LS ARK (UK) Market Value
| ARKC Etf | 152.70 2.10 1.39% |
| Symbol | ARKC |
LS ARK '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 LS ARK's etf 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 LS ARK.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in LS ARK on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding LS ARK Genomic or generate 0.0% return on investment in LS ARK over 90 days. LS ARK is related to or competes with IShares MSCI, Amundi EUR, IShares JP, Xtrackers MSCI, and Multi Units. LS ARK is entity of United Kingdom. It is traded as Etf on LSE exchange. More
LS ARK 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 LS ARK's etf 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 LS ARK Genomic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.0463 | |||
| Maximum Drawdown | 11.9 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 4.17 |
LS ARK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LS ARK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LS ARK's standard deviation. In reality, there are many statistical measures that can use LS ARK historical prices to predict the future LS ARK's volatility.| Risk Adjusted Performance | 0.1083 | |||
| Jensen Alpha | 0.1883 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0491 | |||
| Treynor Ratio | 0.6761 |
LS ARK Genomic Backtested Returns
LS ARK appears to be very steady, given 3 months investment horizon. LS ARK Genomic retains Efficiency (Sharpe Ratio) of 0.13, which conveys that the entity had a 0.13 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for LS ARK, which you can use to evaluate the volatility of the etf. Please exercise LS ARK's Standard Deviation of 2.22, mean deviation of 1.76, and Market Risk Adjusted Performance of 0.6861 to check out if our risk estimates are consistent with your expectations. The etf owns a Beta (Systematic Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LS ARK's returns are expected to increase less than the market. However, during the bear market, the loss of holding LS ARK is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
LS ARK Genomic has weak reverse predictability. Overlapping area represents the amount of predictability between LS ARK 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 LS ARK Genomic price movement. The serial correlation of -0.25 indicates that over 25.0% of current LS ARK price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 19.41 |
LS ARK Genomic lagged returns against current returns
Autocorrelation, which is LS ARK etf'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 LS ARK's etf expected returns. We can calculate the autocorrelation of LS ARK returns to help us make a trade decision. For example, suppose you find that LS ARK has exhibited high autocorrelation historically, and you observe that the etf 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 |
LS ARK 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 LS ARK etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LS ARK etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LS ARK etf over time.
Current vs Lagged Prices |
| Timeline |
LS ARK Lagged Returns
When evaluating LS ARK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LS ARK etf have on its future price. LS ARK 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, LS ARK autocorrelation shows the relationship between LS ARK etf current value and its past values and can show if there is a momentum factor associated with investing in LS ARK Genomic.
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 ARKC Etf
LS ARK financial ratios help investors to determine whether ARKC Etf 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 ARKC with respect to the benefits of owning LS ARK security.