Arch Capital Group Stock Market Value
| ACGL Stock | USD 99.69 1.10 1.12% |
| Symbol | Arch |
Arch Capital Group Price To Book Ratio
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. All the valuation information about Arch Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.362 | Earnings Share 14.9 | Revenue Per Share 45.387 | Quarterly Revenue Growth 0.418 | Return On Assets 0.0486 |
The market value of Arch Capital Group is measured differently than its book value, which is the value of Arch that is recorded on the company's balance sheet. Investors also form their own opinion of Arch Capital's value that differs from its market value or its book value, called intrinsic value, which is Arch Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Arch Capital's market value can be influenced by many factors that don't directly affect Arch Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Arch Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arch Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arch Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Arch Capital on June 4, 2023 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 540 days. Arch Capital is related to or competes with Axa Equitable, American International, Old Republic, Sun Life, Hartford Financial, Aegon NV, and Berkshire Hathaway. 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.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.16 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 2.36 |
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 | 0.0026 | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.01) |
Arch Capital Group Backtested Returns
Arch Capital Group secures Sharpe Ratio (or Efficiency) of -0.0378, which signifies that the company had a -0.0378% return per unit of standard deviation over the last 3 months. Arch Capital Group exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arch Capital's mean deviation of 1.25, and Risk Adjusted Performance of 0.0026 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.32, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Arch Capital will likely underperform. At this point, Arch Capital Group has a negative expected return of -0.0684%. Please make sure to confirm Arch Capital's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Arch Capital Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
Arch Capital Group has insignificant predictability. Overlapping area represents the amount of predictability between Arch Capital time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th of November 2024. 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 0.15 indicates that less than 15.0% of current Arch Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 49.6 |
Arch Capital Group lagged returns against current returns
Autocorrelation, which is Arch Capital 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 Arch Capital's stock expected returns. We can calculate the autocorrelation of Arch Capital returns to help us make a trade decision. For example, suppose you find that Arch Capital 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 |
Arch Capital 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 Arch Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arch Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arch Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Arch Capital Lagged Returns
When evaluating Arch Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arch Capital stock have on its future price. Arch Capital 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, Arch Capital autocorrelation shows the relationship between Arch Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Arch Capital Group.
Regressed Prices |
| Timeline |
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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.