ARCADIUM LITHIUM's market value is the price at which a share of ARCADIUM LITHIUM trades on a public exchange. It measures the collective expectations of ARCADIUM LITHIUM PLC investors about its performance. ARCADIUM LITHIUM is trading at 5.45 as of the 7th of February 2025. This is a 0.91% down since the beginning of the trading day. The stock's lowest day price was 5.45. With this module, you can estimate the performance of a buy and hold strategy of ARCADIUM LITHIUM PLC and determine expected loss or profit from investing in ARCADIUM LITHIUM over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
ARCADIUM
ARCADIUM LITHIUM '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 ARCADIUM LITHIUM'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 ARCADIUM LITHIUM.
0.00
01/14/2024
No Change 0.00
0.0
In 1 year and 25 days
02/07/2025
0.00
If you would invest 0.00 in ARCADIUM LITHIUM on January 14, 2024 and sell it all today you would earn a total of 0.00 from holding ARCADIUM LITHIUM PLC or generate 0.0% return on investment in ARCADIUM LITHIUM over 390 days.
ARCADIUM LITHIUM 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 ARCADIUM LITHIUM'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 ARCADIUM LITHIUM PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARCADIUM LITHIUM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARCADIUM LITHIUM's standard deviation. In reality, there are many statistical measures that can use ARCADIUM LITHIUM historical prices to predict the future ARCADIUM LITHIUM's volatility.
At this point, ARCADIUM LITHIUM is slightly risky. ARCADIUM LITHIUM PLC retains Efficiency (Sharpe Ratio) of 0.0901, which signifies that the company had a 0.0901 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ARCADIUM LITHIUM, which you can use to evaluate the volatility of the firm. Please confirm ARCADIUM LITHIUM's coefficient of variation of 1110.41, and Market Risk Adjusted Performance of (3.56) to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. ARCADIUM LITHIUM has a performance score of 7 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0482, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ARCADIUM LITHIUM are expected to decrease at a much lower rate. During the bear market, ARCADIUM LITHIUM is likely to outperform the market. ARCADIUM LITHIUM PLC at this time owns a risk of 2.02%. Please confirm ARCADIUM LITHIUM PLC semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if ARCADIUM LITHIUM PLC will be following its current price history.
Auto-correlation
-0.69
Very good reverse predictability
ARCADIUM LITHIUM PLC has very good reverse predictability. Overlapping area represents the amount of predictability between ARCADIUM LITHIUM time series from 14th of January 2024 to 27th of July 2024 and 27th of July 2024 to 7th of February 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 ARCADIUM LITHIUM PLC price movement. The serial correlation of -0.69 indicates that around 69.0% of current ARCADIUM LITHIUM price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.69
Spearman Rank Test
-0.69
Residual Average
0.0
Price Variance
1.69
ARCADIUM LITHIUM PLC lagged returns against current returns
Autocorrelation, which is ARCADIUM LITHIUM 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 ARCADIUM LITHIUM's stock expected returns. We can calculate the autocorrelation of ARCADIUM LITHIUM returns to help us make a trade decision. For example, suppose you find that ARCADIUM LITHIUM 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
ARCADIUM LITHIUM 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 ARCADIUM LITHIUM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARCADIUM LITHIUM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARCADIUM LITHIUM stock over time.
Current vs Lagged Prices
Timeline
ARCADIUM LITHIUM Lagged Returns
When evaluating ARCADIUM LITHIUM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARCADIUM LITHIUM stock have on its future price. ARCADIUM LITHIUM 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, ARCADIUM LITHIUM autocorrelation shows the relationship between ARCADIUM LITHIUM stock current value and its past values and can show if there is a momentum factor associated with investing in ARCADIUM LITHIUM PLC.