KUBOTA CORP (Germany) Market Value
| KUOA Stock | EUR 56.50 0.50 0.88% |
| Symbol | KUBOTA |
KUBOTA CORP '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 CORP'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 CORP.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in KUBOTA CORP on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding KUBOTA P ADR20 or generate 0.0% return on investment in KUBOTA CORP over 90 days. KUBOTA CORP is related to or competes with AUSNUTRIA DAIRY, Wayside Technology, X-FAB Silicon, Ebro Foods, Austevoll Seafood, and PKSHA TECHNOLOGY. Kubota Corporation manufactures and sells a range of machinery, and other industrial and consumer products in Japan, Nor... More
KUBOTA CORP 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 CORP'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 P ADR20 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.0652 | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 2.52 |
KUBOTA CORP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KUBOTA CORP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KUBOTA CORP's standard deviation. In reality, there are many statistical measures that can use KUBOTA CORP historical prices to predict the future KUBOTA CORP's volatility.| Risk Adjusted Performance | 0.0172 | |||
| Jensen Alpha | 0.0434 | |||
| Total Risk Alpha | 0.2557 | |||
| Sortino Ratio | 0.0542 | |||
| Treynor Ratio | 0.063 |
KUBOTA P ADR20 Backtested Returns
At this point, KUBOTA CORP is very steady. KUBOTA P ADR20 retains Efficiency (Sharpe Ratio) of 0.0215, which conveys that the firm had a 0.0215 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for KUBOTA CORP, which you can use to evaluate the volatility of the firm. Please verify KUBOTA CORP's Downside Deviation of 2.3, mean deviation of 1.37, and Market Risk Adjusted Performance of 0.073 to check out if the risk estimate we provide is consistent with the expected return of 0.0427%. KUBOTA CORP has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KUBOTA CORP's returns are expected to increase less than the market. However, during the bear market, the loss of holding KUBOTA CORP is expected to be smaller as well. KUBOTA P ADR20 currently owns a risk of 1.98%. Please verify KUBOTA P ADR20 mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if KUBOTA P ADR20 will be following its current price history.
Auto-correlation | -0.28 |
Weak reverse predictability
KUBOTA P ADR20 has weak reverse predictability. Overlapping area represents the amount of predictability between KUBOTA CORP time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 P ADR20 price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current KUBOTA CORP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
KUBOTA P ADR20 lagged returns against current returns
Autocorrelation, which is KUBOTA CORP 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 CORP's stock expected returns. We can calculate the autocorrelation of KUBOTA CORP returns to help us make a trade decision. For example, suppose you find that KUBOTA CORP 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 CORP 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 CORP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KUBOTA CORP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KUBOTA CORP stock over time.
Current vs Lagged Prices |
| Timeline |
KUBOTA CORP Lagged Returns
When evaluating KUBOTA CORP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KUBOTA CORP stock have on its future price. KUBOTA CORP 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 CORP autocorrelation shows the relationship between KUBOTA CORP stock current value and its past values and can show if there is a momentum factor associated with investing in KUBOTA P ADR20.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KUBOTA Stock
KUBOTA CORP 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 CORP security.