ARROW ELECTRONICS (Germany) Market Value
| ARW Stock | 111.00 1.00 0.89% |
| Symbol | ARROW |
ARROW ELECTRONICS '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 ARROW ELECTRONICS'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 ARROW ELECTRONICS.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in ARROW ELECTRONICS on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding ARROW ELECTRONICS or generate 0.0% return on investment in ARROW ELECTRONICS over 90 days. ARROW ELECTRONICS is related to or competes with UNITED INTERNET, LG Display, CRISPR Therapeutics, TELECOM ITALRISP, and Hitachi Construction. More
ARROW ELECTRONICS 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 ARROW ELECTRONICS'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 ARROW ELECTRONICS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | 0.1285 | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 3.17 |
ARROW ELECTRONICS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARROW ELECTRONICS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARROW ELECTRONICS's standard deviation. In reality, there are many statistical measures that can use ARROW ELECTRONICS historical prices to predict the future ARROW ELECTRONICS's volatility.| Risk Adjusted Performance | 0.2057 | |||
| Jensen Alpha | 0.3493 | |||
| Total Risk Alpha | 0.1121 | |||
| Sortino Ratio | 0.146 | |||
| Treynor Ratio | (3.87) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ARROW ELECTRONICS's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ARROW ELECTRONICS Backtested Returns
ARROW ELECTRONICS appears to be very steady, given 3 months investment horizon. ARROW ELECTRONICS secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ARROW ELECTRONICS, which you can use to evaluate the volatility of the firm. Please makes use of ARROW ELECTRONICS's risk adjusted performance of 0.2057, and Mean Deviation of 1.29 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ARROW ELECTRONICS holds a performance score of 15. The firm shows a Beta (market volatility) of -0.0873, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ARROW ELECTRONICS are expected to decrease at a much lower rate. During the bear market, ARROW ELECTRONICS is likely to outperform the market. Please check ARROW ELECTRONICS's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether ARROW ELECTRONICS's price patterns will revert.
Auto-correlation | 0.48 |
Average predictability
ARROW ELECTRONICS has average predictability. Overlapping area represents the amount of predictability between ARROW ELECTRONICS time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 ARROW ELECTRONICS price movement. The serial correlation of 0.48 indicates that about 48.0% of current ARROW ELECTRONICS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 7.41 |
ARROW ELECTRONICS lagged returns against current returns
Autocorrelation, which is ARROW ELECTRONICS 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 ARROW ELECTRONICS's stock expected returns. We can calculate the autocorrelation of ARROW ELECTRONICS returns to help us make a trade decision. For example, suppose you find that ARROW ELECTRONICS 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 |
ARROW ELECTRONICS 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 ARROW ELECTRONICS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARROW ELECTRONICS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARROW ELECTRONICS stock over time.
Current vs Lagged Prices |
| Timeline |
ARROW ELECTRONICS Lagged Returns
When evaluating ARROW ELECTRONICS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARROW ELECTRONICS stock have on its future price. ARROW ELECTRONICS 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, ARROW ELECTRONICS autocorrelation shows the relationship between ARROW ELECTRONICS stock current value and its past values and can show if there is a momentum factor associated with investing in ARROW ELECTRONICS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for ARROW Stock Analysis
When running ARROW ELECTRONICS's price analysis, check to measure ARROW ELECTRONICS's 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 ARROW ELECTRONICS is operating at the current time. Most of ARROW ELECTRONICS's value examination focuses on studying past and present price action to predict the probability of ARROW ELECTRONICS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ARROW ELECTRONICS's price. Additionally, you may evaluate how the addition of ARROW ELECTRONICS to your portfolios can decrease your overall portfolio volatility.