KUBOTA P (Germany) Market Value

KUOA Stock  EUR 45.60  0.20  0.44%   
KUBOTA P's market value is the price at which a share of KUBOTA P trades on a public exchange. It measures the collective expectations of KUBOTA P ADR20 investors about its performance. KUBOTA P is trading at 45.60 as of the 22nd of July 2025. This is a 0.44% up since the beginning of the trading day. The stock's lowest day price was 45.6.
With this module, you can estimate the performance of a buy and hold strategy of KUBOTA P ADR20 and determine expected loss or profit from investing in KUBOTA P over a given investment horizon. Check out KUBOTA P Correlation, KUBOTA P Volatility and KUBOTA P Alpha and Beta module to complement your research on KUBOTA P.
Symbol

Please note, there is a significant difference between KUBOTA P's value and its price as these two are different measures arrived at by different means. Investors typically determine if KUBOTA P is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KUBOTA P's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

KUBOTA P '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 P'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 P.
0.00
04/23/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/22/2025
0.00
If you would invest  0.00  in KUBOTA P on April 23, 2025 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 P over 90 days. KUBOTA P is related to or competes with Deere, Komatsu, CNH Industrial, Kubota, AGCO, and PT United. Kubota Corporation manufactures and sells a range of machinery, and other industrial and consumer products in Japan, Nor... More

KUBOTA P 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 P'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.

KUBOTA P Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for KUBOTA P's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KUBOTA P's standard deviation. In reality, there are many statistical measures that can use KUBOTA P historical prices to predict the future KUBOTA P's volatility.
Hype
Prediction
LowEstimatedHigh
43.8445.6047.36
Details
Intrinsic
Valuation
LowRealHigh
37.4939.2550.16
Details
Naive
Forecast
LowNextHigh
43.3745.1446.90
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
44.6246.5548.48
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as KUBOTA P. Your research has to be compared to or analyzed against KUBOTA P's peers to derive any actionable benefits. When done correctly, KUBOTA P's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in KUBOTA P ADR20.

KUBOTA P ADR20 Backtested Returns

KUBOTA P ADR20 retains Efficiency (Sharpe Ratio) of -0.0561, which conveys that the firm had a -0.0561 % return per unit of return volatility over the last 3 months. KUBOTA P exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KUBOTA P's Market Risk Adjusted Performance of (1.02), standard deviation of 1.81, and Mean Deviation of 1.24 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.094, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KUBOTA P's returns are expected to increase less than the market. However, during the bear market, the loss of holding KUBOTA P is expected to be smaller as well. At this point, KUBOTA P ADR20 has a negative expected return of -0.0988%. Please make sure to verify KUBOTA P's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if KUBOTA P ADR20 performance from the past will be repeated at future time.

Auto-correlation

    
  0.42  

Average predictability

KUBOTA P ADR20 has average predictability. Overlapping area represents the amount of predictability between KUBOTA P time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 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 0.42 indicates that just about 42.0% of current KUBOTA P price fluctuation can be explain by its past prices.
Correlation Coefficient0.42
Spearman Rank Test0.29
Residual Average0.0
Price Variance0.94

KUBOTA P ADR20 lagged returns against current returns

Autocorrelation, which is KUBOTA P 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 P's stock expected returns. We can calculate the autocorrelation of KUBOTA P returns to help us make a trade decision. For example, suppose you find that KUBOTA P 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 P 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 P stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KUBOTA P stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KUBOTA P stock over time.
   Current vs Lagged Prices   
       Timeline  

KUBOTA P Lagged Returns

When evaluating KUBOTA P's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KUBOTA P stock have on its future price. KUBOTA P 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 P autocorrelation shows the relationship between KUBOTA P 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 P 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 P security.