Arch Cap Group Bond Technical Analysis
| 03937LAA3 | 118.12 4.79 4.23% |
As of the 17th of May 2025, 03937LAA3 owns the Market Risk Adjusted Performance of 0.0121, standard deviation of 1.29, and Coefficient Of Variation of 12414.52. Concerning fundamental indicators, the technical analysis model gives you tools to check potential technical drivers of ARCH CAP GROUP, as well as the relationship between them.
03937LAA3 Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as 03937LAA3, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to 03937LAA303937LAA3 |
03937LAA3 technical bond 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, bond market cycles, or different charting patterns.
ARCH CAP GROUP Trend Analysis
Use this graph to draw trend lines for ARCH CAP GROUP. You can use it to identify possible trend reversals for 03937LAA3 as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual 03937LAA3 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.03937LAA3 Best Fit Change Line
The following chart estimates an ordinary least squares regression model for ARCH CAP GROUP applied against its price change over selected period. The best fit line has a slop of 0.04 , which means ARCH CAP GROUP will continue generating value for investors. It has 122 observation points and a regression sum of squares at 50.51, which is the sum of squared deviations for the predicted 03937LAA3 price change compared to its average price change.About 03937LAA3 Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of ARCH CAP GROUP on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of ARCH CAP GROUP based on its technical analysis. In general, a bottom-up approach, as applied to this corporate bond, focuses on ARCH CAP GROUP price pattern first instead of the macroeconomic environment surrounding ARCH CAP GROUP. By analyzing 03937LAA3's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of 03937LAA3's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to 03937LAA3 specific price patterns or momentum indicators. Please read more on our technical analysis page.
03937LAA3 May 17, 2025 Technical Indicators
Most technical analysis of 03937LAA3 help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for 03937LAA3 from various momentum indicators to cycle indicators. When you analyze 03937LAA3 charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0105 | |||
| Market Risk Adjusted Performance | 0.0121 | |||
| Mean Deviation | 0.7529 | |||
| Semi Deviation | 1.27 | |||
| Downside Deviation | 1.36 | |||
| Coefficient Of Variation | 12414.52 | |||
| Standard Deviation | 1.29 | |||
| Variance | 1.66 | |||
| Information Ratio | 0.0435 | |||
| Jensen Alpha | 0.0099 | |||
| Total Risk Alpha | 0.0427 | |||
| Sortino Ratio | 0.0411 | |||
| Treynor Ratio | 0.0021 | |||
| Maximum Drawdown | 2.9 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 1.09 | |||
| Downside Variance | 1.86 | |||
| Semi Variance | 1.6 | |||
| Expected Short fall | (0.76) | |||
| Skewness | (0.06) | |||
| Kurtosis | 6.73 |
03937LAA3 May 17, 2025 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as 03937LAA3 stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.04 | ||
| Day Median Price | 118.12 | ||
| Day Typical Price | 118.12 | ||
| Price Action Indicator | 2.40 |
Other Information on Investing in 03937LAA3 Bond
03937LAA3 financial ratios help investors to determine whether 03937LAA3 Bond 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 03937LAA3 with respect to the benefits of owning 03937LAA3 security.