ArthaLand Corp (Philippines) Market Value
| ALCO Stock | 0.43 0.02 4.88% |
| Symbol | ArthaLand |
ArthaLand Corp '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 ArthaLand Corp'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 ArthaLand Corp.
| 06/25/2024 |
| 07/20/2025 |
If you would invest 0.00 in ArthaLand Corp on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding ArthaLand Corp or generate 0.0% return on investment in ArthaLand Corp over 390 days. ArthaLand Corp is related to or competes with House Of, Robinsons Retail, Converge Information, Prime Media, Atlas Consolidated, Transpacific Broadband, and Century Pacific. More
ArthaLand Corp 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 ArthaLand Corp'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 ArthaLand Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.04 | |||
| Information Ratio | 0.1081 | |||
| Maximum Drawdown | 22.13 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 7.14 |
ArthaLand Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ArthaLand Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ArthaLand Corp's standard deviation. In reality, there are many statistical measures that can use ArthaLand Corp historical prices to predict the future ArthaLand Corp's volatility.| Risk Adjusted Performance | 0.1414 | |||
| Jensen Alpha | 0.6812 | |||
| Total Risk Alpha | 0.0027 | |||
| Sortino Ratio | 0.1073 | |||
| Treynor Ratio | (0.63) |
ArthaLand Corp Backtested Returns
ArthaLand Corp appears to be out of control, given 3 months investment horizon. ArthaLand Corp secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. By analyzing ArthaLand Corp's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of ArthaLand Corp's Mean Deviation of 2.96, downside deviation of 4.04, and Risk Adjusted Performance of 0.1414 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ArthaLand Corp holds a performance score of 10. The firm shows a Beta (market volatility) of -0.89, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning ArthaLand Corp are expected to decrease slowly. On the other hand, during market turmoil, ArthaLand Corp is expected to outperform it slightly. Please check ArthaLand Corp's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether ArthaLand Corp's price patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
ArthaLand Corp has good reverse predictability. Overlapping area represents the amount of predictability between ArthaLand Corp time series from 25th of June 2024 to 6th of January 2025 and 6th of January 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 ArthaLand Corp price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current ArthaLand Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ArthaLand Corp lagged returns against current returns
Autocorrelation, which is ArthaLand Corp 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 ArthaLand Corp's stock expected returns. We can calculate the autocorrelation of ArthaLand Corp returns to help us make a trade decision. For example, suppose you find that ArthaLand Corp 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 |
ArthaLand Corp 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 ArthaLand Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ArthaLand Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ArthaLand Corp stock over time.
Current vs Lagged Prices |
| Timeline |
ArthaLand Corp Lagged Returns
When evaluating ArthaLand Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ArthaLand Corp stock have on its future price. ArthaLand Corp 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, ArthaLand Corp autocorrelation shows the relationship between ArthaLand Corp stock current value and its past values and can show if there is a momentum factor associated with investing in ArthaLand Corp.
Regressed Prices |
| Timeline |
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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 Tools for ArthaLand Stock Analysis
When running ArthaLand Corp's price analysis, check to measure ArthaLand Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ArthaLand Corp is operating at the current time. Most of ArthaLand Corp's value examination focuses on studying past and present price action to predict the probability of ArthaLand Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ArthaLand Corp's price. Additionally, you may evaluate how the addition of ArthaLand Corp to your portfolios can decrease your overall portfolio volatility.