Argo Blockchain (UK) Market Value
| ARB Stock | 2.33 0.43 22.63% |
| Symbol | Argo |
Argo Blockchain '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 Argo Blockchain'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 Argo Blockchain.
| 04/12/2025 |
| 07/11/2025 |
If you would invest 0.00 in Argo Blockchain on April 12, 2025 and sell it all today you would earn a total of 0.00 from holding Argo Blockchain PLC or generate 0.0% return on investment in Argo Blockchain over 90 days. Argo Blockchain is related to or competes with Kinnevik Investment, Waste Management, Team Internet, Impax Asset, Edinburgh Investment, FC Investment, and Oakley Capital. Argo Blockchain is entity of United Kingdom More
Argo Blockchain 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 Argo Blockchain'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 Argo Blockchain PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.75 | |||
| Information Ratio | 0.0291 | |||
| Maximum Drawdown | 138.55 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 11.11 |
Argo Blockchain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Argo Blockchain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Argo Blockchain's standard deviation. In reality, there are many statistical measures that can use Argo Blockchain historical prices to predict the future Argo Blockchain's volatility.| Risk Adjusted Performance | 0.0682 | |||
| Jensen Alpha | 0.7834 | |||
| Total Risk Alpha | (2.26) | |||
| Sortino Ratio | 0.0314 | |||
| Treynor Ratio | (6.85) |
Argo Blockchain PLC Backtested Returns
Argo Blockchain is out of control given 3 months investment horizon. Argo Blockchain PLC secures Sharpe Ratio (or Efficiency) of 0.0782, which signifies that the company had a 0.0782 % return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.56% are justified by taking the suggested risk. Use Argo Blockchain risk adjusted performance of 0.0682, and Mean Deviation of 6.77 to evaluate company specific risk that cannot be diversified away. Argo Blockchain holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Argo Blockchain are expected to decrease at a much lower rate. During the bear market, Argo Blockchain is likely to outperform the market. Use Argo Blockchain downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to analyze future returns on Argo Blockchain.
Auto-correlation | 0.24 |
Weak predictability
Argo Blockchain PLC has weak predictability. Overlapping area represents the amount of predictability between Argo Blockchain time series from 12th of April 2025 to 27th of May 2025 and 27th of May 2025 to 11th 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 Argo Blockchain PLC price movement. The serial correlation of 0.24 indicates that over 24.0% of current Argo Blockchain price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Argo Blockchain PLC lagged returns against current returns
Autocorrelation, which is Argo Blockchain 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 Argo Blockchain's stock expected returns. We can calculate the autocorrelation of Argo Blockchain returns to help us make a trade decision. For example, suppose you find that Argo Blockchain 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 |
Argo Blockchain 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 Argo Blockchain stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Argo Blockchain stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Argo Blockchain stock over time.
Current vs Lagged Prices |
| Timeline |
Argo Blockchain Lagged Returns
When evaluating Argo Blockchain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Argo Blockchain stock have on its future price. Argo Blockchain 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, Argo Blockchain autocorrelation shows the relationship between Argo Blockchain stock current value and its past values and can show if there is a momentum factor associated with investing in Argo Blockchain PLC.
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.When determining whether Argo Blockchain PLC is a strong investment it is important to analyze Argo Blockchain's 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 Argo Blockchain's future performance. For an informed investment choice regarding Argo Stock, refer to the following important reports:Check out Argo Blockchain Correlation, Argo Blockchain Volatility and Argo Blockchain Alpha and Beta module to complement your research on Argo Blockchain. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Argo Blockchain 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.