Arca Japan Index Price on October 29, 2024
| JPN Index | 358.54 1.74 0.48% |
Below is the normalized historical share price chart for ARCA Japan extending back to September 25, 1990. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of ARCA Japan stands at 358.54, as last reported on the 29th of November, with the highest price reaching 360.28 and the lowest price hitting 358.54 during the day.
If you're considering investing in ARCA Index, it is important to understand the factors that can impact its price. ARCA Japan retains Efficiency (Sharpe Ratio) of -0.0131, which signifies that the index had a -0.0131% return per unit of risk over the last 3 months. ARCA Japan exposes twenty-six different technical indicators, which can help you to evaluate volatility embedded in its price movement. ARCA Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0131
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JPN |
Estimated Market Risk
| 1.12 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ARCA Japan is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ARCA Japan by adding ARCA Japan to a well-diversified portfolio.
ARCA Japan Valuation on October 29, 2024
It is possible to determine the worth of ARCA Japan on a given historical date. On October 29, 2024 ARCA was worth 356.7 at the beginning of the trading date compared to the closed value of 359.48. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of ARCA Japan index. Still, in general, we apply an absolute valuation method to find ARCA Japan's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of ARCA Japan where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against ARCA Japan's related companies.
| Open | High | Low | Close | Volume | |
| 351.98 | 356.70 | 351.98 | 356.70 | 1.00 | |
10/29/2024 | 356.70 | 359.48 | 356.70 | 359.48 | 1.00 |
| 359.48 | 362.23 | 359.48 | 362.23 | 1.00 |
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ARCA Japan Trading Date Momentum on October 29, 2024
| On October 30 2024 ARCA Japan was traded for 362.23 at the closing time. The highest price during the trading period was 362.23 and the lowest recorded bid was listed for 359.48 . There was no trading activity during the period 1.0. Lack of trading volume on October 30, 2024 contributed to the next trading day price growth. The trading delta at closing time to the next closing price was 0.76% . The overall trading delta to the current price is 2.66% . |
Price Boundaries
ARCA Japan Period Price Range
Low | November 29, 2024
| High |
0.00 | 0.00 |
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ARCA Japan November 29, 2024 Market Strength
Market strength indicators help investors to evaluate how ARCA Japan index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARCA Japan shares will generate the highest return on investment. By undertsting and applying ARCA Japan index market strength indicators, traders can identify ARCA Japan entry and exit signals to maximize returns
ARCA Japan Technical Drivers
ARCA Japan November 29, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for ARCA Japan's price direction in advance. Along with the technical and fundamental analysis of ARCA Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of ARCA to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0235 | |||
| Mean Deviation | 0.7603 | |||
| Semi Deviation | 1.08 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 3714.12 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.17 | |||
| Information Ratio | (0.09) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.08) | |||
| Maximum Drawdown | 5.94 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 1.41 | |||
| Semi Variance | 1.17 | |||
| Expected Short fall | (0.84) | |||
| Skewness | (0.63) | |||
| Kurtosis | 2.24 |
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| Volume Indicators |