Archtis (Australia) Market Value
| AR9 Stock | 0.19 0.01 5.56% |
| Symbol | Archtis |
Archtis '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 Archtis' 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 Archtis.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Archtis on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Archtis or generate 0.0% return on investment in Archtis over 90 days. Archtis is related to or competes with Adriatic Metals, Australian Agricultural, Vaneck Ftse, Imugene, Russell Investments, and Commonwealth Bank. Archtis is entity of Australia. It is traded as Stock on AU exchange. More
Archtis 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 Archtis' 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 Archtis upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.02 | |||
| Information Ratio | 0.1566 | |||
| Maximum Drawdown | 92.59 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 21.05 |
Archtis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archtis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archtis' standard deviation. In reality, there are many statistical measures that can use Archtis historical prices to predict the future Archtis' volatility.| Risk Adjusted Performance | 0.1627 | |||
| Jensen Alpha | 2.3 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.2597 | |||
| Treynor Ratio | (7.52) |
Archtis Backtested Returns
Archtis is out of control given 3 months investment horizon. Archtis secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of standard deviation over the last 3 months. We were able to analyze twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.7% are justified by taking the suggested risk. Use Archtis risk adjusted performance of 0.1627, and Mean Deviation of 7.28 to evaluate company specific risk that cannot be diversified away. Archtis holds a performance score of 15 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Archtis are expected to decrease at a much lower rate. During the bear market, Archtis is likely to outperform the market. Use Archtis market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to analyze future returns on Archtis.
Auto-correlation | 0.42 |
Average predictability
Archtis has average predictability. Overlapping area represents the amount of predictability between Archtis time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Archtis price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Archtis price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Archtis lagged returns against current returns
Autocorrelation, which is Archtis 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 Archtis' stock expected returns. We can calculate the autocorrelation of Archtis returns to help us make a trade decision. For example, suppose you find that Archtis 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 |
Archtis 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 Archtis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archtis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archtis stock over time.
Current vs Lagged Prices |
| Timeline |
Archtis Lagged Returns
When evaluating Archtis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archtis stock have on its future price. Archtis 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, Archtis autocorrelation shows the relationship between Archtis stock current value and its past values and can show if there is a momentum factor associated with investing in Archtis.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Archtis Stock Analysis
When running Archtis' price analysis, check to measure Archtis' 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 Archtis is operating at the current time. Most of Archtis' value examination focuses on studying past and present price action to predict the probability of Archtis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Archtis' price. Additionally, you may evaluate how the addition of Archtis to your portfolios can decrease your overall portfolio volatility.