Kurita Water (Germany) Market Value
| KWI Stock | EUR 32.66 0.78 2.45% |
| Symbol | Kurita |
Kurita Water '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 Kurita Water'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 Kurita Water.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Kurita Water on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Kurita Water Industries or generate 0.0% return on investment in Kurita Water over 90 days. Kurita Water is related to or competes with KURITA WTR, CHINA CH, Federal Signal, GVS SPA, Select Energy, and CECO Environmental. Kurita Water Industries Ltd. provides various water treatment solutions in Japan, Asia, North America, Europe, the Middl... More
Kurita Water 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 Kurita Water'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 Kurita Water Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.0447 | |||
| Maximum Drawdown | 14.84 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.41 |
Kurita Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kurita Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kurita Water's standard deviation. In reality, there are many statistical measures that can use Kurita Water historical prices to predict the future Kurita Water's volatility.| Risk Adjusted Performance | 0.112 | |||
| Jensen Alpha | 0.2747 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0717 | |||
| Treynor Ratio | (0.54) |
Kurita Water Industries Backtested Returns
Kurita Water appears to be very steady, given 3 months investment horizon. Kurita Water Industries has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Kurita Water, which you can use to evaluate the volatility of the firm. Please exercise Kurita Water's Downside Deviation of 1.26, mean deviation of 1.21, and Risk Adjusted Performance of 0.112 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kurita Water holds a performance score of 9. The company secures a Beta (Market Risk) of -0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kurita Water are expected to decrease at a much lower rate. During the bear market, Kurita Water is likely to outperform the market. Please check Kurita Water's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Kurita Water's current price movements will revert.
Auto-correlation | 0.43 |
Average predictability
Kurita Water Industries has average predictability. Overlapping area represents the amount of predictability between Kurita Water time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Kurita Water Industries price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Kurita Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Kurita Water Industries lagged returns against current returns
Autocorrelation, which is Kurita Water 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 Kurita Water's stock expected returns. We can calculate the autocorrelation of Kurita Water returns to help us make a trade decision. For example, suppose you find that Kurita Water 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 |
Kurita Water 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 Kurita Water stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kurita Water stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kurita Water stock over time.
Current vs Lagged Prices |
| Timeline |
Kurita Water Lagged Returns
When evaluating Kurita Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kurita Water stock have on its future price. Kurita Water 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, Kurita Water autocorrelation shows the relationship between Kurita Water stock current value and its past values and can show if there is a momentum factor associated with investing in Kurita Water Industries.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kurita Stock
Kurita Water financial ratios help investors to determine whether Kurita 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 Kurita with respect to the benefits of owning Kurita Water security.