Archer Materials (Germany) Market Value
| 38A Stock | EUR 0.16 0.01 6.67% |
| Symbol | Archer |
Archer Materials '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 Archer Materials' 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 Archer Materials.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Archer Materials on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Archer Materials Limited or generate 0.0% return on investment in Archer Materials over 90 days. Archer Materials is related to or competes with Carsales, JAPAN TOBACCO, National Retail, MARKET VECTR, and TRADEGATE. Archer Exploration Limited, together with its subsidiaries, engages in the discovery, development, and commercialization... More
Archer Materials 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 Archer Materials' 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 Archer Materials Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.31 | |||
| Information Ratio | 0.0356 | |||
| Maximum Drawdown | 19.64 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.14 |
Archer Materials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Materials' standard deviation. In reality, there are many statistical measures that can use Archer Materials historical prices to predict the future Archer Materials' volatility.| Risk Adjusted Performance | 0.0717 | |||
| Jensen Alpha | 0.2176 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0184 | |||
| Treynor Ratio | 0.5605 |
Archer Materials Backtested Returns
Archer Materials appears to be out of control, given 3 months investment horizon. Archer Materials secures Sharpe Ratio (or Efficiency) of 0.07, which signifies that the company had a 0.07 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Archer Materials Limited, which you can use to evaluate the volatility of the firm. Please makes use of Archer Materials' mean deviation of 2.56, and Risk Adjusted Performance of 0.0717 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Archer Materials holds a performance score of 5. The firm shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Archer Materials' returns are expected to increase less than the market. However, during the bear market, the loss of holding Archer Materials is expected to be smaller as well. Please check Archer Materials' downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Archer Materials' price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Archer Materials Limited has poor predictability. Overlapping area represents the amount of predictability between Archer Materials time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Archer Materials price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Archer Materials price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Archer Materials lagged returns against current returns
Autocorrelation, which is Archer Materials 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 Archer Materials' stock expected returns. We can calculate the autocorrelation of Archer Materials returns to help us make a trade decision. For example, suppose you find that Archer Materials 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 |
Archer Materials 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 Archer Materials stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Materials stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archer Materials stock over time.
Current vs Lagged Prices |
| Timeline |
Archer Materials Lagged Returns
When evaluating Archer Materials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Materials stock have on its future price. Archer Materials 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, Archer Materials autocorrelation shows the relationship between Archer Materials stock current value and its past values and can show if there is a momentum factor associated with investing in Archer Materials Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Archer Stock
Archer Materials financial ratios help investors to determine whether Archer 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 Archer with respect to the benefits of owning Archer Materials security.