGCO, PT United, Hitachi Construction, and Terex. Kubota Corporation manufactures and sells a range of machinery, and other industrial and consumer products in Japan, Nor... More
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 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 Kubota upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 8.02 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.9 |
Kubota Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kubota's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kubota's standard deviation. In reality, there are many statistical measures that can use Kubota historical prices to predict the future Kubota's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.43) |
Kubota Backtested Returns
Kubota has Sharpe Ratio of -0.0789, which conveys that the firm had a -0.0789% return per unit of risk over the last 3 months. Kubota exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kubota's Standard Deviation of 1.53, mean deviation of 1.16, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kubota's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kubota is expected to be smaller as well. At this point, Kubota has a negative expected return of -0.12%. Please make sure to verify Kubota's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Kubota performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.44 |
Modest reverse predictability
Kubota has modest reverse predictability. Overlapping area represents the amount of predictability between Kubota time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd of December 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 Kubota price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Kubota price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Kubota lagged returns against current returns
Autocorrelation, which is 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 Kubota's stock expected returns. We can calculate the autocorrelation of Kubota returns to help us make a trade decision. For example, suppose you find that 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 |
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 Kubota stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kubota stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kubota stock over time.
Current vs Lagged Prices |
| Timeline |
Kubota Lagged Returns
When evaluating Kubota's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kubota stock have on its future price. 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, Kubota autocorrelation shows the relationship between Kubota stock current value and its past values and can show if there is a momentum factor associated with investing in Kubota.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kubota Stock
Kubota financial ratios help investors to determine whether Kubota 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 Kubota with respect to the benefits of owning Kubota security.