Arcontech Group (UK) Market Value
| ARC Stock | 91.50 3.50 3.98% |
| Symbol | Arcontech |
Arcontech Group '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 Arcontech Group'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 Arcontech Group.
| 07/25/2023 |
| 07/14/2025 |
If you would invest 0.00 in Arcontech Group on July 25, 2023 and sell it all today you would earn a total of 0.00 from holding Arcontech Group Plc or generate 0.0% return on investment in Arcontech Group over 720 days. Arcontech Group is related to or competes with Broadcom, Aptitude Software, Alfa Financial, International Biotechnology, X FAB, Albion Technology, and EVS Broadcast. Arcontech Group is entity of United Kingdom More
Arcontech Group 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 Arcontech Group'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 Arcontech Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.91 | |||
| Information Ratio | 0.018 | |||
| Maximum Drawdown | 9.61 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 3.59 |
Arcontech Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcontech Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arcontech Group's standard deviation. In reality, there are many statistical measures that can use Arcontech Group historical prices to predict the future Arcontech Group's volatility.| Risk Adjusted Performance | 0.2508 | |||
| Jensen Alpha | 0.2689 | |||
| Total Risk Alpha | 0.0056 | |||
| Sortino Ratio | 0.0093 | |||
| Treynor Ratio | (10.31) |
Arcontech Group Plc Backtested Returns
Arcontech Group appears to be very steady, given 3 months investment horizon. Arcontech Group Plc secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Arcontech Group Plc, which you can use to evaluate the volatility of the firm. Please makes use of Arcontech Group's risk adjusted performance of 0.2508, and Mean Deviation of 0.8062 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arcontech Group holds a performance score of 14. The firm shows a Beta (market volatility) of -0.0255, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arcontech Group are expected to decrease at a much lower rate. During the bear market, Arcontech Group is likely to outperform the market. Please check Arcontech Group's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether Arcontech Group's price patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
Arcontech Group Plc has poor reverse predictability. Overlapping area represents the amount of predictability between Arcontech Group time series from 25th of July 2023 to 19th of July 2024 and 19th of July 2024 to 14th 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 Arcontech Group Plc price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Arcontech Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 288.21 |
Arcontech Group Plc lagged returns against current returns
Autocorrelation, which is Arcontech Group 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 Arcontech Group's stock expected returns. We can calculate the autocorrelation of Arcontech Group returns to help us make a trade decision. For example, suppose you find that Arcontech Group 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 |
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Arcontech Group 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 Arcontech Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arcontech Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arcontech Group stock over time.
Current vs Lagged Prices |
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Arcontech Group Lagged Returns
When evaluating Arcontech Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arcontech Group stock have on its future price. Arcontech Group 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, Arcontech Group autocorrelation shows the relationship between Arcontech Group stock current value and its past values and can show if there is a momentum factor associated with investing in Arcontech Group 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.Other Information on Investing in Arcontech Stock
Arcontech Group financial ratios help investors to determine whether Arcontech 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 Arcontech with respect to the benefits of owning Arcontech Group security.