Arcario AB (Sweden) Market Value
| ARCA Stock | 0.02 0.0005 2.27% |
| Symbol | Arcario |
Arcario AB '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 Arcario AB'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 Arcario AB.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Arcario AB on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Arcario AB or generate 0.0% return on investment in Arcario AB over 30 days.
Arcario AB 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 Arcario AB'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 Arcario AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.56 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.81 | |||
| Value At Risk | (6.28) | |||
| Potential Upside | 9.66 |
Arcario AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcario AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arcario AB's standard deviation. In reality, there are many statistical measures that can use Arcario AB historical prices to predict the future Arcario AB's volatility.| Risk Adjusted Performance | 0.0166 | |||
| Jensen Alpha | 0.0411 | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.57) |
Arcario AB Backtested Returns
Currently, Arcario AB is out of control. Arcario AB secures Sharpe Ratio (or Efficiency) of 0.0112, which signifies that the company had a 0.0112% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Arcario AB, which you can use to evaluate the volatility of the firm. Please confirm Arcario AB's risk adjusted performance of 0.0166, and Mean Deviation of 2.69 to double-check if the risk estimate we provide is consistent with the expected return of 0.0457%. The firm shows a Beta (market volatility) of -0.061, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arcario AB are expected to decrease at a much lower rate. During the bear market, Arcario AB is likely to outperform the market. Arcario AB right now shows a risk of 4.06%. Please confirm Arcario AB market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Arcario AB will be following its price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
Arcario AB has poor reverse predictability. Overlapping area represents the amount of predictability between Arcario AB time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Arcario AB price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Arcario AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arcario AB lagged returns against current returns
Autocorrelation, which is Arcario AB 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 Arcario AB's stock expected returns. We can calculate the autocorrelation of Arcario AB returns to help us make a trade decision. For example, suppose you find that Arcario AB 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 |
Arcario AB 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 Arcario AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arcario AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arcario AB stock over time.
Current vs Lagged Prices |
| Timeline |
Arcario AB Lagged Returns
When evaluating Arcario AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arcario AB stock have on its future price. Arcario AB 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, Arcario AB autocorrelation shows the relationship between Arcario AB stock current value and its past values and can show if there is a momentum factor associated with investing in Arcario AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Arcario Stock Analysis
When running Arcario AB's price analysis, check to measure Arcario AB's 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 Arcario AB is operating at the current time. Most of Arcario AB's value examination focuses on studying past and present price action to predict the probability of Arcario AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcario AB's price. Additionally, you may evaluate how the addition of Arcario AB to your portfolios can decrease your overall portfolio volatility.