ARC Document Solutions Market Value
| ARCDelisted Stock | USD 3.39 0.01 0.29% |
| Symbol | ARC |
ARC Document '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 ARC Document'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 ARC Document.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in ARC Document on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding ARC Document Solutions or generate 0.0% return on investment in ARC Document over 30 days. ARC Document is related to or competes with Aramark Holdings, Civeo Corp, ABM Industries, Maximus, AZZ Incorporated, CBIZ, and Cass Information. ARC Document Solutions, Inc., a digital printing company, provides digital printing and document-related services in the... More
ARC Document 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 ARC Document'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 ARC Document Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.315 | |||
| Information Ratio | 0.0964 | |||
| Maximum Drawdown | 8.86 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.6042 |
ARC Document Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARC Document's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARC Document's standard deviation. In reality, there are many statistical measures that can use ARC Document historical prices to predict the future ARC Document's volatility.| Risk Adjusted Performance | 0.1638 | |||
| Jensen Alpha | 0.2259 | |||
| Total Risk Alpha | 0.0555 | |||
| Sortino Ratio | 0.3389 | |||
| Treynor Ratio | (6.73) |
ARC Document Solutions Backtested Returns
At this point, ARC Document is very steady. ARC Document Solutions retains Efficiency (Sharpe Ratio) of 0.21, which signifies that the company had a 0.21% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ARC Document, which you can use to evaluate the volatility of the firm. Please confirm ARC Document's standard deviation of 1.11, and Market Risk Adjusted Performance of (6.72) to double-check if the risk estimate we provide is consistent with the expected return of 0.0458%. ARC Document has a performance score of 16 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.033, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ARC Document are expected to decrease at a much lower rate. During the bear market, ARC Document is likely to outperform the market. ARC Document Solutions at this time owns a risk of 0.21%. Please confirm ARC Document Solutions treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if ARC Document Solutions will be following its current price history.
Auto-correlation | 0.55 |
Modest predictability
ARC Document Solutions has modest predictability. Overlapping area represents the amount of predictability between ARC Document time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 ARC Document Solutions price movement. The serial correlation of 0.55 indicates that about 55.0% of current ARC Document price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ARC Document Solutions lagged returns against current returns
Autocorrelation, which is ARC Document 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 ARC Document's stock expected returns. We can calculate the autocorrelation of ARC Document returns to help us make a trade decision. For example, suppose you find that ARC Document 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 |
ARC Document 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 ARC Document stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARC Document stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARC Document stock over time.
Current vs Lagged Prices |
| Timeline |
ARC Document Lagged Returns
When evaluating ARC Document's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARC Document stock have on its future price. ARC Document 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, ARC Document autocorrelation shows the relationship between ARC Document stock current value and its past values and can show if there is a momentum factor associated with investing in ARC Document Solutions.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out ARC Document Correlation, ARC Document Volatility and ARC Document Alpha and Beta module to complement your research on ARC Document. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Other Consideration for investing in ARC Stock
If you are still planning to invest in ARC Document Solutions check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the ARC Document's history and understand the potential risks before investing.
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |