Arc Funds (Australia) Market Value
| ARC Stock | 0.13 0.01 8.33% |
| Symbol | Arc |
Arc Funds '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 Funds' 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 Funds.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Arc Funds on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Arc Funds or generate 0.0% return on investment in Arc Funds over 30 days. Arc Funds is related to or competes with Thorney Technologies, Mach7 Technologies, Ambertech, WiseTech Global, Dug Technology, and Anteris Technologies. Arc Funds is entity of Australia. It is traded as Stock on AU exchange. More
Arc Funds 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 Funds' 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 Funds upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1478 | |||
| Maximum Drawdown | 10.0 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 8.05 |
Arc Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arc Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arc Funds' standard deviation. In reality, there are many statistical measures that can use Arc Funds historical prices to predict the future Arc Funds' volatility.| Risk Adjusted Performance | 0.1552 | |||
| Jensen Alpha | 0.481 | |||
| Total Risk Alpha | 0.2477 | |||
| Treynor Ratio | (2.91) |
Arc Funds Backtested Returns
Arc Funds appears to be out of control, given 3 months investment horizon. Arc Funds secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of standard deviation over the last 3 months. By analyzing Arc Funds' technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please makes use of Arc Funds' risk adjusted performance of 0.1552, and Mean Deviation of 1.44 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arc Funds holds a performance score of 14. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arc Funds are expected to decrease at a much lower rate. During the bear market, Arc Funds is likely to outperform the market. Please check Arc Funds' coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to make a quick decision on whether Arc Funds' price patterns will revert.
Auto-correlation | 0.46 |
Average predictability
Arc Funds has average predictability. Overlapping area represents the amount of predictability between Arc Funds time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd 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 Arc Funds price movement. The serial correlation of 0.46 indicates that about 46.0% of current Arc Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arc Funds lagged returns against current returns
Autocorrelation, which is Arc Funds 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 Funds' stock expected returns. We can calculate the autocorrelation of Arc Funds returns to help us make a trade decision. For example, suppose you find that Arc Funds 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 Funds 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 Funds stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arc Funds stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arc Funds stock over time.
Current vs Lagged Prices |
| Timeline |
Arc Funds Lagged Returns
When evaluating Arc Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arc Funds stock have on its future price. Arc Funds 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 Funds autocorrelation shows the relationship between Arc Funds stock current value and its past values and can show if there is a momentum factor associated with investing in Arc Funds.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Arc Stock Analysis
When running Arc Funds' price analysis, check to measure Arc Funds' 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 Arc Funds is operating at the current time. Most of Arc Funds' value examination focuses on studying past and present price action to predict the probability of Arc Funds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arc Funds' price. Additionally, you may evaluate how the addition of Arc Funds to your portfolios can decrease your overall portfolio volatility.