Archer Daniels (Brazil) Market Value
| A1DM34 Stock | BRL 302.40 6.00 2.02% |
| Symbol | Archer |
Archer Daniels '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 Daniels' 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 Daniels.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Archer Daniels on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Archer Daniels Midland or generate 0.0% return on investment in Archer Daniels over 90 days. Archer Daniels is related to or competes with Zebra Technologies, Salesforce, Raytheon Technologies, Seagate Technology, Take Two, and Lumen Technologies,. Archer-Daniels-Midland Company procures, transports, stores, processes, and merchandises agricultural commodities, produ... More
Archer Daniels 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 Daniels' 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 Daniels Midland upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0323 | |||
| Maximum Drawdown | 13.06 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 3.07 |
Archer Daniels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Daniels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Daniels' standard deviation. In reality, there are many statistical measures that can use Archer Daniels historical prices to predict the future Archer Daniels' volatility.| Risk Adjusted Performance | 0.1077 | |||
| Jensen Alpha | 0.291 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0434 | |||
| Treynor Ratio | (0.24) |
Archer Daniels Midland Backtested Returns
At this point, Archer Daniels is very steady. Archer Daniels Midland secures Sharpe Ratio (or Efficiency) of 0.0836, which signifies that the company had a 0.0836 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Archer Daniels Midland, which you can use to evaluate the volatility of the firm. Please confirm Archer Daniels' risk adjusted performance of 0.1077, and Mean Deviation of 1.01 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Archer Daniels has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Archer Daniels are expected to decrease at a much lower rate. During the bear market, Archer Daniels is likely to outperform the market. Archer Daniels Midland right now shows a risk of 1.83%. Please confirm Archer Daniels Midland semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Archer Daniels Midland will be following its price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
Archer Daniels Midland has insignificant predictability. Overlapping area represents the amount of predictability between Archer Daniels time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Daniels Midland price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Archer Daniels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 157.15 |
Archer Daniels Midland lagged returns against current returns
Autocorrelation, which is Archer Daniels 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 Daniels' stock expected returns. We can calculate the autocorrelation of Archer Daniels returns to help us make a trade decision. For example, suppose you find that Archer Daniels 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 Daniels 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 Daniels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Daniels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archer Daniels stock over time.
Current vs Lagged Prices |
| Timeline |
Archer Daniels Lagged Returns
When evaluating Archer Daniels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Daniels stock have on its future price. Archer Daniels 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 Daniels autocorrelation shows the relationship between Archer Daniels stock current value and its past values and can show if there is a momentum factor associated with investing in Archer Daniels Midland.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Archer Stock
When determining whether Archer Daniels Midland is a strong investment it is important to analyze Archer Daniels' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Archer Daniels' future performance. For an informed investment choice regarding Archer Stock, refer to the following important reports:Check out Archer Daniels Correlation, Archer Daniels Volatility and Archer Daniels Alpha and Beta module to complement your research on Archer Daniels. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Archer Daniels technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.