Kubota (Germany) Market Value
| KUO1 Stock | EUR 12.09 0.30 2.54% |
| 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.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Kubota on January 31, 2025 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 Deere, Komatsu, CNH Industrial, KUBOTA CORP, AGCO, PT United, and Hitachi Construction. 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.
| Downside Deviation | 1.42 | |||
| Information Ratio | 0.0736 | |||
| Maximum Drawdown | 6.06 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.34 |
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 | 0.0507 | |||
| Jensen Alpha | 0.0776 | |||
| Total Risk Alpha | 0.109 | |||
| Sortino Ratio | 0.0653 | |||
| Treynor Ratio | 0.2031 |
Kubota Backtested Returns
At this point, Kubota is not too volatile. Kubota has Sharpe Ratio of 0.0474, which conveys that the firm had a 0.0474 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Kubota, which you can use to evaluate the volatility of the firm. Please verify Kubota's Mean Deviation of 0.9494, risk adjusted performance of 0.0507, and Downside Deviation of 1.42 to check out if the risk estimate we provide is consistent with the expected return of 0.0642%. Kubota has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.34, 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. Kubota right now secures a risk of 1.36%. Please verify Kubota downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Kubota will be following its current price movements.
Auto-correlation | 0.05 |
Virtually no predictability
Kubota has virtually no predictability. Overlapping area represents the amount of predictability between Kubota time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 2025. 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 0.05 indicates that only as little as 5.0% of current Kubota price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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.