Arpak International (Pakistan) Market Value
| ARPAK Stock | 70.99 3.07 4.52% |
| Symbol | Arpak |
Arpak International '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 Arpak International'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 Arpak International.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Arpak International on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Arpak International Investment or generate 0.0% return on investment in Arpak International over 90 days.
Arpak International 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 Arpak International'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 Arpak International Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.67 | |||
| Information Ratio | 0.0059 | |||
| Maximum Drawdown | 19.84 | |||
| Value At Risk | (9.07) | |||
| Potential Upside | 8.72 |
Arpak International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arpak International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arpak International's standard deviation. In reality, there are many statistical measures that can use Arpak International historical prices to predict the future Arpak International's volatility.| Risk Adjusted Performance | 0.0567 | |||
| Jensen Alpha | 0.1334 | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | 0.0028 | |||
| Treynor Ratio | 0.566 |
Arpak International Backtested Returns
Arpak International appears to be very steady, given 3 months investment horizon. Arpak International secures Sharpe Ratio (or Efficiency) of 0.0895, which signifies that the company had a 0.0895 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Arpak International Investment, which you can use to evaluate the volatility of the firm. Please makes use of Arpak International's Risk Adjusted Performance of 0.0567, downside deviation of 7.67, and Mean Deviation of 1.83 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arpak International holds a performance score of 7. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arpak International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arpak International is expected to be smaller as well. Please check Arpak International's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Arpak International's price patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
Arpak International Investment has poor reverse predictability. Overlapping area represents the amount of predictability between Arpak International 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 Arpak International price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Arpak International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 8.96 |
Arpak International lagged returns against current returns
Autocorrelation, which is Arpak International 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 Arpak International's stock expected returns. We can calculate the autocorrelation of Arpak International returns to help us make a trade decision. For example, suppose you find that Arpak International 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 |
Arpak International 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 Arpak International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arpak International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arpak International stock over time.
Current vs Lagged Prices |
| Timeline |
Arpak International Lagged Returns
When evaluating Arpak International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arpak International stock have on its future price. Arpak International 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, Arpak International autocorrelation shows the relationship between Arpak International stock current value and its past values and can show if there is a momentum factor associated with investing in Arpak International Investment.
Regressed Prices |
| Timeline |
Pair Trading with Arpak International
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Arpak International position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Arpak International will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Arpak International could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arpak International when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arpak International - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arpak International Investment to buy it.
The correlation of Arpak International is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arpak International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arpak International moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Arpak International can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.