Arch Capital Group Stock Market Value
| ACGL Stock | USD 98.34 0.28 0.29% |
| Symbol | Arch |
Is Property & Casualty Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Arch Capital. If investors know Arch will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. Comprehensive Arch Capital assessment requires weighing all these inputs, though not all factors influence outcomes equally.
Quarterly Earnings Growth 0.387 | Earnings Share 11.6 | Revenue Per Share | Quarterly Revenue Growth 0.085 | Return On Assets |
Investors evaluate Arch Capital Group using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Arch Capital's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Arch Capital's market price to deviate significantly from intrinsic value.
Understanding that Arch Capital's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Arch Capital represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Arch Capital's market price signifies the transaction level at which participants voluntarily complete trades.
Arch Capital '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 Arch Capital'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 Arch Capital.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Arch Capital on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Arch Capital Group or generate 0.0% return on investment in Arch Capital over 90 days. Arch Capital is related to or competes with Hartford Financial, Sun Life, Natwest Group, Banco Bradesco, Willis Towers, W R, and KB Financial. Arch Capital Group Ltd., together with its subsidiaries, provides insurance, reinsurance, and mortgage insurance product... More
Arch Capital 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 Arch Capital'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 Arch Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.0497 | |||
| Maximum Drawdown | 8.26 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 1.86 |
Arch Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arch Capital's standard deviation. In reality, there are many statistical measures that can use Arch Capital historical prices to predict the future Arch Capital's volatility.| Risk Adjusted Performance | 0.0729 | |||
| Jensen Alpha | 0.0993 | |||
| Total Risk Alpha | 0.0408 | |||
| Sortino Ratio | 0.0463 | |||
| Treynor Ratio | (2.42) |
Arch Capital February 19, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0729 | |||
| Market Risk Adjusted Performance | (2.41) | |||
| Mean Deviation | 0.9039 | |||
| Semi Deviation | 1.23 | |||
| Downside Deviation | 1.32 | |||
| Coefficient Of Variation | 1142.31 | |||
| Standard Deviation | 1.23 | |||
| Variance | 1.52 | |||
| Information Ratio | 0.0497 | |||
| Jensen Alpha | 0.0993 | |||
| Total Risk Alpha | 0.0408 | |||
| Sortino Ratio | 0.0463 | |||
| Treynor Ratio | (2.42) | |||
| Maximum Drawdown | 8.26 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 1.86 | |||
| Downside Variance | 1.75 | |||
| Semi Variance | 1.52 | |||
| Expected Short fall | (0.96) | |||
| Skewness | (0.83) | |||
| Kurtosis | 3.54 |
Arch Capital Group Backtested Returns
As of now, Arch Stock is very steady. Arch Capital Group secures Sharpe Ratio (or Efficiency) of 0.0871, which signifies that the company had a 0.0871 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arch Capital Group, which you can use to evaluate the volatility of the firm. Please confirm Arch Capital's mean deviation of 0.9039, and Risk Adjusted Performance of 0.0729 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Arch Capital has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0405, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arch Capital are expected to decrease at a much lower rate. During the bear market, Arch Capital is likely to outperform the market. Arch Capital Group right now shows a risk of 1.27%. Please confirm Arch Capital Group value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Arch Capital Group will be following its price patterns.
Auto-correlation | 0.73 |
Good predictability
Arch Capital Group has good predictability. Overlapping area represents the amount of predictability between Arch Capital time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arch Capital Group price movement. The serial correlation of 0.73 indicates that around 73.0% of current Arch Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 9.66 |
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Try AI Portfolio ProphetCheck out Arch Capital Correlation, Arch Capital Volatility and Arch Capital Performance module to complement your research on Arch Capital. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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.