Arch Capital (Germany) Price on April 15, 2024
RSK Stock | EUR 89.97 3.45 3.69% |
If you're considering investing in Arch Stock, it is important to understand the factors that can impact its price. As of today, the current price of Arch Capital stands at 89.97, as last reported on the 24th of November, with the highest price reaching 89.97 and the lowest price hitting 89.97 during the day. Arch Capital Group secures Sharpe Ratio (or Efficiency) of -0.0056, which signifies that the company had a -0.0056% return per unit of standard deviation over the last 3 months. Arch Capital Group exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arch Capital's mean deviation of 1.48, and Risk Adjusted Performance of 0.0158 to double-check the risk estimate we provide.
Arch Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Arch |
Sharpe Ratio = -0.0056
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | RSK |
Estimated Market Risk
2.1 actual daily | 18 82% 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 Arch Capital 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 Arch Capital by adding Arch Capital to a well-diversified portfolio.
Arch Capital Valuation on April 15, 2024
It is possible to determine the worth of Arch Capital on a given historical date. On April 15, 2024 Arch was worth 79.62 at the beginning of the trading date compared to the closed value of 79.62. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Arch Capital stock. Still, in general, we apply an absolute valuation method to find Arch Capital'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 Arch Capital where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Arch Capital's related companies.
Open | High | Low | Close | Volume | |
80.17 | 80.17 | 80.17 | 80.17 | 1.00 | |
04/15/2024 | 79.62 | 79.62 | 79.62 | 79.62 | 1.00 |
79.32 | 79.32 | 79.32 | 79.32 | 1.00 |
Backtest Arch Capital | | | Arch Capital History | | | Arch Capital Valuation | Previous | Next |
Arch Capital Trading Date Momentum on April 15, 2024
On April 16 2024 Arch Capital Group was traded for 79.32 at the closing time. The highest daily price throughout the period was 79.32 and the lowest price was 79.32 . There was no trading activity during the period 1.0. Lack of trading volume on 04/16/2024 added to the next day price reduction. The trading delta at closing time to closing price of the next trading day was 0.38% . The overall trading delta to current closing price is 2.46% . |
Arch Capital Group Fundamentals Correlations and Trends
By evaluating Arch Capital's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Arch Capital's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Arch financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Arch Capital Stock history
Arch Capital investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Arch is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Arch Capital Group will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Arch Capital stock prices may prove useful in developing a viable investing in Arch Capital
Arch Capital Group Ltd., together with its subsidiaries, provides property, casualty, and mortgage insurance and reinsurance products worldwide. The company was founded in 1995 and is based in Pembroke, Bermuda. ARCH CAPITAL operates under Insurance - Diversified classification in Germany and is traded on Frankfurt Stock Exchange. It employs 3642 people.
Arch Capital Stock Technical Analysis
Arch Capital technical stock 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, stock market cycles, or different charting patterns.
Price Boundaries
Arch Capital Period Price Range
Low | November 24, 2024
| High |
0.00 | 0.00 |
Arch Capital Group cannot be verified against its exchange. Please verify the symbol is currently traded on Frankfurt Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Arch Capital November 24, 2024 Market Strength
Market strength indicators help investors to evaluate how Arch Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arch Capital shares will generate the highest return on investment. By undertsting and applying Arch Capital stock market strength indicators, traders can identify Arch Capital Group entry and exit signals to maximize returns
Arch Capital Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Arch Capital's price direction in advance. Along with the technical and fundamental analysis of Arch Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Arch 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 | 0.0158 | |||
Jensen Alpha | 0.0286 | |||
Total Risk Alpha | (0.30) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | (0.14) |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Complementary Tools for Arch Stock analysis
When running Arch Capital's price analysis, check to measure Arch Capital'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 Arch Capital is operating at the current time. Most of Arch Capital's value examination focuses on studying past and present price action to predict the probability of Arch Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arch Capital's price. Additionally, you may evaluate how the addition of Arch Capital to your portfolios can decrease your overall portfolio volatility.
Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |