KURITA WTR (Germany) Market Value
| KWI0 Stock | EUR 62.00 0.50 0.81% |
| Symbol | KURITA |
KURITA WTR '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 WTR'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 WTR.
| 05/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in KURITA WTR on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding KURITA WTR INDUNSPADR or generate 0.0% return on investment in KURITA WTR over 60 days. KURITA WTR is related to or competes with Gaztransport Technigaz, Shenandoah Telecommunicatio, Broadridge Financial, Computershare, Liberty Broadband, Iridium Communications, and Transport International. Kurita Water Industries Ltd. provides various water treatment solutions in Japan, rest of Asia, North America, Europe, t... More
KURITA WTR 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 WTR'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 WTR INDUNSPADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.029 | |||
| Maximum Drawdown | 16.14 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.44 |
KURITA WTR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KURITA WTR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KURITA WTR's standard deviation. In reality, there are many statistical measures that can use KURITA WTR historical prices to predict the future KURITA WTR's volatility.| Risk Adjusted Performance | 0.0937 | |||
| Jensen Alpha | 0.247 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0444 | |||
| Treynor Ratio | (0.47) |
KURITA WTR INDUNSPADR Backtested Returns
KURITA WTR appears to be very steady, given 3 months investment horizon. KURITA WTR INDUNSPADR has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for KURITA WTR, which you can use to evaluate the volatility of the firm. Please exercise KURITA WTR's mean deviation of 1.26, and Risk Adjusted Performance of 0.0937 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KURITA WTR holds a performance score of 8. 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 WTR are expected to decrease at a much lower rate. During the bear market, KURITA WTR is likely to outperform the market. Please check KURITA WTR's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether KURITA WTR's current price movements will revert.
Auto-correlation | 0.57 |
Modest predictability
KURITA WTR INDUNSPADR has modest predictability. Overlapping area represents the amount of predictability between KURITA WTR time series from 21st of May 2025 to 20th of June 2025 and 20th 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 WTR INDUNSPADR price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current KURITA WTR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.67 |
KURITA WTR INDUNSPADR lagged returns against current returns
Autocorrelation, which is KURITA WTR 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 WTR's stock expected returns. We can calculate the autocorrelation of KURITA WTR returns to help us make a trade decision. For example, suppose you find that KURITA WTR 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 WTR 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 WTR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KURITA WTR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KURITA WTR stock over time.
Current vs Lagged Prices |
| Timeline |
KURITA WTR Lagged Returns
When evaluating KURITA WTR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KURITA WTR stock have on its future price. KURITA WTR 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 WTR autocorrelation shows the relationship between KURITA WTR stock current value and its past values and can show if there is a momentum factor associated with investing in KURITA WTR INDUNSPADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KURITA Stock
KURITA WTR 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 WTR security.