Kubota Stock Market Value
| KUBTF Stock | USD 12.41 0.31 2.44% |
| 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 pink sheet 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.
| 11/17/2024 |
| 12/17/2024 |
If you would invest 0.00 in Kubota on November 17, 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, Alamo, Komatsu, Caterpillar, AGCO, Nikola Corp, and PACCAR. Kubota Corporation manufactures and markets machinery and related solutions in the food, water, and environment markets ... 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 pink sheet 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 | (0.18) | |||
| Maximum Drawdown | 11.66 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 1.7 |
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 | (0.09) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 1.32 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kubota's 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.
Kubota Backtested Returns
Kubota has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13% 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 1.71, risk adjusted performance of (0.09), and Mean Deviation of 0.8467 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kubota are expected to decrease at a much lower rate. During the bear market, Kubota is likely to outperform the market. At this point, Kubota has a negative expected return of -0.23%. Please make sure to verify Kubota's treynor ratio, and the relationship between the variance and daily balance of power , to decide if Kubota performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.37 |
Poor reverse predictability
Kubota has poor reverse predictability. Overlapping area represents the amount of predictability between Kubota time series from 17th of November 2024 to 2nd of December 2024 and 2nd of December 2024 to 17th 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 -0.37 indicates that just about 37.0% of current Kubota price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Kubota lagged returns against current returns
Autocorrelation, which is Kubota pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kubota pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kubota pink sheet 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 pink sheet 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 pink sheet 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 Pink Sheet
Kubota financial ratios help investors to determine whether Kubota Pink Sheet 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.